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Indices

STOXX® Europe Diversification Select 50 EUR

Summary

The STOXX Europe Diversification Select 50 EUR Index captures the performance of stocks with low correlation, low volatility and high dividends from the STOXX Europe 600 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 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.

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
SXXDSP
Calculation
Realtime
Dissemination Period
09:00-18:00 CET
ISIN
CH0298407625
Bloomberg ID
BBG00B6QWPS0
Last Value
180.86 +0.83 (+0.46%)
As of 05:50 pm CET
Week to Week Change
0.20%
52 Week Change
-5.93%
Year to Date Change
-2.04%
Daily Low
180.21
Daily High
181.13
52 Week Low
174.29 — 3 Oct 2023
52 Week High
194.96 — 1 May 2023
Data

Top 10 Components

KPN NL
DANONE FR
UNILEVER PLC GB
SWISSCOM CH
ORANGE FR
IBERDROLA ES
Redeia Corporacion ES
FREENET DE
PSP SWISS PROPERTY CH
ENGIE FR
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