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Indices

STOXX® Global ESG Environmental Leaders Diversification Select 30 EUR

Summary

The STOXX Global ESG Environmental Leaders Diversification Select 30 EUR Index captures the performance of stocks with low correlation, low volatility and high dividends from the STOXX Global ESG Environmental 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
SGENVDSP
Calculation
Realtime
Dissemination Period
00:00-22:15 CET
ISIN
CH0321940642
Bloomberg ID
BBG00CRCTLD5
Last Value
202.88 -0.14 (-0.07%)
As of 07:32 pm CET
Week to Week Change
-1.06%
52 Week Change
-1.29%
Year to Date Change
-0.85%
Daily Low
202.7
Daily High
204.32
52 Week Low
189.1930 Oct 2023
52 Week High
211.169 May 2023

Top 10 Components

BRITVIC GB
United Overseas Bank Ltd. SG
RECKITT BENCKISER GRP GB
SWISSCOM CH
GSK GB
DEUTSCHE TELEKOM DE
Redeia Corporacion ES
NOVARTIS CH
TERNA IT
Coca-Cola Europacific Partners US
Zoom
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