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
22:00-22:00 CET
ISIN
CH0298407286
Bloomberg ID
BBG00B6QWPJ0
Last Value
410.72
-0.47 (-0.11%)
As of CET
Week to Week Change
-1.48%
52 Week Change
11.99%
Year to Date Change
6.42%
Daily Low
410.72
Daily High
410.72
52 Week Low
348.58 — 27 Oct 2023
52 Week High
421.11 — 20 May 2024
Top 10 Components
| United Overseas Bank Ltd. | SG |
| ASSICURAZIONI GENERALI | IT |
| ZURICH INSURANCE GROUP | CH |
| ALLIANZ | DE |
| Redeia Corporacion | ES |
| IBERDROLA | ES |
| ENGIE | FR |
| Sun Life Financial Inc. | CA |
| ENI | IT |
| Williams Cos. | US |
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