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RTAll values for TSX indices are real-time except for TSX Summary Only Indices.

Sep 24, 2020, 5:50 PM EDT
Methodology Fact Sheet
Index Symbol Last Chg % Chg  
S&P/TSX Composite Index ^TSX 15,912.26 95.15 0.60
S&P/TSX Composite Index (USD) ^15U 1,132.85 -25.85 -2.23
S&P/TSX Composite Index (Net TR) ^15NT 196.79 -4.05 -2.02
S&P/TSX Composite Index (USD Net TR) ^15NTU 1,562.70 -35.66 -2.23
S&P/TSX 60 Index (CAD) ^TX60 956.22 5.40 0.57
S&P/TSX 60 Index (USD) ^TX60U 266.87 -5.35 -1.96
S&P/TSX 60 Hedged Index (USD) ^TX60UH 139.84 -2.41 -1.70
S&P/TSX 60 Hedged Index (USD Net TR) ^TX6UHN 188.35 -3.25 -1.70
S&P/TSX 60 Shariah Index ^TXSI 172.51 1.13 0.66
The S&P/TSX 60 Carbon Efficient Index ^TXCA 188.09 -0.12 -0.06
The S&P/TSX 60 Carbon Efficient Index (USD) ^TXCAU 171.15 -0.16 -0.10
The S&P/TSX 60 Carbon Efficient Index (Net TR) ^TXCAN 244.51 0.01 0.01
The S&P/TSX 60 Carbon Efficient Index (USD Net TR) ^TXCANU 222.49 -0.06 -0.03
The S&P/TSX 60 Fossil Fuel Free Index ^TXFF 1,615.45 -28.30 -1.72
The S&P/TSX 60 Fossil Fuel Free Index (Net TR) ^TXFFN 1,979.18 -34.67 -1.72
The S&P/TSX 60 Fossil Fuel Free Index (USD) ^TXFFU 1,230.96 -24.29 -1.93
The S&P/TSX 60 Fossil Fuel Free Index (USD Net TR) ^TXFFNU 1,508.12 -29.76 -1.93
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index ^TXFFC 156.07 -0.01 -0.00
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (Net TR) ^TXFCN 190.35 0.13 0.07
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD) ^TXFCU 118.57 -0.04 -0.04
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD Net TR) ^TXFCNU 144.61 0.05 0.03
S&P/TSX Composite Metals and Mining Industry Index ^TIMM 3,298.36 -197.83 -5.66
S&P/TSX Completion Index ^TX40 943.00 6.86 0.73
S&P/TSX SmallCap Index ^TX20 524.21 2.50 0.48
S&P/TSX SmallCap Select Index (CAD) ^TXSC 104.13 0.59 0.57
S&P/TSX Income Trust Index ^RTCM 190.20 0.79 0.42
S&P/TSX Composite High Dividend Index (CAD) ^TXEI 90.07 0.28 0.31
S&P/TSX Composite High Dividend Index (USD) ^TXEU 67.93 -1.51 -2.17
S&P/TSX Composite High Dividend Index (Net TR) ^TXEN 131.45 -2.63 -1.96
S&P/TSX Composite Buyback Index (CAD) ^TXBB 5,617.10 24.51 0.44
S&P/TSX Composite Buyback Index (USD) ^TXBBU 6,011.52 -147.26 -2.39
S&P/TSX Composite Buyback Index (CAD) (Net Total Return) ^TXBBN 8,123.96 -180.94 -2.18
S&P/TSX Composite Buyback Index (USD) (Net Total Return) ^TXBBNU 8,732.51 -213.91 -2.39
S&P/TSX High Income Energy Index (CAD) ^TXHE 267.92 1.19 0.45
S&P/TSX High Income Energy Index (USD) ^TXHU 227.10 -7.60 -3.24
S&P/TSX Preferred Share Index ^TXPR 576.02 -1.92 -0.33
S&P/TSX North American Preferred Stock Index (Price Return) (CAD) ^STNC 674.35 -0.95 -0.14
S&P/TSX North American Preferred Stock Index (Price Return) (USD) ^STNU 678.35 -3.12 -0.46
S&P/TSX North American Preferred Stock Index (Price Return) (CAD Hedged) ^STNCH 655.81 -4.88 -0.74
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD) ^STNCN 1,730.21 -10.70 -0.61
S&P/TSX North American Preferred Stock Index (Net Total Return) (USD) ^STNUN 1,746.01 -14.62 -0.83
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD Hedged) ^STNCHN 1,674.90 -12.31 -0.73
S&P/TSX Canadian Dividend Aristocrats Index ^TXDV 238.01 0.87 0.37
S&P/TSX Composite Dividend Index ^TXDC 122.30 0.85 0.70
S&P/TSX 60 Dividend Points Index ^TXDP 0.03 0 0
S&P/TSX 60 Dividend Points Index (Annual) ^TXDPA 24.57 0 0
S&P/TSX Renewable Energy and Clean Technology Index ^TXCT 183.24 -2.05 -1.11
S&P/TSX Cannabis Index (CAD) ^XCAN 108.03 -2.59 -2.34
S&P/TSX Cannabis Index (CAD) NTR ^XCANN 110.62 -10.53 -8.69
S&P/TSX Global Gold Index ^TTGD 359.67 11.07 3.18
S&P/TSX Global Gold Index (USD) ^TXGU 302.31 -18.19 -5.68
S&P/TSX Global Mining Index ^TXGM 96.55 2.44 2.59
S&P/TSX Global Base Metals Index ^TXBM 102.84 1.49 1.47
S&P/TSX Global Base Metals Index (USD) ^TXBMU 86.88 -3.66 -4.05
S&P/MX International Cannabis Index (CAD) ^MCAN 146.26 -1.72 -1.16
S&P/TSX 60 Index NTR ^SPTSEN 2,470.23 -44.02 -1.75
S&P/TSX Composite High Beta Index ^TXHB 14.35 0.04 0.28
S&P/TSX Composite Low Volatility Index ^TXLV 399.74 1.21 0.30
S&P/TSX Composite Index Banks (Industry Group) ^TXBA 2,858.44 17.32 0.61

Overview - S&P/TSX Composite Low Volatility Index


The S&P/TSX Composite Low Volatility Index is designed to measure the performance of the 50 least volatile stocks within the S&P/TSX Composite. Volatility is defined as the standard deviation of a security's daily price returns over the prior one year trading period. Constituents are weighted relative to the inverse of their corresponding volatility, with the least volatile stocks receiving the highest weights. The index is designed to serve as a benchmark for low volatility or low variance strategies based on the S&P/TSX Composite, which is the headline index and the principal broad market measure for the Canadian equity markets.

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Profile - S&P/TSX Composite Low Volatility Index

Data is based on End of Day Values
Index Characteristics
Number of Constituents50
Adjusted Market Cap (C$ Billion)863.892
% Weight Largest Constituent2.86%
Top 10 Holdings
(Market Cap Share - C$ Billion)
205.355
CurrencyCDN Dollars
Tickers
^TXLVTMXmoney.com / TMX PowerStream
SPTXLVPRBloomberg
.GSPTXLVThomson Reuters Eikon
T.XLV-TThomson ONE
Constituent Market Cap
Average (C$ Billion)17.278
Largest (C$ Billion)24.707
Smallest (C$ Billion)13.676
Median (C$ Billion)17.083
Related Exchange Traded Products
TLVPowerShares S&P/TSX Composite Low Volatility Index ETF
Inclusion Criteria
  • A stock must be a member of the S&P/TSX Composite and must have traded on all trading days in the prior 12 months leading up to the rebalancing reference date.
  • Additions are made to the Index only during its quarterly rebalancings. The top 50 securities with the least volatility form the index.
  • Constituents removed from the S&P/TSX Composite Index are removed from the Low Volatility Index simultaneously. Other deletions may occur during the quarterly rebalancings.

Methodology   Fact Sheet

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Constituents - S&P/TSX Composite Low Volatility Index

Data is based on End of Day Values | Download Data into CSV
ConstituentsSymbol % Weight
Metro Inc. MRU
Northview Apartment Real Estate Investment Trust Trust Units NVU.UN
Thomson Reuters Corporation With New Deposit Receip TRI
Morneau Shepell Inc. MSI
TMX Group Limited X
Hydro One Limited H
Loblaw Companies Limited L
CGI Inc. Class A Subordinate Voting Shares GIB.A
Choice Properties Real Estate Investment Trust Units CHP.UN
North West Company Inc. (The) Variable Voting and Common Voting Shares NWC
Waste Connections Inc. WCN
Saputo Inc. SAP
Canadian National Railway Company CNR
George Weston Limited WN
Quebecor Inc. Class B Subordinate Voting Shares QBR.B
Premium Brands Holdings Corporation PBH
Richelieu Hardware Ltd. RCH
Jamieson Wellness Inc. JWEL
Constellation Software Inc. CSU
Toromont Industries Ltd. TIH
Intact Financial Corporation IFC
Dollarama Inc. DOL
Canadian Apartment Properties Real Estate Investment Trust Trust Units CAR.UN
TELUS Corporation Common T
BCE Inc. BCE
Winpak Ltd. WPK
Knight Therapeutics Inc. GUD
Stantec Inc. STN
Emera Incorporated EMA
Ritchie Bros. Auctioneers Incorporated RBA
Alimentation Couche-Tard Inc. Class B Subordinate Voting Shares ATD.B
Open Text Corporation OTEX
Fortis Inc. FTS
WSP Global Inc. WSP
Shaw Communications Inc. Class B Non-voting Shares SJR.B
Cogeco Communications Inc. Subordinate Voting Shares CCA
Canadian Pacific Railway Limited CP
Royal Bank of Canada RY
InterRent Real Estate Investment Trust Units IIP.UN
Descartes Systems Group Inc. (The) DSG
Crombie Real Estate Investment Trust Units CRR.UN
Stella-Jones Inc. SJ
Rogers Communications Inc. Class B Non-voting Shares RCI.B
Maple Leaf Foods Inc. MFI
Aecon Group Inc. ARE
Canadian Utilities Limited Class A Non-Voting Shares CU
Bank of Nova Scotia (The) BNS
Enghouse Systems Limited ENGH
Sun Life Financial Inc. SLF
ATS Automation Tooling Systems Inc. ATA

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Performance - S&P/TSX Composite Low Volatility Index

Data is based on End of Day Values Performance Data
Index Name Adjusted Market Cap
(C$ Billion)
Index Level 1 Day MTD QTD YTD
S&P/TSX Composite Low Volatility Index 863.892 399.74 0.30% -0.08% 4.45% -12.45%

Please refer to the Price History Detailed Quote page for TRIV data points.

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