Solutions

Minimum Variance Indices

Portfolios with the lowest possible level of risk within a universe of securities

Based on Modern Portfolio Theory, the STOXX Minimum Variance indices aim to limit volatility using a consistently applied and rules-based methodology. The index suite, which uses our factor-model approach two versions of every benchmark — constrained and unconstrained.

Key indices

All Minimum Variance Indices

STOXX Europe 600 Minimum Variance Loading…

STOXX USA 900 Minimum Variance Loading…

STOXX Global 1800 Minimum Variance Loading…

Updated upon page load and reflects the latest available data with a 15 minute delay.

Key benefits

Efficient frontier

Use less of your portfolio’s risk budget to gain access to higher long-term returns on a constant-risk basis

Solid approach

Benefit from a unique factor-model approach to minimum variance, which leads to a more robust style, avoids spurious correlations and that can be utilized across the entire universe

Risk forecast

Employ a superior fundamental risk model to accurately forecast and minimize risk

Flexible dual offering

Choose from a constrained minimum-variance index, which has similar exposure to its market-capitalization-weighted benchmark but with lower risk, or from unconstrained versions that have more freedom to fulfil their minimum-variance mandate

Tradable and trackable

Create more efficient portfolios that consider factors, liquidity, turnover and transaction costs thanks to a best-of-breed optimization algorithm