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Indices

STOXX® Global ESG Environmental Leaders Diversification Select 30 EUR

Summary

The STOXX Global ESG Environmental Leaders Diversification Select 30 EUR Index captures the performance of stocks with low correlation, low volatility and high dividends from the STOXX Global ESG Environmental 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
SGENVDSG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0321940675
Last Value
554.09 +5.06 (+0.92%)
As of 10:30 pm CET
Week to Week Change
1.50%
52 Week Change
22.90%
Year to Date Change
14.38%
Daily Low
554.09
Daily High
554.09
52 Week Low
450.8613 Nov 2023
52 Week High
559.4617 Oct 2024

Top 10 Components

ZURICH INSURANCE GROUP CH
United Overseas Bank Ltd. SG
TERNA IT
TELEFONICA ES
Orix JREIT Inc. JP
ENI IT
Avalonbay Communities Inc. US
ORANGE FR
AENA SME ES
Redeia Corporacion ES
Zoom
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