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

Oct 23, 2019, 2:10 AM EDT
Methodology Fact Sheet
Index Symbol Last Chg % Chg  
S&P/TSX Composite Index ^TSX 16,391.52 -26.93 -0.16
S&P/TSX Composite Index (USD) ^15U 1,198.43 -0.96 -0.08
S&P/TSX Composite Index (Net TR) ^15NT 199.35 -0.33 -0.16
S&P/TSX Composite Index (USD Net TR) ^15NTU 1,616.00 -1.30 -0.08
S&P/TSX 60 Index (CAD) ^TX60 981.11 -1.82 -0.19
S&P/TSX 60 Index (USD) ^TX60U 281.10 -0.29 -0.10
S&P/TSX 60 Hedged Index (USD) ^TX60UH 141.60 -0.27 -0.19
S&P/TSX 60 Hedged Index (USD Net TR) ^TX6UHN 186.26 -0.35 -0.19
S&P/TSX 60 ESG Factor Weighted Index ^TESG 1,274.89 -0.35 -0.03
S&P/TSX 60 ESG Factor Weighted Index (Net TR) ^TESGN 1,642.10 -0.45 -0.03
S&P/TSX 60 Shariah Index ^TXSI 136.89 -0.55 -0.40
The S&P/TSX 60 Carbon Efficient Index ^TXCA 191.84 0.14 0.07
The S&P/TSX 60 Carbon Efficient Index (USD) ^TXCAU 178.73 0.28 0.16
The S&P/TSX 60 Carbon Efficient Index (Net TR) ^TXCAN 244.37 0.18 0.07
The S&P/TSX 60 Carbon Efficient Index (USD Net TR) ^TXCANU 227.68 0.36 0.16
The S&P/TSX 60 Fossil Fuel Free Index ^TXFF 1,615.55 -4.17 -0.26
The S&P/TSX 60 Fossil Fuel Free Index (Net TR) ^TXFFN 1,933.83 -4.99 -0.26
The S&P/TSX 60 Fossil Fuel Free Index (USD) ^TXFFU 1,256.66 -2.18 -0.17
The S&P/TSX 60 Fossil Fuel Free Index (USD Net TR) ^TXFFNU 1,504.24 -2.61 -0.17
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index ^TXFFC 154.52 0.05 0.03
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (Net TR) ^TXFCN 184.77 0.06 0.03
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD) ^TXFCU 120.20 0.14 0.12
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD Net TR) ^TXFCNU 143.73 0.17 0.12
S&P/TSX Composite Metals and Mining Industry Index ^TIMM 2,247.72 0.06 0.00
S&P/TSX Completion Index ^TX40 985.38 -0.85 -0.09
S&P/TSX SmallCap Index ^TX20 544.66 0.84 0.15
S&P/TSX Income Trust Index ^RTCM 232.87 0.37 0.16
S&P/TSX Composite High Dividend Index (CAD) ^TXEI 111.07 0.08 0.07
S&P/TSX Composite High Dividend Index (USD) ^TXEU 85.79 0.13 0.15
S&P/TSX Composite High Dividend Index (Net TR) ^TXEN 156.39 0.11 0.07
S&P/TSX Composite Buyback Index (CAD) ^TXBB 6,341.34 21.37 0.34
S&P/TSX Composite Buyback Index (USD) ^TXBBU 6,958.25 29.26 0.42
S&P/TSX Composite Buyback Index (CAD) (Net Total Return) ^TXBBN 9,050.04 30.49 0.34
S&P/TSX Composite Buyback Index (USD) (Net Total Return) ^TXBBNU 9,930.47 41.76 0.42
S&P/TSX High Income Energy Index (CAD) ^TXHE 442.18 0.17 0.04
S&P/TSX High Income Energy Index (USD) ^TXHU 384.32 0.48 0.13
S&P/TSX Preferred Share Index ^TXPR 602.13 0.09 0.01
S&P/TSX North American Preferred Stock Index (Price Return) (CAD) ^STNC 693.56 0.26 0.04
S&P/TSX North American Preferred Stock Index (Price Return) (USD) ^STNU 714.46 0.87 0.12
S&P/TSX North American Preferred Stock Index (Price Return) (CAD Hedged) ^STNCH 687.58 0.54 0.08
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD) ^STNCN 1,686.66 0.63 0.04
S&P/TSX North American Preferred Stock Index (Net Total Return) (USD) ^STNUN 1,737.49 2.11 0.12
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD Hedged) ^STNCHN 1,666.62 1.30 0.08
S&P/TSX Canadian Dividend Aristocrats Index ^TXDV 273.58 0.20 0.07
S&P/TSX Composite Dividend Index ^TXDC 131.76 -0.03 -0.02
S&P/TSX 60 Dividend Points Index ^TXDP 2.55 0 0
S&P/TSX 60 Dividend Points Index (Annual) ^TXDPA 26.38 0 0
S&P/TSX Renewable Energy and Clean Technology Index ^TXCT 144.76 0.79 0.55
S&P/TSX Global Gold Index ^TTGD 232.61 -0.30 -0.13
S&P/TSX Global Gold Index (USD) ^TXGU 205.92 -0.10 -0.05
S&P/TSX Global Mining Index ^TXGM 73.25 0.13 0.18
S&P/TSX Global Base Metals Index ^TXBM 97.42 0.16 0.16
S&P/TSX Global Base Metals Index (USD) ^TXBMU 85.25 0.21 0.25
S&P/TSX 60 Index NTR ^SPTSEN 2,489.21 -4.63 -0.19
S&P/TSX Composite High Beta Index ^TXHB 15.64 0 0
S&P/TSX Composite Low Volatility Index ^TXLV 454.40 -0.18 -0.04
S&P/TSX Composite Index Banks (Industry Group) ^TXBA 3,444.88 1.17 0.03

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)1,076.216
% Weight Largest Constituent2.73%
Top 10 Holdings
(Market Cap Share - C$ Billion)
258.521
CurrencyCDN Dollars
Tickers
^TXLVTMXmoney.com / TMX PowerStream
SPTXLVPRBloomberg
.GSPTXLVThomson Reuters Eikon
T.XLV-TThomson ONE
Constituent Market Cap
Average (C$ Billion)21.524
Largest (C$ Billion)29.379
Smallest (C$ Billion)17.215
Median (C$ Billion)20.83
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
National Bank of Canada NA
RioCan Real Estate Investment Trust REI.UN
Fortis Inc. FTS
TELUS Corporation T
Granite Real Estate Investment Trust GRT.UN
Bank of Nova Scotia (The) BNS
Royal Bank of Canada RY
Toronto-Dominion Bank (The) TD
BCE Inc. BCE
H&R Real Estate Investment Trust HR.UN
SmartCentres Real Estate Investment Trust SRU.UN
Brookfield Renewable Partners L.P. BEP.UN
Hydro One Limited H
Emera Incorporated EMA
Allied Properties Real Estate Investment Trust AP.UN
Canadian Imperial Bank Of Commerce CM
Bank of Montreal BMO
Sienna Senior Living Inc. SIA
Chartwell Retirement Residences CSH.UN
Crombie Real Estate Investment Trust CRR.UN
Canadian Utilities Limited Class A Non-Voting Shares CU
Algonquin Power & Utilities Corp. AQN
Choice Properties Real Estate Investment Trust CHP.UN
Intact Financial Corporation IFC
First Capital Realty Inc. FCR
Metro Inc. MRU
Dream Office Real Estate Investment Trust D.UN
Dream Global Real Estate Investment Trust DRG.UN
Northview Apartment Real Estate Investment Trust NVU.UN
Power Financial Corporation PWF
Dream Industrial Real Estate Investment Trust DIR.UN
Canadian Apartment Properties Real Estate Investment Trust CAR.UN
Rogers Communications Inc. Class B Non-voting Shares RCI.B
Shaw Communications Inc. Class B Non-voting Shares SJR.B
George Weston Limited WN
Innergex Renewable Energy Inc. INE
Tricon Capital Group Inc. TCN
Killam Apartment Real Estate Investment Trust KMP.UN
ATCO Ltd. Class I Non-voting Shares ACO.X
TC Energy Corporation TRP
Quebecor Inc. Class B Subordinate Voting Shares QBR.B
Loblaw Companies Limited L
NorthWest Healthcare Properties Real Estate Investment Trust NWH.UN
Great-West Lifeco Inc. GWO
Power Corporation of Canada Subordinate Voting Shares POW
Summit Industrial Income REIT SMU.UN
Sun Life Financial Inc. SLF
Pembina Pipeline Corporation PPL
Brookfield Asset Management Inc. Class A Limited Voting Shares BAM.A
CGI Inc. Class A Subordinate Voting Shares GIB.A

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Sector & Top 10 - S&P/TSX Composite Low Volatility Index

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 1,076.216 454.40 -0.04% -0.04% -0.04% 17.78%

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

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