Index Performance
-0.10%
LJMarx Western World Low Volatility Index
+2.99%
TMLARGE
+1.95%
SPY
-5.18%
EXSA
Overview
Description
The LJMarx Western World Low Volatility Index is made up of 20 US and 20 European equities. The composition of the index is reviewed on a quarterly basis.
- Inception Date08/10/2024
- WeightingSq. Root Market Cap
- # of holdings20
What's inside?
Holdings
All holdings as of January 16, 2025
CSV download
| Berkshire Hathaway, Inc. (BRK/A) | 11.48% | $997.29B | -0.23% | 21.84% | 2.19 |
| Walmart, Inc. (WMT) | 10.96% | $733.45B | 5.46% | 24.91% | 1.07 |
| JPMorgan Chase & Co. (JPM) | 10.53% | $715.86B | 16.58% | N/A | 5.16 |
| Mastercard, Inc. (MA) | 8.26% | $480.15B | 12.62% | 96.95% | 17.03 |
| Costco Wholesale Corp. (COST) | 7.29% | $408.28B | 7.53% | 12.94% | 1.64 |
| T-Mobile US, Inc. (TMUS) | 5.89% | $250.37B | 4.73% | 49.51% | 4.35 |
| Linde Plc (LIN) | 5.00% | $205.93B | 2.46% | 36.38% | 7.50 |
| The TJX Cos., Inc. (TJX) | 4.30% | $136.45B | 6.02% | 31.59% | 2.41 |
| EssilorLuxottica SA (EL) | 3.91% | $112.84B | 3.68% | N/A | 3.61 |
| Marsh & McLennan Cos., Inc. (MMC) | 3.66% | $106.22B | 5.85% | N/A | 5.17 |
| ABB Ltd. (ABB) | 3.55% | $100.51B | 1.44% | 38.00% | 3.42 |
| Intesa Sanpaolo SpA (ISP) | 3.39% | $74.95B | 5.72% | N/A | 3.37 |
| London Stock Exchange Group plc (LSEG) | 3.30% | $76.30B | 8.21% | N/A | 5.02 |
| Air Liquide SA (AI) | 3.28% | $94.03B | -7.77% | N/A | 3.75 |
| Investor AB (INVE.B) | 3.23% | $83.62B | 2.73% | 50.38% | 13.17 |
| Münchener Rückversicherungs-Gesellschaft AG (MUV2) | 2.99% | $68.58B | -14.21% | N/A | 0.87 |
| Regeneron Pharmaceuticals, Inc. (REGN) | 2.40% | $76.18B | 10.65% | 83.53% | 8.31 |
| Wolters Kluwer NV (WKL) | 2.34% | $39.64B | 2.40% | N/A | 6.14 |
| BAE Systems Plc (BA) | 2.26% | $44.41B | 8.56% | N/A | 1.58 |
| Ferguson Plc (FERG) | 2.00% | $35.34B | 0.83% | 28.95% | 1.50 |
Market data by FactSet
