Summary
The STOXX Minimum Variance indices are designed to minimize risk by reducing the volatility of the underlying index. STOXX offers two versions of STOXX Minimum Variance indices: constrained and unconstrained.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA2CMVCA
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0180138924
Bloomberg
SA2CMVCA INDEX
Last Value
217.09
-0.95 (-0.44%)
As of CET
Week to Week Change
-0.60%
52 Week Change
8.26%
Year to Date Change
9.68%
Daily Low
216.64
Daily High
217.43
52 Week Low
190.5 — 8 Apr 2025
52 Week High
219.63 — 3 Oct 2025
Top 10 Components
| Sun Life Financial Inc. | CA |
| Royal Bank of Canada | CA |
| INTACT FINANCIAL | CA |
| Bank of Nova Scotia | CA |
| Canadian Tire Corp. Ltd. Cl A | CA |
| Power Corp. of Canada | CA |
| Great-West Lifeco Inc. | CA |
| Metro Inc. Cl A | CA |
| PEMBINA PIPELINE CORP | CA |
| CCL INDS.'B' | CA |
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Low
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