Summary
The STOXX Europe ESG Social Leaders Select 30 EUR Index captures the performance of European 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
SESOCSEG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0321940519
Last Value
412.44
-1.32 (-0.32%)
As of CET
Week to Week Change
0.15%
52 Week Change
28.88%
Year to Date Change
12.38%
Daily Low
412.44
Daily High
412.44
52 Week Low
320.0299 — 11 Mar 2024
52 Week High
413.76 — 7 Mar 2025
Top 10 Components
| ALLIANZ | DE |
| ZURICH INSURANCE GROUP | CH |
| SWISS LIFE HLDG | CH |
| ENGIE | FR |
| POSTE ITALIANE | IT |
| BCA GENERALI | IT |
| AXA | FR |
| ASSICURAZIONI GENERALI | IT |
| CREDIT AGRICOLE | FR |
| ITALGAS | IT |
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Featured indices
STOXX® Global ESG Social Leaders Diversification Select 30 EUR - EUR (Gross Return)
€481.82
+1.95
1Y Return
19.19%
1Y Volatility
0.09%
ISS STOXX® Europe 600 ESG Climbers - EUR (Gross Return)
€1620.23
-26.64
1Y Return
11.37%
1Y Volatility
0.14%
iSTOXX® Eurozone Family Owned ESG Company - EUR (Price Return)
€119.26
-1.76
1Y Return
3.18%
1Y Volatility
0.14%
iSTOXX® L&G Developed Asia Pacific ex Japan Momentum - USD (Net Return)
$1175.85
-21.08
1Y Return
16.87%
1Y Volatility
0.14%
STOXX® Europe Sustainability Diversification Select 30 EUR - EUR (Gross Return)
€501.47
+5.68
1Y Return
20.46%
1Y Volatility
0.09%