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Indices

STOXX® Europe Low Carbon Diversification Select 50

Summary

The STOXX Europe Low Carbon Diversification Select 50 EUR Index captures the performance of low carbon emissions stocks with low correlation, low volatility and high dividends from the STOXX Europe 600 Index.

The component selection process first excludes all stocks that belong to the ICB Subsector 1771 (Coal), then selects in each ICB industry all stocks whose Carbon Intensity is the lowest. Next, it 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 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.  The index also exlcudes companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

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
SXXCDSR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0321940337
Bloomberg ID
BBG00D5KM1J4
Last Value
402.15 +0.86 (+0.21%)
As of 05:50 pm CET
Week to Week Change
-0.89%
52 Week Change
1.93%
Year to Date Change
0.03%
Daily Low
402.15
Daily High
402.15
52 Week Low
371.5127 Oct 2023
52 Week High
414.369 May 2023

Top 10 Components

KPN NL
UNILEVER PLC GB
SGS CH
DANONE FR
BRITVIC GB
ZURICH INSURANCE GROUP CH
ACS ES
DKSH HOLDING CH
SWISSCOM CH
DEUTSCHE TELEKOM DE
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