Summary
The STOXX Risk Control indices aim to create a portfolio, consisting in a mix of the underlying index and a cash component, whose risk fluctuates around a predefined level. The allocation between the two components is determined by the volatility of the underlying index, as compared to the risk level targeted by the Risk Control index: the more the underlying index’ volatility exceeds the threshold, the higher the allocation to the cash component. All STOXX Risk Control indices utilize a measure of volatility in realized terms; the Risk Control indices on EURO STOXX® 50 are additionally available in an implied volatility version, where the measure of volatility is based on the VSTOXX® index. The allocation to the underlying index, which may be adjusted on a daily basis, is capped to 150%, with the exception of the STOXX Europe Large 200 Risk Control indices, for which the cap is set to 100%.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SESR20DG
Calculation
End-of-day
Dissemination Period
19:15-19:15 CET
ISIN
CH0147254004
Bloomberg
SESR20DG INDEX
Last Value
2,213.71
-17.00 (-0.76%)
As of CET
Week to Week Change
-1.84%
52 Week Change
43.61%
Year to Date Change
4.53%
Daily Low
2215.16
Daily High
2215.16
52 Week Low
1529.914 — 12 May 2025
52 Week High
2291.244 — 26 Feb 2026
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€210.27
+1.56
1Y Return
11.71%
1Y Volatility
0.06%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€290.91
-0.61
1Y Return
11.86%
1Y Volatility
0.06%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€181.37
-1.14
1Y Return
16.56%
1Y Volatility
0.09%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€219.09
-2.08
1Y Return
13.79%
1Y Volatility
0.09%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€22.6189
-0.74
1Y Return
10.14%
1Y Volatility
1.13%