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Indices

STOXX® Europe ESG Governance Leaders Diversification Select 30 EUR

Summary

The STOXX Europe ESG Governance Leaders Diversification Select 30 EUR Index captures the performance of European stocks with low correlation, low volatility and high dividends from the STOXX Global ESG Governance 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
SEGOVDSG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0321940824
Last Value
423.18 +4.33 (+1.03%)
As of 05:50 pm CET
Week to Week Change
0.06%
52 Week Change
9.75%
Year to Date Change
6.71%
Daily Low
423.18
Daily High
423.18
52 Week Low
365.1721 Aug 2023
52 Week High
428.8117 May 2024

Top 10 Components

SWISSCOM CH
Redeia Corporacion ES
IBERDROLA ES
ZURICH INSURANCE GROUP CH
TERNA IT
SAMPO FI
ORKLA NO
SCOTTISH & SOUTHERN ENERGY GB
VISCOFAN ES
GSK GB
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