Summary
The STOXX Global ESG Leaders Select 50 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Global ESG Leaders Index.
The component selection process first excludes all 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.
Details
Symbol
SGESGSEG
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0298407286
Bloomberg ID
BBG00B6QWPJ0
Last Value
358.51
-0.04 (-0.01%)
As of CET
Week to Week Change
-1.84%
52 Week Change
7.99%
Year to Date Change
2.34%
Daily Low
358.51
Daily High
358.51
52 Week Low
324.86 — 12 Oct 2022
52 Week High
377.4 — 20 Feb 2023
Top 10 Components
| DBS Group Holdings Ltd. | Banks | SG |
| Sun Life Financial Inc. | Insurance | CA |
| ZURICH INSURANCE GROUP | Insurance | CH |
| TRYG | Insurance | DK |
| ALLIANZ | Insurance | DE |
| SAMPO | Insurance | FI |
| GSK | Health Care | GB |
| ASSICURAZIONI GENERALI | Insurance | IT |
| Manulife Financial Corp. | Insurance | CA |
| Bank of Montreal | Banks | CA |
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Low
High
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