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Indices

STOXX® Europe ESG Governance Leaders Diversification Select 30 EUR

Summary

The STOXX Europe ESG Governance Leaders Diversification Select 30 EUR Index captures the performance of European 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
SEGOVDSG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0321940824
Last Value
444.26 +2.89 (+0.65%)
As of 05:50 pm CET
Week to Week Change
-0.24%
52 Week Change
17.32%
Year to Date Change
12.02%
Daily Low
444.26
Daily High
444.26
52 Week Low
378.6813 Nov 2023
52 Week High
458.5627 Sep 2024

Top 10 Components

ZURICH INSURANCE GROUP CH
DANONE FR
SWISS LIFE HLDG CH
SAMPO FI
TERNA IT
TELEFONICA ES
ENI IT
TESCO GB
ORANGE FR
AENA SME ES
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
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  • 6M
  • YTD
  • 1Y
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