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Indices

EURO STOXX® 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
SXXCDST
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0321940394
Bloomberg ID
BBG00D5KM079
Last Value
329.22 +2.94 (+0.90%)
As of 05:50 pm CET
Week to Week Change
1.24%
52 Week Change
0.10%
Year to Date Change
0.43%
Daily Low
329.22
Daily High
329.22
52 Week Low
302.4527 Oct 2023
52 Week High
338.2227 Apr 2023

Top 10 Components

KPN NL
DANONE FR
ACS ES
BUREAU VERITAS FR
VIVENDI FR
MUENCHENER RUECK DE
DEUTSCHE TELEKOM DE
Redeia Corporacion ES
SAMPO FI
HEINEKEN NL
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