Summary
The STOXX Minimum Variance indices are designed to minimize risk by reducing the volatility of the underlying index. STOXX offers two versions of STOXX Minimum Variance indices: constrained and unconstrained.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SGXYMVG
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0224474210
Last Value
701.2
+1.16 (+0.17%)
As of CET
Week to Week Change
-0.19%
52 Week Change
7.18%
Year to Date Change
2.12%
Daily Low
701.2
Daily High
701.2
52 Week Low
594.23 — 5 Aug 2024
52 Week High
722.51 — 13 Feb 2025
Top 10 Components
| Costco Wholesale Corp. | US |
| SS&C TECHNOLOGIES HOLDING | US |
| SWISSCOM | CH |
| Cardinal Health Inc. | US |
| Oversea-Chinese Banking Corp. | SG |
| JABIL INC | US |
| VICI PPTYS | US |
| GARTNER 'A' | US |
| LABCORP HOLDINGS | US |
| Amgen Inc. | US |
Zoom
Low
High
Featured indices
STOXX® Global Select 100 EUR - EUR (Price Return)
€189.2
-0.38
1Y Return
13.14%
1Y Volatility
0.10%
STOXX® Global Diversification Select 100 EUR - EUR (Price Return)
€262.56
-0.52
1Y Return
9.56%
1Y Volatility
0.09%
EURO STOXX® Select 50 EUR - EUR (Price Return)
€159.11
+1.41
1Y Return
20.58%
1Y Volatility
0.13%
EURO STOXX® Diversification Select 50 EUR - EUR (Price Return)
€195.49
+0.69
1Y Return
15.87%
1Y Volatility
0.12%
EURO STOXX 50® Volatility (VSTOXX®) - EUR (Price Return)
€22.4761
-2.47
1Y Return
26.59%
1Y Volatility
1.32%