Summary
The STOXX Minimum Variance indices are designed to minimize risk by reducing the volatility of the underlying index. STOXX offers two versions of STOXX Minimum Variance indices: constrained and unconstrained.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
The constrained version optimizes the benchmark index with respect to volatility, offering investors an improvement over the benchmark.
The unconstrained version provides a strategy index that is minimized for volatility but not restricted to follow a specific benchmark too closely.
The STOXX Minimum Variance indices are designed in cooperation with Axioma, combining Axioma´s factor model know-how with the STOXX`s index creation and calculation expertise. The indices are available for different regions and countries worldwide.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SA2CMVDA
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0180138932
Bloomberg
SA2CMVDA INDEX
Last Value
316.51
+1.49 (+0.47%)
As of CET
Week to Week Change
1.11%
52 Week Change
15.22%
Year to Date Change
16.48%
Daily Low
316.51
Daily High
316.51
52 Week Low
263.2799 — 8 Apr 2025
52 Week High
316.51 — 12 Dec 2025
Top 10 Components
| Royal Bank of Canada | CA |
| Bank of Nova Scotia | CA |
| Sun Life Financial Inc. | CA |
| INTACT FINANCIAL | CA |
| Power Corp. of Canada | CA |
| Canadian Tire Corp. Ltd. Cl A | CA |
| Great-West Lifeco Inc. | CA |
| Metro Inc. Cl A | CA |
| PEMBINA PIPELINE CORP | CA |
| Canadian Imperial Bank of Comm | CA |
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Low
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