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Indices

STOXX® Global Diversification Select 100 EUR

Summary

The STOXX Global Diversification Select 100 EUR Index captures the performance of stocks with low correlation, low volatility and high dividends from the STOXX Global 1800 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 100 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.

Details

Symbol
SXW1DSE
Calculation
Realtime
Dissemination Period
00:00-22:00 CET
ISIN
CH0298407567
Bloomberg ID
BBG00B6QWPP3
Last Value
241.54 -0.35 (-0.14%)
As of 06:06 am CET
Week to Week Change
1.80%
52 Week Change
-3.30%
Year to Date Change
-1.48%
Daily Low
241.18
Daily High
241.71
52 Week Low
233.45 — 23 Oct 2023
52 Week High
253.15 — 15 May 2023
Data

Top 10 Components

KPN NL
UNILEVER PLC GB
NETLINK SG
DANONE FR
DBS Group Holdings Ltd. SG
SWISSCOM CH
ORANGE FR
FREENET DE
Redeia Corporacion ES
AEON REIT INVESTMENT JP
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