Summary
Traditional equity indices bundle companies based on their country of domicile and primary listing, regardless of where the selected companies generate their revenues. In the absence of such consideration, the outcome is overlaps in regional revenue exposure among indices. Viewed in a portfolio context, revenue overlaps among portfolio constituents increase correlations between indices. STOXX TRU Indices take into account each company's revenue exposure to single countries in the selection process and focus on companies that generate all or a significant portion of their revenues in targeted countries or regions.
This enables STOXX TRU Indices to offer similar levels of volatility but significantly lower correlations. Viewed in a portfolio context, a combination of STOXX TRU indices is therefore found to increase portfolio efficiency, i.e. to offer more return per unit of risk taken compared to the use of traditional equity indices.
This enables STOXX TRU Indices to offer similar levels of volatility but significantly lower correlations. Viewed in a portfolio context, a combination of STOXX TRU indices is therefore found to increase portfolio efficiency, i.e. to offer more return per unit of risk taken compared to the use of traditional equity indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SXTRUCMP
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0283323589
Last Value
187.11
+1.15 (+0.62%)
As of CET
Week to Week Change
1.81%
52 Week Change
18.01%
Year to Date Change
11.28%
Daily Low
187.11
Daily High
187.11
52 Week Low
154.04 — 27 Oct 2023
52 Week High
187.11 — 4 Oct 2024
Top 10 Components
| Royal Bank of Canada | CA |
| Canadian Natural Resources Ltd | CA |
| Enbridge Inc. | CA |
| Toronto-Dominion Bank | CA |
| Canadian Pacific Kansas City | CA |
| Suncor Energy Inc. | CA |
| Canadian Imperial Bank of Comm | CA |
| Canadian National Railway Co. | CA |
| Bank of Nova Scotia | CA |
| Bank of Montreal | CA |
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