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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 ID
BBG00B6QWQG1
Last Value
328.89 -1.86 (-0.56%)
As of 05:50 pm CET
Week to Week Change
-2.07%
52 Week Change
3.66%
Year to Date Change
-3.55%
Daily Low
328.89
Daily High
328.89
52 Week Low
312.373 Oct 2023
52 Week High
345.764 Jan 2024

Top 10 Components

DANONE FR
SWISSCOM CH
Naturgy Energy Group ES
IBERDROLA ES
Redeia Corporacion ES
SAMPO FI
TERNA IT
ZURICH INSURANCE GROUP CH
NATIONAL GRID GB
TRYG DK
Zoom
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