Summary
The STOXX Global ESG Leaders Select 50 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Global ESG Leaders Index.
The component selection process first excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 50 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
SGESGSEG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0298407286
Bloomberg
SGESGSEG INDEX
Last Value
449.54
+1.76 (+0.39%)
As of CET
Week to Week Change
0.34%
52 Week Change
22.99%
Year to Date Change
16.48%
Daily Low
449.54
Daily High
449.54
52 Week Low
365.5 — 22 Nov 2023
52 Week High
452.73 — 18 Oct 2024
Top 10 Components
| ZURICH INSURANCE GROUP | CH |
| Sun Life Financial Inc. | CA |
| United Overseas Bank Ltd. | SG |
| Bank of Nova Scotia | CA |
| ALLIANZ | DE |
| SWISS LIFE HLDG | CH |
| Orix JREIT Inc. | JP |
| ITALGAS | IT |
| TELEFONICA | ES |
| TERNA | IT |
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Low
High
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