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Indices

STOXX® Global Diversification Select 100 USD

Summary

The STOXX Global Diversification Select 100 USD Index captures the performance of stocks with low correlation, low volatility and high dividends from the STOXX Global 1800 Index.

The component selection process first excludes all stocks with the highest 12-months average correlation with all other stocks of 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.

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
SXW1DSV
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0298407609
Last Value
403.48 -2.02 (-0.50%)
As of 10:30 pm CET
Week to Week Change
-1.48%
52 Week Change
12.67%
Year to Date Change
5.09%
Daily Low
403.48
Daily High
403.48
52 Week Low
352.23 — 23 Oct 2023
52 Week High
414.91 — 27 Sep 2024
Data

Top 10 Components

KPN NL
SWISSCOM CH
Singapore Exchange Ltd. SG
NOVARTIS CH
Duke Energy Corp. US
PepsiCo Inc. US
ComfortDelGro Corp. Ltd. SG
BANQUE CANTONALE VAUDOISE CH
Philip Morris International In US
Consolidated Edison Inc. US
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