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Indices

STOXX® Europe International Exposure Diversification Select 30 USD

Summary

Note: Dissemination of the index is suspended.

The STOXX Europe International Exposure Diversification Select 30 USD Index captures the performance of stocks with low correlation, low volatility and high dividends from the all constituents from the STOXX Europe 600 Index not in the STOXX True Exposure Europe 50% 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 30 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.

Symbol
SXXIXDSH
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298587897
Last Value
534.43 +4.33 (+0.82%)
As of 05:50 pm CET
Week to Week Change
1.05%
52 Week Change
8.98%
Year to Date Change
9.71%
Daily Low
534.43
Daily High
534.43
52 Week Low
475.8516 Apr 2024
52 Week High
565.0728 Aug 2024

Top 10 Components

KPN NL
DANONE FR
DEUTSCHE TELEKOM DE
IMPERIAL BRANDS GB
AHOLD DELHAIZE NL
UNILEVER PLC GB
BRITISH AMERICAN TOBACCO GB
LA FRANCAISE DES JEUX FR
ACS ES
HSBC GB
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