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Indices

STOXX® Global ESG Social Leaders Diversification Select 30 EUR

Summary

The STOXX Global ESG Social Leaders Diversification Select 30 EUR Index captures the performance of 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
SGSOCDSG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0321940543
Last Value
398.29 +1.81 (+0.46%)
As of 10:15 pm CET
Week to Week Change
-0.12%
52 Week Change
0.60%
Year to Date Change
-0.87%
Daily Low
398.29
Daily High
398.29
52 Week Low
362.02994 Oct 2023
52 Week High
405.6915 Jan 2024

Top 10 Components

DANONE FR
Redeia Corporacion ES
SAMPO FI
NOVARTIS CH
RECKITT BENCKISER GRP GB
Coca-Cola Europacific Partners US
Sekisui House Ltd. JP
National Australia Bank Ltd. AU
NATIONAL GRID GB
Hong Kong & China Gas Co. Ltd. HK
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