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Indices

STOXX® Europe Sustainability Diversification Select 30 EUR

Summary

The STOXX Europe Sustainability Diversification Select 30 EUR Index captures the performance of stocks with low correlation, low volatility and high dividends from the STOXX Europe Sustainability Index.

The component selection process first excludes all stocks with the highest 12-months average correlation with all other stocks of 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
SUTDSGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298586279
Last Value
472.71 -4.02 (-0.84%)
As of 05:50 pm CET
Week to Week Change
-0.05%
52 Week Change
23.25%
Year to Date Change
15.06%
Daily Low
472.71
Daily High
472.71
52 Week Low
378.613 Oct 2023
52 Week High
476.7327 Sep 2024

Top 10 Components

ZURICH INSURANCE GROUP CH
KPN NL
SWISSCOM CH
ALLREAL HLDG CH
BALOISE CH
SAMPO FI
BANQUE CANTONALE VAUDOISE CH
TERNA IT
TELEFONICA ES
HELVETIA HLDG CH
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