Summary
The STOXX Global ESG Leaders Select 50 USD Index captures the performance of stocks with low volatility and high dividends from the STOXX Global ESG Leaders Index.
The component selection process first excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 50 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.
Details
Symbol
SGESGSEL
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0298407294
Last Value
143.16
-0.05 (-0.03%)
As of CET
Week to Week Change
-1.71%
52 Week Change
15.68%
Year to Date Change
5.59%
Daily Low
142.94
Daily High
143.32
52 Week Low
123.76 — 13 Nov 2023
52 Week High
153.03 — 27 Sep 2024
Top 10 Components
| ZURICH INSURANCE GROUP | CH |
| United Overseas Bank Ltd. | SG |
| Sun Life Financial Inc. | CA |
| SWISS LIFE HLDG | CH |
| Bank of Nova Scotia | CA |
| Orix JREIT Inc. | JP |
| ALLIANZ | DE |
| ENI | IT |
| Hongkong Land Holdings Ltd. | SG |
| TELEFONICA | ES |
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Low
High
Featured indices
EURO STOXX® ESG Leaders 50 - EUR (Gross Return)
€340.78
+4.13
1Y Return
24.89%
1Y Volatility
0.11%
EURO STOXX® ESG-X Select Dividend 30 - EUR (Price Return)
€105.93
-0.08
1Y Return
8.15%
1Y Volatility
0.12%
EURO STOXX® Small ESG-X - EUR (Price Return)
€179.94
-4.32
1Y Return
2.96%
1Y Volatility
0.14%
iSTOXX® L&G Developed Europe ex UK Momentum - EUR (Net Return)
€440.06
-4.10
1Y Return
21.10%
1Y Volatility
0.11%
STOXX® North America Industry Neutral ESG - USD (Gross Return)
$472.59
+1.46
1Y Return
38.50%
1Y Volatility
0.12%