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
SGESGSEV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0298407302
Last Value
317.19
-0.89 (-0.28%)
As of CET
Week to Week Change
-3.27%
52 Week Change
8.52%
Year to Date Change
7.70%
Daily Low
317.19
Daily High
317.19
52 Week Low
281.8399 — 13 Feb 2024
52 Week High
344.75 — 27 Sep 2024
Top 10 Components
| ZURICH INSURANCE GROUP | CH |
| United Overseas Bank Ltd. | SG |
| Sun Life Financial Inc. | CA |
| Bank of Nova Scotia | CA |
| Orix JREIT Inc. | JP |
| ALLIANZ | DE |
| ASSICURAZIONI GENERALI | IT |
| SWISS LIFE HLDG | CH |
| SWISS REINSURANCE COMPANY | CH |
| Hongkong Land Holdings Ltd. | SG |
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Low
High
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