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Indices

STOXX® Global Low Carbon Diversification Select 100

Summary

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

The component selection process first excludes all stocks that belong to the ICB Subsector 1771 (Coal), then selects in each ICB industry all stocks whose Carbon Intensity is the lowest. Next, it excludes all stocks with the highest 12-month average correlation with all other stocks in 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.  The index also exlcudes companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

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.

Symbol
SXW1CDSG
Calculation
End-of-day
Dissemination Period
22:15-22:15 CET
ISIN
CH0321940451
Bloomberg ID
BBG00D5KLYM9
Last Value
563.9 -1.77 (-0.31%)
As of 10:15 pm CET
Week to Week Change
-1.03%
52 Week Change
5.06%
Year to Date Change
-1.32%
Daily Low
563.9
Daily High
563.9
52 Week Low
529.9514 Mar 2023
52 Week High
576.7115 Jan 2024

Top 10 Components

KPN NL
NETLINK SG
DANONE FR
UNILEVER PLC GB
SWISSCOM CH
DBS Group Holdings Ltd. SG
Coca-Cola Co. US
IBERDROLA ES
FREENET DE
AEON REIT INVESTMENT JP
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