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Indices

STOXX® Global ESG Leaders Diversification Select 50 EUR

Summary

The STOXX Global ESG Leaders Diversification Select 50 EUR Index captures the performance of stocks with low correlation, low volatility and high dividends from the STOXX Global ESG Leaders 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 50 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
SGESGDSG
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0298437085
Bloomberg ID
BBG00B6QWQD4
Last Value
474.95 +0.70 (+0.15%)
As of 10:15 pm CET
Week to Week Change
-0.76%
52 Week Change
2.36%
Year to Date Change
4.30%
52 Week Low
420.3813 Oct 2022
52 Week High
492.8414 Apr 2022

Top 10 Components

ORANGE Telecommunications FR
Mizuho Financial Group Inc. Banks JP
DBS Group Holdings Ltd. Banks SG
SWISSCOM Telecommunications CH
Mitsubishi UFJ Financial Group Banks JP
SWIRE PROPERTIES Real Estate HK
National Australia Bank Ltd. Banks AU
ORKLA Food, Beverage and Tobacco NO
Daiwa Securities Group Inc. Financial Services JP
Daiwa House Industry Co. Ltd. Consumer Products and Services JP
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