Based on Modern Portfolio Theory, the STOXX Minimum Variance indices aim to limit volatility using a consistently applied and rules-based methodology. The index suite, which uses our factor-model approach two versions of every benchmark — constrained and unconstrained.
STOXX Europe 600 Minimum Variance
STOXX USA 900 Minimum Variance
STOXX Global 1800 Minimum Variance
Use less of your portfolio’s risk budget to gain access to higher long-term returns on a constant-risk basis
Benefit from a unique factor-model approach to minimum variance, which leads to a more robust style, avoids spurious correlations and that can be utilized across the entire universe
Employ a superior fundamental risk model to accurately forecast and minimize risk
Flexible dual offering
Choose from a constrained minimum-variance index, which has similar exposure to its market-capitalization-weighted benchmark but with lower risk, or from unconstrained versions that have more freedom to fulfil their minimum-variance mandate
Tradable and trackable
Create more efficient portfolios that consider factors, liquidity, turnover and transaction costs thanks to a best-of-breed optimization algorithm
STOXX Minimum Variance Indices
Learn more about the methodology and perfomrnace of STOXX Minimum Variance Indices (constrained and unconstrained versions).
All Minimum Variance Indices
The STOXX Minimum Variance Indices seek to minimize risk by reducing the volatility in a portfolio. STOXX offers two versions of STOXX Minimum Variance Indices: constrained and unconstrained.