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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
SEGOVDSR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0321940816
Last Value
382.49 +0.06 (+0.02%)
As of 05:50 pm CET
Week to Week Change
0.99%
52 Week Change
18.15%
Year to Date Change
14.06%
Daily Low
382.49
Daily High
382.49
52 Week Low
314.7527 Oct 2023
52 Week High
383.839924 Sep 2024

Top 10 Components

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