Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

ISTOXX INDICES

iSTOXX Global Diversity Impact Select 30

Index Description

The iSTOXX® Diversity Impact Select 30 indices focus on a pool of leading companies in terms of workforce diversity and discrimination policies, and select 30 stocks with low volatility, high dividend yield and high liquidity from among these.

Key facts

  • Selection from market-representative and liquid Benchmarks
  • Low volatility anomaly: stocks with low volatility perform better than others
  • High dividend screening to generate Returns
  • Balanced approach between the volatility and dividend screenings
  • Attractive theme (diversity in the workplace)

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Global Diversity Impact Select 30 N/A 1.0 0.0 0.0 0.0 0.0 4.1 2.8 145.5
STOXX Global 1800 69,740.4 64,129.5 35.6 11.1 3,163.8 1.0 4.9 0.0 2.5

Supersector weighting (top 10)

Country weighting

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
iSTOXX Global Diversity Impact Select 30 -1.7 15.7 24.8 20.7 7.7 N/A N/A 25.1 6.5 1.5
STOXX Global 1800 0.7 18.8 30.5 29.0 83.0 N/A N/A 30.9 8.9 13.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global Diversity Impact Select 30 N/A N/A 8.6 9.9 15.6 N/A N/A 2.4 0.5 0.0
STOXX Global 1800 N/A N/A 11.0 14.1 17.4 N/A N/A 2.3 0.5 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX Global Diversity Impact Select 30 0.5 0.4 0.4 0.5 0.7 8.1 11.4 11.1 12.6 13.0
Index to benchmark Beta Annualized information ratio
iSTOXX Global Diversity Impact Select 30 0.4 0.3 0.3 0.3 0.6 -3.4 -0.4 -0.5 -0.3 -0.9

1For information on data calculation, please refer to STOXX calculation reference guide

2Based on EURIBOR1M

(EUR, Gross Return), all data as of October 31, 2024

ISTOXX INDICES

iSTOXX Global Diversity Impact Select 30

Fundamentals

Index Price/earnings incl. negative Price/earnings excl. negative Price/book Dividend yield (%)3 Price/sales Price/cash flow
Trailing Projected Trailing Projected Trailing Trailing Trailing
iSTOXX Global Diversity Impact Select 30 10.1 8.7 8.9 8.9 0.9 8.8 0.5 11.1
STOXX Global 1800 23.5 20.8 21.8 21.8 3.5 2.5 2.3 23.3

Performance and annual returns

Methodology

The index universes for the Global and Europe versions are the STOXX® Global 1800 Index and the STOXX® Europe 600 Index, respectively. Only companies with a 3-month average daily traded value (ADTV) of more than 5 million EUR are considered. The component selection process first excludes half the stocks from the universe that have the lowest Diversity Impact score (defined as the average of S.1.2 Discrimination Policy Raw Score and S.1.3 Diversity Programmes Raw Score Social indicators from Sustainalytics), and as the second step, selects the companies with the lowest previous 3- and 12-month historical volatilities from the remaining ones (300 for Global, 100 for Europe). Finally, among the remaining stocks, the top 30 with the highest 12-month historical dividend yields are selected to be included in the index. These constituents are weighted according to the inverse of their volatility with a cap at 10% per component. The indices are reviewed quarterly.
The detailed methodology including the calculation formula can be found in our rulebooks: www.stoxx.com/rulebooks

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0363650174 SXGDISP SXGDISP INDEX .SXGDISP
Gross Return EUR CH0386715749 SXGDISGR .SXGDISGR
Net Return EUR CH0386715806 SXGDISR .SXGDISR
Net Return USD CH0386715756 SXGDISV .SXGDISV
Gross Return USD CH0386715731 SXGDISGV .SXGDISGV
Price USD CH0386715814 SXGDISL SXGDISL INDEX .SXGDISL

Quick Facts

Weighting Inverse Volatility
Cap Factor Maximum 10%
No. of components 30
Review frequency Quarterly
Calculation/distribution dayend
Calculation hours 18:00:00 18:00:00
Base value/base date 100 as of Sep. 21, 2009
History Available since Sep. 21, 2009
Inception date Nov. 01, 2017
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
Enbridge Inc. Energy Canada 4.087%
ITALGAS Utilities Italy 3.901%
TELEFONICA Telecommunications Spain 3.898%
Bank of Nova Scotia Banks Canada 3.850%
BCE Inc. Telecommunications Canada 3.756%
ENI Energy Italy 3.748%
IMPERIAL BRANDS Food, Beverage and Tobacco UK 3.721%
ORANGE Telecommunications France 3.622%
Altria Group Inc. Food, Beverage and Tobacco USA 3.561%
ENGIE Utilities France 3.522%

3Net dividend yield is calculated as net return index return minus price index return

4Based on the composition as of October 31, 2024

ISTOXX INDICES

iSTOXX Global Diversity Impact Select 30