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Indices

STOXX® Canada Diversification Select 30 CAD

Summary

The STOXX Canada Diversification Select 30 CAD Index captures the performance of liquid stocks with low correlation, low volatility and high dividends from the STOXX Canada Total Market 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
TCCADSDA
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0298437036
Last Value
524.36 +3.40 (+0.65%)
As of 10:15 pm CET
Week to Week Change
2.29%
52 Week Change
13.86%
Year to Date Change
12.20%
Daily Low
524.36
Daily High
524.36
52 Week Low
420.4727 Oct 2023
52 Week High
531.5726 Aug 2024

Top 10 Components

Enbridge Inc. CA
KEYERA CORP CA
Great-West Lifeco Inc. CA
QUEBECOR 'B' CA
BCE Inc. CA
TOPAZ ENERGY CA
National Bank of Canada CA
SECURE ENERGY SERVICES CA
MULLEN GROUP CA
SAVARIA CA
Zoom
  • 1D
  • 5D
  • 1W
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  • 1M
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  • 6M
  • YTD
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High