Summary
The STOXX Minimum Variance indices are designed to minimize risk by reducing the volatility of the underlying index. STOXX offers two versions of STOXX Minimum Variance indices: constrained and unconstrained.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA2CMVDA
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0180138932
Last Value
362.21
-1.88 (-0.52%)
As of CET
Week to Week Change
-0.46%
52 Week Change
20.74%
Year to Date Change
12.94%
Daily Low
362.21
Daily High
362.21
52 Week Low
299.6 — 18 Sep 2025
52 Week High
374.87 — 28 Jul 2026
Top 10 Components
| Royal Bank of Canada | CA |
| Bank of Nova Scotia | CA |
| Great-West Lifeco Inc. | CA |
| Power Corp. of Canada | CA |
| PEMBINA PIPELINE CORP | CA |
| NUTRIEN | CA |
| Canadian Imperial Bank of Comm | CA |
| Canadian Tire Corp. Ltd. Cl A | CA |
| Metro Inc. Cl A | CA |
| QUEBECOR 'B' | CA |
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