Summary
The STOXX Risk Control indices aim to create a portfolio, consisting in a mix of the underlying index and a cash component, whose risk fluctuates around a predefined level. The allocation between the two components is determined by the volatility of the underlying index, as compared to the risk level targeted by the Risk Control index: the more the underlying index’ volatility exceeds the threshold, the higher the allocation to the cash component. All STOXX Risk Control indices utilize a measure of volatility in realized terms; the Risk Control indices on EURO STOXX® 50 are additionally available in an implied volatility version, where the measure of volatility is based on the VSTOXX® index. The allocation to the underlying index, which may be adjusted on a daily basis, is capped to 150%, with the exception of the STOXX Europe Large 200 Risk Control indices, for which the cap is set to 100%.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SX5R20UN
Calculation
Realtime
Dissemination Period
09:00-19:15 CET
ISIN
CH0147236647
Bloomberg
SX5R20UN INDEX
Last Value
321.03
-3.51 (-1.08%)
As of CET
Week to Week Change
-1.90%
52 Week Change
4.56%
Year to Date Change
-6.84%
Daily Low
320.66
Daily High
328.74
52 Week Low
265.3561 — 7 Apr 2025
52 Week High
375.35 — 25 Feb 2026
Zoom
Low
High
Featured indices
EURO STOXX 50® - EUR (Price Return)
€5619.7
-113.01
1Y Return
15.20%
1Y Volatility
0.17%
DAX - EUR (Gross Return)
€22831.74
-467.15
1Y Return
10.61%
1Y Volatility
0.17%
MDAX - EUR (Gross Return)
€28494.11
-711.73
1Y Return
12.14%
1Y Volatility
0.19%
SDAX - EUR (Gross Return)
€16510.91
-291.80
1Y Return
16.23%
1Y Volatility
0.19%
TecDAX - EUR (Price Return)
€2431.7
-72.01
1Y Return
0.40%
1Y Volatility
0.18%