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Indices

STOXX® Global ESG Governance Leaders Diversification Select 30 EUR

Summary

The STOXX Global ESG Governance Leaders Diversification Select 30 EUR Index captures the performance of 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
SGGOVDSG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0321940790
Last Value
593.02 +2.93 (+0.50%)
As of 10:30 pm CET
Week to Week Change
1.34%
52 Week Change
23.71%
Year to Date Change
15.84%
Daily Low
593.02
Daily High
593.02
52 Week Low
479.3822 Nov 2023
52 Week High
593.0221 Nov 2024

Top 10 Components

ZURICH INSURANCE GROUP CH
United Overseas Bank Ltd. SG
Williams Cos. US
Orix JREIT Inc. JP
SAMPO FI
TELEFONICA ES
TERNA IT
ENI IT
TESCO GB
Redeia Corporacion ES
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High