The S&P/TSX Composite Low Volatility High Dividend Index is designed to measure the performance of the 50 least volatile high-yielding stocks in the S&P/TSX Composite. Volatility is defined as the standard deviation of the security’s daily price returns in local currency over the past one year. Constituents are weighted relative to the inverse of their corresponding volatility, with the least volatile stocks receiving the highest weights.
Top 10 Constituents by Index WeightExport
*Based on GICS sectors
The weightings for each sector of the index are rounded to the nearest tenth of a percent, therefore, the aggregate weights for the index may not equal to 100%.
*Based on GICS Sectors