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Indices

STOXX® Global ESG Social Leaders Diversification Select 30 EUR

Summary

The STOXX Global ESG Social Leaders Diversification Select 30 EUR Index captures the performance of stocks with low correlation, low volatility and high dividends from the STOXX Global ESG Social Leaders Index.

The component selection process first excludes all stocks with the highest 12-month average correlation with all other stocks in the benchmark, then excludes 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.

Symbol
SGSOCDSP
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0321940527
Bloomberg
SGSOCDSP INDEX
Last Value
184.08 +1.37 (+0.75%)
As of 06:37 pm CET
Week to Week Change
1.56%
52 Week Change
16.25%
Year to Date Change
11.02%
Daily Low
182.93
Daily High
184.45
52 Week Low
158.3522 Nov 2023
52 Week High
184.0922 Nov 2024

Top 10 Components

ZURICH INSURANCE GROUP CH
ONEOK Inc. US
Orix JREIT Inc. JP
SAMPO FI
TELEFONICA ES
NOVARTIS CH
TERNA IT
Consolidated Edison Inc. US
Redeia Corporacion ES
AENA SME ES
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