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Indices

STOXX® Europe ESG Leaders Diversification Select 30 EUR

Summary

The STOXX Europe ESG Leaders Diversification Select 30 EUR Index captures the performance of stocks with low correlation, low volatility and high dividends from the STOXX Global ESG Leaders 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
SEESGDSR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298437135
Bloomberg
SEESGDSR INDEX
Last Value
380.14 +1.44 (+0.38%)
As of 05:50 pm CET
Week to Week Change
0.59%
52 Week Change
16.74%
Year to Date Change
11.48%
Daily Low
380.14
Daily High
380.14
52 Week Low
319.0223 Oct 2023
52 Week High
384.2127 Sep 2024

Top 10 Components

ZURICH INSURANCE GROUP CH
DANONE FR
NOVARTIS CH
TELEFONICA ES
SAMPO FI
TERNA IT
SWISS LIFE HLDG CH
ENI IT
TESCO GB
ORANGE FR
Zoom
  • 1D
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