Summary
The STOXX Global Select 100 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Global 1800 Index.
The component selection process first excludes all 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
SXW1SEGR
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0298406957
Bloomberg
SXW1SEGR INDEX
Last Value
496.49
+0.27 (+0.05%)
As of CET
Week to Week Change
-1.65%
52 Week Change
11.88%
Year to Date Change
9.78%
Daily Low
496.49
Daily High
496.49
52 Week Low
442.15 — 9 Feb 2024
52 Week High
515.57 — 5 Dec 2024
Top 10 Components
| ZURICH INSURANCE GROUP | CH |
| NETLINK | SG |
| PEMBINA PIPELINE CORP | CA |
| United Overseas Bank Ltd. | SG |
| KINDER MORGAN | US |
| Enbridge Inc. | CA |
| Oversea-Chinese Banking Corp. | SG |
| Bank of Nova Scotia | CA |
| ALLIANZ | DE |
| IMPERIAL BRANDS | GB |
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Low
High
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STOXX® Europe 600 Ax Size - EUR (Price Return)
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1Y Volatility
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