Summary
The STOXX Global Select 100 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Global 1800 Index.
The component selection process first excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 100 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
SXW1SEGR
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0298406957
Bloomberg ID
BBG00B6QWNV1
Last Value
433.79
-4.42 (-1.01%)
As of CET
Week to Week Change
-1.14%
52 Week Change
-0.17%
Year to Date Change
2.40%
Daily Low
433.79
Daily High
433.79
52 Week Low
400.25 — 24 Oct 2022
52 Week High
444.97 — 20 Feb 2023
Top 10 Components
| SOFTBANK | Telecommunications | JP |
| Oversea-Chinese Banking Corp. | Banks | SG |
| ELISA CORPORATION | Telecommunications | FI |
| KPN | Telecommunications | NL |
| ORANGE | Telecommunications | FR |
| Royal Bank of Canada | Banks | CA |
| Power Corp. of Canada | Insurance | CA |
| BCE Inc. | Telecommunications | CA |
| Sun Life Financial Inc. | Insurance | CA |
| DBS Group Holdings Ltd. | Banks | SG |
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Low
High
Featured indices
STOXX® International Equity Factor
€279.99
-0.63
1Y Return
12.22%
1Y Volatility
0.10%
STOXX® U.S. Equity Factor
€572.18
-0.42
1Y Return
6.29%
1Y Volatility
0.18%
STOXX® Global 1800 Ax Momentum
$273.85
-0.80
1Y Return
17.35%
1Y Volatility
0.15%
STOXX® Global 1800 ESG-X Ax Momentum
$271.21
-3.49
1Y Return
8.50%
1Y Volatility
0.16%
STOXX® Europe 600 Ax Size
€181.8
-2.88
1Y Return
9.30%
1Y Volatility
0.15%