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Indices

STOXX® Europe ESG Social Leaders Diversification Select 30 EUR

Summary

The STOXX Europe ESG Social 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 Social 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
SESOCDSG
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0321940576
Last Value
376.42 -0.18 (-0.05%)
As of 05:50 pm CET
Week to Week Change
-1.69%
52 Week Change
10.40%
Year to Date Change
10.23%
Daily Low
376.42
Daily High
376.42
52 Week Low
331.659 Feb 2024
52 Week High
396.7418 Oct 2024

Top 10 Components

ZURICH INSURANCE GROUP CH
SAMPO FI
SWISS LIFE HLDG CH
TERNA IT
NOVARTIS CH
TELEFONICA ES
Redeia Corporacion ES
SWISS REINSURANCE COMPANY CH
AENA SME ES
ENI IT
Zoom
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  • 1M
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  • 6M
  • YTD
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