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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
SUTDSR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298586261
Bloomberg ID
BBG00K7RVST1
Last Value
356.25 -0.72 (-0.20%)
As of 05:50 pm CET
Week to Week Change
-0.74%
52 Week Change
9.72%
Year to Date Change
0.21%
Daily Low
356.25
Daily High
356.25
52 Week Low
324.76 Feb 2023
52 Week High
359.854 Jan 2024

Top 10 Components

KPN NL
SWISSCOM CH
ORANGE FR
IBERDROLA ES
Redeia Corporacion ES
FREENET DE
SAMPO FI
TERNA IT
E.ON DE
ZURICH INSURANCE GROUP CH
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