Summary
The STOXX Global ESG Social Leaders Select 30 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Global ESG Social 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 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
SGSOCSEG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0321940485
Last Value
382.88
+2.76 (+0.73%)
As of CET
Week to Week Change
0.86%
52 Week Change
22.54%
Year to Date Change
17.07%
Daily Low
382.88
Daily High
382.88
52 Week Low
311.71 — 28 Nov 2023
52 Week High
385.52 — 18 Oct 2024
Top 10 Components
| ZURICH INSURANCE GROUP | CH |
| Bank of Nova Scotia | CA |
| SWISS LIFE HLDG | CH |
| Orix JREIT Inc. | JP |
| ITALGAS | IT |
| TELEFONICA | ES |
| ASSICURAZIONI GENERALI | IT |
| ENI | IT |
| Redeia Corporacion | ES |
| SWISS REINSURANCE COMPANY | CH |
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