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DE000A2QPFT7

ESG Multi Asset Index

Indexwert104.25
Monatsverlauf1.87%
Jahresverlauf7.91%
Letzte Berechnung27.03.2024
Beschreibung

The objective of the Index is to reflect the performance an investor can achieve by regularly investing in such category which experienced the best trailing 12-month total return performance out of all available categories. In addition, the Index aims to control the volatility of each category (except cash) by dynamically allocating between cash and the relevant category to target a 60-day annualized volatility of approximately 12.0%.

 

Index powered using Thomson Reuters data.

Chart

Informationen & Dokumente

DateISINNameWeight
27/03/2024IE00B1XNHC34iShares Global Clean Energy UCITS ETF USD (Dist)0.0326
27/03/2024LU0629459743UBS LFS MSCI World Socially Resp UCITS (USD) Ad0.9057
27/03/2024LU1190417599Lyxor Smart Overnight Return - IE0.0617
DateISINUnit Change
25/03/2024LU1190417599-0.07961701
25/03/2024LU06294597430.05634549
14/03/2024LU1190417599-0.00662595
14/03/2024IE00B1XNHC340.09444884
26/02/2024LU1190417599-0.00324995
26/02/2024LU06294597430.05598664
26/02/2024IE00B1TXK627-0.13230923
31/01/2024LU06294597430.00167188
25/01/2024LU1190417599-0.03388548
25/01/2024LU06294597430.04395431
25/01/2024IE00B1XNHC34-0.33840472
17/01/2024LU1190417599-0.00809191
17/01/2024IE00B1TXK6270.01489642
27/12/2023LU1190417599-0.06940029
27/12/2023LU06294597430.05367029
04/12/2023LU1190417599-0.01675047
04/12/2023LU06294597430.01330733
27/11/2023LU1190417599-0.07848928
27/11/2023LU06294597430.06352116
17/11/2023LU11904175990.00780398
17/11/2023IE00B1TXK627-0.01487975
16/11/2023LU11904175990.00597783
16/11/2023IE00B1XNHC34-0.08263094
15/11/2023LU11904175990.00926803
15/11/2023IE00B1XNHC34-0.12251388
15/11/2023IE00B1TXK6270.00071569
01/11/2023LU11904175990.01581391
01/11/2023LU0629459743-0.01355115
25/10/2023LU1190417599-0.07076446
25/10/2023LU06294597430.06036942
23/10/2023LU11904175990.01639910
23/10/2023LU0629459743-0.01406573
25/09/2023LU1190417599-0.07431769
25/09/2023LU06294597430.06092467
25/08/2023LU1602144229-0.02033918
25/08/2023LU1190417599-0.00401672
25/08/2023LU06294597430.06759864
07/08/2023LU06294597430.00097053
25/07/2023LU1602144229-0.02117784
25/07/2023LU1190417599-0.00365394
25/07/2023LU06294597430.06899338
06/07/2023LU1190417599-0.01284526
06/07/2023LU06294597430.01042097
26/06/2023LU1190417599-0.08451535
26/06/2023LU06294597430.06195885
26/06/2023IE00B1XNHC340.09308601
20/06/2023LU1190417599-0.00732923
20/06/2023IE00B1XNHC340.07521943
13/06/2023LU1190417599-0.01070466
13/06/2023LU06294597430.00859765
12/06/2023LU1190417599-0.00901734
12/06/2023IE00B1TXK6270.01591497
25/05/2023LU1602144229-0.02152441
25/05/2023LU11904175990.02083969
25/05/2023LU06294597430.04983807
18/05/2023IE00B1XNHC340.00117396
18/05/2023IE00B1TXK6270.00033072
05/05/2023LU16021442290.00225266
05/05/2023LU1190417599-0.00813128
03/05/2023LU16021442290.00764574
03/05/2023LU1190417599-0.02742223
25/04/2023LU1602144229-0.01403323
25/04/2023LU11904175990.00912745
25/04/2023IE00B1XNHC340.39692323
27/03/2023LU1602144229-0.01735264
27/03/2023LU11904175990.06136834
13/03/2023LU16021442290.01070639
13/03/2023LU1190417599-0.03685827
27/02/2023LU1190417599-0.00390627
27/02/2023IE00B1TXK6270.00694812
14/02/2023LU1190417599-0.00825576
14/02/2023IE00B1TXK6270.01462239
25/01/2023LU11904175990.00321351
25/01/2023IE00B1XNHC340.34375931
25/01/2023IE00B1TXK627-0.07432289
27/12/2022LU11904175990.04314870
27/12/2022IE00B1TXK627-0.08099924
25/11/2022LU11904175990.04993598
25/11/2022IE00B1TXK627-0.08726818
18/11/2022LU11904175990.01632639
18/11/2022IE00B1TXK627-0.02928347
16/11/2022IE00B1TXK6270.00176186
04/11/2022LU11904175990.01509742
04/11/2022IE00B1TXK627-0.02804851
25/10/2022LU11904175990.05565364
25/10/2022IE00B1TXK627-0.10322801
26/09/2022LU11904175990.05294946
26/09/2022IE00B1TXK627-0.10124961
09/09/2022LU16021442290.00239425
09/09/2022LU1190417599-0.05133869
09/09/2022IE00B1TXK6270.07469586
07/09/2022LU1190417599-0.01864450
07/09/2022IE00B1TXK6270.03357396
05/09/2022LU16021442290.00510162
05/09/2022LU1190417599-0.01880087
25/08/2022LU16021442290.01376386
25/08/2022LU1190417599-0.00540457
25/08/2022IE00B1TXK627-0.08261656
23/08/2022LU16021442290.00219743
23/08/2022LU1190417599-0.00853241
25/07/2022LU16021442290.01208900
25/07/2022LU1190417599-0.02157741
25/07/2022IE00B1XNHC34-0.20480873
22/07/2022LU11904175990.01564481
22/07/2022IE00B1TXK627-0.02840696
08/07/2022LU1602144229-0.00469938
08/07/2022LU11904175990.01705854
27/06/2022LU11904175990.07085442
27/06/2022IE00B1XNHC34-0.23296722
27/06/2022IE00B1TXK627-0.08841846
15/06/2022LU11904175990.01504445
15/06/2022IE00B1TXK627-0.02982301
25/05/2022LU16021442290.01413747
25/05/2022LU1190417599-0.02780414
25/05/2022IE00B1XNHC34-0.21044359
11/05/2022IE00B1XNHC340.00130029
11/05/2022IE00B1TXK6270.00141571
03/05/2022LU1190417599-0.01725048
03/05/2022IE00B1TXK6270.03104965
28/04/2022LU16021442290.00227300
28/04/2022LU1190417599-0.00862902
25/04/2022LU16021442290.01408686
25/04/2022LU1190417599-0.03570661
25/04/2022IE00B1XNHC34-0.24464897
25/04/2022IE00B1TXK6270.01488032
22/04/2022LU1190417599-0.02639289
22/04/2022IE00B1TXK6270.04632735
05/04/2022LU11904175990.00857590
05/04/2022IE00B1XNHC34-0.07201610
25/03/2022LU16021442290.01247840
25/03/2022LU1190417599-0.02055156
25/03/2022IE00B1XNHC34-0.25397403
09/03/2022LU11904175990.00837635
09/03/2022IE00B1XNHC34-0.07388408
01/03/2022LU11904175990.00900548
01/03/2022IE00B1XNHC34-0.08458464
28/02/2022LU11904175990.02140381
28/02/2022IE00B1XNHC34-0.19709269
25/02/2022LU1190417599-0.02113092
25/02/2022IE00B1XNHC34-0.28396546
25/02/2022IE00B1TXK6270.08889665
10/02/2022LU11904175990.03228422
10/02/2022IE00B1XNHC34-0.07928030
10/02/2022IE00B1TXK627-0.04379214
04/02/2022LU11904175990.00742103
04/02/2022IE00B1TXK627-0.01337232
01/02/2022LU11904175990.01635368
01/02/2022IE00B1XNHC34-0.16884827
25/01/2022LU1190417599-0.01442300
25/01/2022IE00B1XNHC34-0.36839851
25/01/2022IE00B1TXK6270.08498322
17/01/2022LU11904175990.00874505
17/01/2022IE00B1TXK627-0.01469521
27/12/2021LU1190417599-0.01952958
27/12/2021IE00B1XNHC34-0.36839851
27/12/2021IE00B1TXK6270.09370441
21/12/2021LU11904175990.02719378
21/12/2021IE00B1TXK627-0.04365522
08/12/2021LU11904175990.00962327
08/12/2021IE00B1XNHC34-0.08153024
03/12/2021LU11904175990.01698517
03/12/2021IE00B1XNHC34-0.15049655
30/11/2021LU11904175990.01736588
30/11/2021IE00B1XNHC34-0.06788357
30/11/2021IE00B1TXK627-0.01494478
29/11/2021LU11904175990.04481156
29/11/2021IE00B1TXK627-0.07180693
26/11/2021LU11904175990.03071434
26/11/2021IE00B1XNHC34-0.25499642
25/11/2021LU1190417599-0.02639780
25/11/2021IE00B1XNHC34-0.43215098
25/11/2021IE00B1TXK6270.12685343
10/11/2021IE00B1XNHC340.00853142
10/11/2021IE00B1TXK6270.00380321
03/11/2021LU11904175990.00819170
03/11/2021IE00B1XNHC34-0.06661205
25/10/2021LU1190417599-0.03326346
25/10/2021IE00B1XNHC34-0.43118812
25/10/2021IE00B1TXK6270.13894997
27/09/2021LU1190417599-0.03326346
27/09/2021IE00B1XNHC34-0.43118812
27/09/2021IE00B1TXK6270.13628696
25/08/2021LU1190417599-0.03326346
25/08/2021IE00B1XNHC34-0.43118812
25/08/2021IE00B1TXK6270.13674493
16/08/2021LU1190417599-0.01054286
16/08/2021IE00B1XNHC340.09424472
10/08/2021LU1190417599-0.06953936
10/08/2021IE00B1XNHC340.59944480
09/08/2021LU1190417599-0.00846646
09/08/2021IE00B1XNHC340.07331027
05/08/2021LU1190417599-0.01896365
05/08/2021IE00B1XNHC340.16635172
30/07/2021LU1190417599-0.00829183
30/07/2021IE00B1XNHC340.07414851
26/07/2021LU11904175990.00076933
26/07/2021IE00B1XNHC34-0.00693170
21/07/2021LU1190417599-0.07340697
21/07/2021IE00B1XNHC340.65048460
12/07/2021LU1190417599-0.01674995
12/07/2021IE00B1XNHC340.14522596
25/06/2021LU11904175990.54716245
25/06/2021IE00B1XNHC340.01196741
16/06/2021LU1190417599-0.00918114
16/06/2021IE00B1XNHC340.82313445
08/06/2021LU1190417599-0.00181410
08/06/2021IE00B1XNHC340.17014351
25/05/2021LU11904175990.00004101
25/05/2021IE00B1XNHC34-0.00383182
11/05/2021IE00B1XNHC340.00545954
26/04/2021LU11904175990.00025667
26/04/2021IE00B1XNHC34-0.02179766
25/03/2021LU1190417599-0.00200953
25/03/2021IE00B1XNHC340.18199388

Universe of Index Components

Exchange traded funds

Index Components and their selection

Each instrument selected from the Index Universe must fulfil the following criteria to be eligible for inclusion in the Index ("Index Component Selection Criteria"). The relevant investment instrument must:
(i) Have a price that is set regularly and publicly accessible;
(ii) be denominated in CHF, USD, EUR or GBP;
(iii) relate to a fund with assets under management at the time of inclusion in the Index in excess of 10 million USD or the equivalent in its relevant currency in which it is denominated; and
(iv) be similar in the investment theme of the relevant category from the Reference Market (e.g. MSCI Global Climate Change cannot be replaced by MSCI Germany).
The Index Component Selection Criteria are required to be fulfilled at the time of inclusion of the relevant instrument as Index Component in the Index. However, fulfilment of the Index Component Selection Criteria will not be monitored on an ongoing basis following such inclusion.
Index Components are not planned to change on a continuous basis. Applicable Index Component changes are described in section 3.5 Extraordinary Changes to Index Components and in section 4.5 Adjustments Following Distributions and Corporate Actions.

Allocation of Index Components

The Index represents a multi asset strategy replicating investments in different ESG-related topics, government bonds and cash (as included in the table below each a "Category"). Each is represented by a fund as outlined in the table below as of the Index Start Date.

Category - Fund ISIN
Clean Energy - IE00B1XNHC34
Climate Change - LU1602144229
Social Responsibility - LU0629459743
Water - IE00B1TXK627
Corporate Bonds - IE00BYZTVT56
Emerging Markets - IE00BHZPJ239
Cash - LU1190417599

The Index Components' individual weightings ("Index Exposure") may be rebalanced on a monthly basis using the trailing 12-month gross total return for each Category (momentum filter).

Volatility targeting is achieved as follows:
- if the observed 60-Days Volatility for the respective Category decreases, the exposure to such Category is dynamically reduced by a corresponding increase in exposure in the Cash Category; and
- if the observed 60-Days Volatility for the respective Category increases, the exposure to such Category is dynamically increased by a corresponding decrease in exposure in the Cash Category.

Monthly Rebalancing
Rebalancing Determination Date: 25th Day of every month.

Each Bucket has annual Rebalancing Dates on which the Bucket reallocates 100.0% to the asset class with best trailing 12-month gross total return performance. The difference between each of the twelve Buckets is that Rebalancing Determination Dates and Rebalancing Dates are offset by one month.

In case a Period Start Date / Period End Date is not a Business Day, the previous Business Day will be considered.

Daily Rebalancing

Volatility targeting is done daily, unless such day is a Monthly Rebalancing Date, for each Bucket and in a similar fashion as described in the sub-section Monthly Rebalancing above. However, to minimize the amount of changes applied within the course of an allocation, a weight tolerance of 10.00 percentage points is applied.

Identifier: DE000A2QPFT7 WKN: A2QPFT
Bloomberg Ticker: LIXXMESG Index Sponsor: ISF Institut Deutsch-Schweizer Finanzdienstleistungen GmbH

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