Summary
The STOXX Global Select 100 USD Index captures the performance of stocks with low volatility and high dividends from the STOXX Global 1800 Index.
The component selection process first excludes all 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
SXW1SEGV
Calculation
End-of-day
Dissemination Period
22:00-22:00 CET
ISIN
CH0298406981
Last Value
417.65
-0.17 (-0.04%)
As of CET
Week to Week Change
0.91%
52 Week Change
4.80%
Year to Date Change
-0.37%
Daily Low
417.65
Daily High
417.65
52 Week Low
375.23 — 27 Oct 2023
52 Week High
419.78 — 29 Dec 2023
Top 10 Components
| NETLINK | SG |
| Oversea-Chinese Banking Corp. | SG |
| United Overseas Bank Ltd. | SG |
| DBS Group Holdings Ltd. | SG |
| SWISSCOM | CH |
| ORANGE | FR |
| Philip Morris International In | US |
| KINDER MORGAN | US |
| Japan Tobacco Inc. | JP |
| RUBIS | FR |
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Low
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Featured indices
STOXX® International Equity Factor
€305.19
-2.06
1Y Return
8.95%
1Y Volatility
0.09%
STOXX® U.S. Equity Factor
€673.9
-1.83
1Y Return
25.69%
1Y Volatility
0.13%
STOXX® Global 1800 Ax Momentum
$374.32
-1.65
1Y Return
41.26%
1Y Volatility
0.12%
STOXX® Global 1800 ESG-X Ax Momentum
$368.95
-0.19
1Y Return
36.71%
1Y Volatility
0.12%
STOXX® Europe 600 Ax Size
€193.58
+0.78
1Y Return
3.55%
1Y Volatility
0.12%