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Indices

STOXX® Europe Sustainability Diversification Select 30 EUR

Summary

The STOXX Europe Sustainability Diversification Select 30 EUR Index captures the performance of stocks with low correlation, low volatility and high dividends from the STOXX Europe Sustainability Index.

The component selection process first excludes all stocks with the highest 12-months average correlation with all other stocks of 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
SUTDSR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298586261
Bloomberg
SUTDSR INDEX
Last Value
398.54 +0.24 (+0.06%)
As of 05:50 pm CET
Week to Week Change
1.41%
52 Week Change
16.39%
Year to Date Change
12.10%
Daily Low
398.54
Daily High
398.54
52 Week Low
342.4120 Nov 2023
52 Week High
409.279917 Oct 2024

Top 10 Components

ZURICH INSURANCE GROUP CH
KPN NL
ALLREAL HLDG CH
SWISSCOM CH
HELVETIA HLDG CH
BALOISE CH
BANQUE CANTONALE VAUDOISE CH
CEMBRA MONEY BANK CH
AHOLD DELHAIZE NL
SAMPO FI
Zoom
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