Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

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
SEGOVDSP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0321940808
Bloomberg
SEGOVDSP INDEX
Last Value
165.57 -0.15 (-0.09%)
As of 05:50 pm CET
Week to Week Change
-1.67%
52 Week Change
9.18%
Year to Date Change
5.01%
Daily Low
164.96
Daily High
166.43
52 Week Low
151.6513 Nov 2023
52 Week High
174.3324 Sep 2024

Top 10 Components

ZURICH INSURANCE GROUP CH
DANONE FR
SWISS LIFE HLDG CH
SAMPO FI
TELEFONICA ES
TERNA IT
ENI IT
TESCO GB
Redeia Corporacion ES
AENA SME ES
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High