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STOXX® Minimum Variance Indices
Based on Modern Portfolio Theory, the STOXX Minimum Variance indices aim to limit volatility using a consistently applied and rules-based methodology. The index suite, which uses our factor-model approach and covers broad global regions, offers two versions of every benchmark — constrained and unconstrained.
Region
- Americas
- Asia
- Asia/Pacific
- EMEA
- Europe
- Global
Type
- Artificial Intelligence
- Benchmark
- Blue Chip
- Bond
- Calculation Products
- Centenary
- Christian
- Customised
- Demography
- Dividend
- ESG & Sustainability
- Factor & Strategy
- Factor ESG
- Hedged
- Industry
- Infrastructure
- Leveraged/Short
- Low Carbon
- Megatrends
- Minimum Variance
- Optimised
- Other Themes
- Real Estate
- Reference Rates
- Risk Based
- Sector
- Size
- Specialized
- Spot Rate
- Strategy
- Style
- Supersector
- Technology
- Theme
- Tomorrow Next Rate
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