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Indices

STOXX® Europe International Exposure Diversification Select 30 EUR

Summary

The STOXX Europe International Exposure Diversification Select 30 EUR Index captures the performance of stocks with low correlation, low volatility and high dividends from the all constituents from the STOXX Europe 600 Index not in the STOXX True Exposure Europe 50% Index.

The component selection process first excludes all stocks with the highest 12-months average correlation with all other stocks of 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
SXXIXDSR
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0298587848
Bloomberg ID
BBG00C5YXHX3
Last Value
462.53 -3.40 (-0.73%)
As of 05:50 pm CET
Week to Week Change
-0.26%
52 Week Change
5.68%
Year to Date Change
2.78%
Daily Low
462.53
Daily High
462.53
52 Week Low
429.4827 Oct 2023
52 Week High
469.8825 Apr 2023

Top 10 Components

KPN NL
UNILEVER PLC GB
DANONE FR
DEUTSCHE TELEKOM DE
TATE & LYLE GB
AHOLD DELHAIZE NL
SHELL GB
NATIONAL GRID GB
IMPERIAL BRANDS GB
VISCOFAN ES
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