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Minimum Variance Indices

Portfolios with the lowest possible level of risk within a universe of securities

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.

Key indices

All Minimum Variance Indices

STOXX Europe 600 Minimum Variance

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STOXX USA 900 Minimum Variance

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STOXX Global 1800 Minimum Variance

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Key benefits

Efficient frontier

Use less of your portfolio’s risk budget to gain access to higher long-term returns on a constant-risk basis

Solid approach

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

Risk forecast

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

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STOXX Minimum Variance Indices

Learn more about the methodology and perfomrnace of STOXX Minimum Variance Indices (constrained and unconstrained versions).

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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.

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