Summary
The STOXX Europe Sustainability Select 30 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Europe Sustainability Index.
The component selection process first excludes all 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.
Details
Symbol
SUTSER
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298407369
Bloomberg ID
BBG00K7RVSR3
Last Value
276.17
+3.39 (+1.24%)
As of CET
Week to Week Change
2.23%
52 Week Change
-7.85%
Year to Date Change
4.71%
Daily Low
286.5
Daily High
286.5
52 Week Low
235.79 — 12 Oct 2022
52 Week High
312.05 — 14 Apr 2022
Top 10 Components
| ZURICH INSURANCE GROUP | Insurance | CH |
| ORANGE | Telecommunications | FR |
| ALLREAL HLDG | Real Estate | CH |
| BALOISE | Insurance | CH |
| HELVETIA HLDG | Insurance | CH |
| BOUYGUES | Construction and Materials | FR |
| SNAM RETE GAS | Energy | IT |
| ENAGAS | Energy | ES |
| RED ELECTRICA CORPORATION | Utilities | ES |
| NATIONAL GRID | Utilities | GB |
Zoom
Low
High
Featured indices
STOXX® International Equity Factor
€268.14
-1.40
1Y Return
-6.94%
1Y Volatility
0.12%
STOXX® U.S. Equity Factor
€521.28
+8.21
1Y Return
-10.12%
1Y Volatility
0.23%
STOXX® Global 1800 Ax Momentum
$252.94
+1.15
1Y Return
-16.08%
1Y Volatility
0.22%
STOXX® Global 1800 ESG-X Ax Momentum
$259.52
+1.13
1Y Return
-16.88%
1Y Volatility
0.23%
STOXX® Europe 600 Ax Size
€176.28
-3.03
1Y Return
-12.94%
1Y Volatility
0.20%