Summary
The STOXX Global Select 100 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Global 1800 Index.
The component selection process first excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 100 stocks with the highest 12-month historical dividend yields are selected to be included in the index. The percentage of exclusion/inclusion at each step is the same.
Those constituents are weighted according to the inverse of their volatility, with a cap at 10%. The indices are reviewed quarterly.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SXW1SEGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0298406957
Bloomberg
SXW1SEGR INDEX
Last Value
509.94
+1.74 (+0.34%)
As of CET
Week to Week Change
0.90%
52 Week Change
18.62%
Year to Date Change
12.76%
Daily Low
509.94
Daily High
509.94
52 Week Low
429.85 — 23 Nov 2023
52 Week High
513.32 — 17 Oct 2024
Top 10 Components
| ZURICH INSURANCE GROUP | CH |
| PEMBINA PIPELINE CORP | CA |
| NETLINK | SG |
| KINDER MORGAN | US |
| Enbridge Inc. | CA |
| United Overseas Bank Ltd. | SG |
| TC ENERGY | CA |
| Bank of Nova Scotia | CA |
| Oversea-Chinese Banking Corp. | SG |
| ALLIANZ | DE |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor - EUR (Price Return)
€320.7
+3.71
1Y Return
15.28%
1Y Volatility
0.11%
STOXX® U.S. Equity Factor - EUR (Price Return)
€831.27
+10.62
1Y Return
40.95%
1Y Volatility
0.14%
STOXX® Global 1800 Ax Momentum - USD (Price Return)
$456.57
-0.21
1Y Return
57.68%
1Y Volatility
0.16%
STOXX® Global 1800 ESG-X Ax Momentum - USD (Price Return)
$448.06
-0.43
1Y Return
55.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size - EUR (Price Return)
€197.8
+1.78
1Y Return
8.13%
1Y Volatility
0.11%