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Indices

STOXX® Europe ESG Social Leaders Diversification Select 30 EUR

Summary

The STOXX Europe ESG Social Leaders Diversification Select 30 EUR Index captures the performance of European stocks with low correlation, low volatility and high dividends from the STOXX Global ESG Social Leaders Index.

The component selection process first excludes all stocks with the highest 12-month average correlation with all other stocks in 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
SESOCDSP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0321940550
Bloomberg ID
BBG00CRCTKS1
Last Value
139.77 +1.64 (+1.19%)
As of 12:38 pm CET
Week to Week Change
1.93%
52 Week Change
1.81%
Year to Date Change
0.27%
Daily Low
138.63
Daily High
139.85
52 Week Low
128.224 Oct 2023
52 Week High
144.41998 May 2023

Top 10 Components

SGS CH
ZURICH INSURANCE GROUP CH
Redeia Corporacion ES
TERNA IT
SAMPO FI
NATIONAL GRID GB
ENAGAS ES
KONE B FI
SWISS REINSURANCE COMPANY CH
IBERDROLA ES
Zoom
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