Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

Indices

STOXX® Global Low Carbon Diversification Select 100

Summary

The STOXX Global Low Carbon Diversification Select 100 EUR Index captures the performance of low carbon emissions stocks with low correlation, low volatility and high dividends from the STOXX Global 1800 Index.

The component selection process first excludes all stocks that belong to the ICB Subsector 1771 (Coal), then selects in each ICB industry all stocks whose Carbon Intensity is the lowest. Next, it excludes all stocks with the highest 12-month average correlation with all other stocks in the benchmark, then excludes stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 100 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.  The index also exlcudes companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

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
SXW1CDSE
Calculation
Realtime
Dissemination Period
00:00-22:30 CET
ISIN
CH0321940436
Bloomberg
SXW1CDSE INDEX
Last Value
280.84 +0.14 (+0.05%)
As of 10:53 am CET
Week to Week Change
0.31%
52 Week Change
10.54%
Year to Date Change
6.33%
Daily Low
280.28
Daily High
280.95
52 Week Low
249.1123 Oct 2023
52 Week High
282.4327 Sep 2024

Top 10 Components

NETLINK SG
DEUTSCHE TELEKOM DE
KPN NL
SWISS PRIME SITE CH
PSP SWISS PROPERTY CH
Coca-Cola Co. US
SWISSCOM CH
DANONE FR
GALENICA SANTE AG CH
IBERDROLA ES
Zoom
  • 1D
  • 5D
  • 1W
  • 2W
  • 1M
  • 3M
  • 6M
  • YTD
  • 1Y
  • All
Low
High