Summary
The STOXX Canada Select 30 CAD Index captures the performance of liquid stocks with low volatility and high dividends from the STOXX Canada Total Market Index.
The component selection process first excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 30 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
TCCASECA
Calculation
Realtime
Dissemination Period
15:30-22:30 CET
ISIN
CH0298407237
Last Value
195.74
+0.60 (+0.31%)
As of CET
Week to Week Change
0.95%
52 Week Change
9.96%
Year to Date Change
13.61%
Daily Low
195.13
Daily High
196.27
52 Week Low
160.6 — 8 Apr 2025
52 Week High
197.4199 — 3 Oct 2025
Top 10 Components
| CANADIAN UTILITIES 'A' | CA |
| Bank of Nova Scotia | CA |
| ATRIUM MORTGAGE INV. | CA |
| LAURENTIAN BK.OF CANADA | CA |
| SMART CENTRES | CA |
| CHOICE PROPS REIT | CA |
| CT REIT.TST. | CA |
| SIENNA SENIOR LIVING | CA |
| Enbridge Inc. | CA |
| FIRST CAPITAL REIT | CA |
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