Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

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
SGENVDSR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0321940667
Last Value
468.52 +2.04 (+0.44%)
As of 10:30 pm CET
Week to Week Change
0.57%
52 Week Change
20.00%
Year to Date Change
12.41%
Daily Low
468.52
Daily High
468.52
52 Week Low
388.1210 Nov 2023
52 Week High
477.4817 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
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High