Summary
The STOXX Europe Sustainability Select 30 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Europe Sustainability Index.
The component selection process first excludes all 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.
Details
Symbol
SUTSEGR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298407377
Bloomberg
SUTSEGR INDEX
Last Value
401.48
-1.29 (-0.32%)
As of CET
Week to Week Change
1.84%
52 Week Change
18.40%
Year to Date Change
14.40%
Daily Low
401.48
Daily High
401.48
52 Week Low
338.52 — 21 Nov 2023
52 Week High
415.65 — 18 Oct 2024
Top 10 Components
| ZURICH INSURANCE GROUP | CH |
| ALLIANZ | DE |
| CEMBRA MONEY BANK | CH |
| TELEFONICA | ES |
| ITALGAS | IT |
| TRYG | DK |
| FREENET | DE |
| ASSICURAZIONI GENERALI | IT |
| ENEL | IT |
| Redeia Corporacion | ES |
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