Summary
The STOXX Global ESG Leaders Select 50 EUR 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
SGESGSER
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0298407278
Last Value
363.12
-1.31 (-0.36%)
As of CET
Week to Week Change
-2.20%
52 Week Change
14.01%
Year to Date Change
12.87%
Daily Low
363.12
Daily High
363.12
52 Week Low
312.73 — 9 Feb 2024
52 Week High
376.99 — 5 Dec 2024
Top 10 Components
| ZURICH INSURANCE GROUP | CH |
| United Overseas Bank Ltd. | SG |
| Sun Life Financial Inc. | CA |
| Bank of Nova Scotia | CA |
| ALLIANZ | DE |
| ASSICURAZIONI GENERALI | IT |
| Orix JREIT Inc. | JP |
| SWISS LIFE HLDG | CH |
| TERNA | IT |
| ITALGAS | IT |
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Low
High
Featured indices
iSTOXX® L&G Global Multi-Factor ESG - USD (Net Return)
$707.58
+3.45
1Y Return
21.13%
1Y Volatility
0.10%
EURO STOXX® Total Market Large ESG-X - EUR (Price Return)
€188.1
-0.46
1Y Return
5.89%
1Y Volatility
0.13%
iSTOXX® L&G UK Multi-Factor ESG - GBP (Net Return)
€469.02
-4.56
1Y Return
15.70%
1Y Volatility
0.09%
DAX 50 ESG+ - EUR (Total Return)
€1653.25
-5.26
1Y Return
16.15%
1Y Volatility
0.12%
EURO STOXX 50® ESG Filtered - EUR (Price Return)
€147.4
+0.73
1Y Return
13.26%
1Y Volatility
0.13%