Summary
The iSTOXX Europe Low Variance Weighted 120 index is designed to track the 120 least volatile stocks from the STOXX Europe 600. The index components are selected on a monthly basis. To be eligible for selection, the components must have an average daily trade volume over six months (ADTV) above 3 million EUR. The remaining stocks are then ranked in ascending order by their volatility, i.e. the 120 least volatile stocks are selected.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
ISLVIV
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0198784123
Last Value
2,223.74
+3.53 (+0.16%)
As of CET
Week to Week Change
1.48%
52 Week Change
10.56%
Year to Date Change
7.53%
Daily Low
2223.74
Daily High
2223.74
52 Week Low
1819.43 — 27 Oct 2023
52 Week High
2223.7399 — 16 May 2024
Top 10 Components
| Naturgy Energy Group | ES |
| STOREBRAND | NO |
| ENEL | IT |
| HENKEL PREF | DE |
| CREDIT AGRICOLE | FR |
| SCOTTISH & SOUTHERN ENERGY | GB |
| COCA-COLA HBC | GB |
| INTESA SANPAOLO | IT |
| ASSOCIATED BRITISH FOODS | GB |
| UNILEVER PLC | GB |
Zoom
Low
High
Featured indices
iSTOXX® Access Metaverse
$360.78
-0.21
1Y Return
53.83%
1Y Volatility
0.21%
iSTOXX® Global Climate Change ESG NR Decrement 4.5%
€1661.22
+2.00
1Y Return
16.62%
1Y Volatility
0.10%
EURO iSTOXX® Ocean Care 40
€234
-0.98
1Y Return
15.26%
1Y Volatility
0.11%
EURO STOXX 50® Volatility-Balanced
€512.9628
+1.52
1Y Return
18.56%
1Y Volatility
0.11%
STOXX® Global Low Risk Weighted Diversified 200
$615.96
-0.37
1Y Return
6.28%
1Y Volatility
0.08%