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

Dec 7, 2019, 9:12 AM EST
Methodology Fact Sheet
Index Symbol Last Chg % Chg  
S&P/TSX Composite Index ^TSX 16,996.97 142.05 0.84
S&P/TSX Composite Index (USD) ^15U 1,226.26 2.78 0.23
S&P/TSX Composite Index (Net TR) ^15NT 207.32 1.76 0.86
S&P/TSX Composite Index (USD Net TR) ^15NTU 1,658.40 3.97 0.24
S&P/TSX 60 Index (CAD) ^TX60 1,015.09 10.22 1.02
S&P/TSX 60 Index (USD) ^TX60U 286.99 1.14 0.40
S&P/TSX 60 Hedged Index (USD) ^TX60UH 146.51 1.49 1.03
S&P/TSX 60 Hedged Index (USD Net TR) ^TX6UHN 193.31 2.00 1.05
S&P/TSX 60 ESG Factor Weighted Index ^TESG 1,316.52 17.13 1.32
S&P/TSX 60 ESG Factor Weighted Index (Net TR) ^TESGN 1,700.41 22.31 1.33
S&P/TSX 60 Shariah Index ^TXSI 146.03 1.96 1.36
The S&P/TSX 60 Carbon Efficient Index ^TXCA 197.51 1.76 0.90
The S&P/TSX 60 Carbon Efficient Index (USD) ^TXCAU 181.58 0.51 0.28
The S&P/TSX 60 Carbon Efficient Index (Net TR) ^TXCAN 252.46 2.29 0.92
The S&P/TSX 60 Carbon Efficient Index (USD Net TR) ^TXCANU 232.10 0.69 0.30
The S&P/TSX 60 Fossil Fuel Free Index ^TXFF 1,666.55 12.48 0.75
The S&P/TSX 60 Fossil Fuel Free Index (Net TR) ^TXFFN 2,000.96 15.33 0.77
The S&P/TSX 60 Fossil Fuel Free Index (USD) ^TXFFU 1,279.18 1.78 0.14
The S&P/TSX 60 Fossil Fuel Free Index (USD Net TR) ^TXFFNU 1,535.87 2.40 0.16
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index ^TXFFC 158.91 0.99 0.63
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (Net TR) ^TXFCN 190.64 1.23 0.65
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD) ^TXFCU 121.98 0.02 0.01
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD Net TR) ^TXFCNU 146.33 0.05 0.03
S&P/TSX Composite Metals and Mining Industry Index ^TIMM 2,383.23 -24.29 -1.01
S&P/TSX Completion Index ^TX40 1,029.95 2.34 0.23
S&P/TSX SmallCap Index ^TX20 573.91 2.12 0.37
S&P/TSX SmallCap Select Index (CAD) ^TXSC 120.98 0.10 0.08
S&P/TSX Income Trust Index ^RTCM 240.10 0.14 0.06
S&P/TSX Composite High Dividend Index (CAD) ^TXEI 114.89 1.19 1.05
S&P/TSX Composite High Dividend Index (USD) ^TXEU 87.57 0.38 0.44
S&P/TSX Composite High Dividend Index (Net TR) ^TXEN 162.47 1.70 1.05
S&P/TSX Composite Buyback Index (CAD) ^TXBB 6,561.25 62.00 0.95
S&P/TSX Composite Buyback Index (USD) ^TXBBU 7,104.31 23.90 0.34
S&P/TSX Composite Buyback Index (CAD) (Net Total Return) ^TXBBN 9,385.12 88.69 0.95
S&P/TSX Composite Buyback Index (USD) (Net Total Return) ^TXBBNU 10,161.90 34.19 0.34
S&P/TSX High Income Energy Index (CAD) ^TXHE 467.18 12.87 2.83
S&P/TSX High Income Energy Index (USD) ^TXHU 400.67 8.64 2.20
S&P/TSX Preferred Share Index ^TXPR 601.79 0.35 0.06
S&P/TSX North American Preferred Stock Index (Price Return) (CAD) ^STNC 693.19 2.70 0.39
S&P/TSX North American Preferred Stock Index (Price Return) (USD) ^STNU 704.63 -1.57 -0.22
S&P/TSX North American Preferred Stock Index (Price Return) (CAD Hedged) ^STNCH 682.58 0.59 0.09
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD) ^STNCN 1,698.21 6.66 0.39
S&P/TSX North American Preferred Stock Index (Net Total Return) (USD) ^STNUN 1,726.24 -3.79 -0.22
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD Hedged) ^STNCHN 1,666.76 1.48 0.09
S&P/TSX Canadian Dividend Aristocrats Index ^TXDV 283.75 1.42 0.50
S&P/TSX Composite Dividend Index ^TXDC 135.83 1.22 0.91
S&P/TSX 60 Dividend Points Index ^TXDP 6.65 0.21 3.27
S&P/TSX 60 Dividend Points Index (Annual) ^TXDPA 30.47 0.21 0.70
S&P/TSX Renewable Energy and Clean Technology Index ^TXCT 151.45 0.65 0.43
S&P/TSX Global Gold Index ^TTGD 244.03 -3.92 -1.58
S&P/TSX Global Gold Index (USD) ^TXGU 213.17 -4.75 -2.18
S&P/TSX Global Mining Index ^TXGM 78.03 0.35 0.45
S&P/TSX Global Base Metals Index ^TXBM 104.64 2.71 2.66
S&P/TSX Global Base Metals Index (USD) ^TXBMU 90.35 1.79 2.03
S&P/MX International Cannabis Index (CAD) ^MCAN 200.13 1.87 0.94
S&P/TSX 60 Index NTR ^SPTSEN 2,583.30 26.40 1.03
S&P/TSX Composite High Beta Index ^TXHB 16.91 0.41 2.48
S&P/TSX Composite Low Volatility Index ^TXLV 463.80 1.33 0.29
S&P/TSX Composite Index Banks (Industry Group) ^TXBA 3,426.84 11.55 0.34

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)1,098.482
% Weight Largest Constituent2.85%
Top 10 Holdings
(Market Cap Share - C$ Billion)
267.298
CurrencyCDN Dollars
Tickers
^TXLVTMXmoney.com / TMX PowerStream
SPTXLVPRBloomberg
.GSPTXLVThomson Reuters Eikon
T.XLV-TThomson ONE
Constituent Market Cap
Average (C$ Billion)21.97
Largest (C$ Billion)31.272
Smallest (C$ Billion)17.566
Median (C$ Billion)21.38
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
TELUS Corporation T
Brookfield Renewable Partners L.P. BEP.UN
Granite Real Estate Investment Trust GRT.UN
Fortis Inc. FTS
Hydro One Limited H
Bank of Nova Scotia (The) BNS
BCE Inc. BCE
Royal Bank of Canada RY
Toronto-Dominion Bank (The) TD
SmartCentres Real Estate Investment Trust SRU.UN
Bank of Montreal BMO
Allied Properties Real Estate Investment Trust AP.UN
Emera Incorporated EMA
Canadian Utilities Limited Class A Non-Voting Shares CU
H&R Real Estate Investment Trust HR.UN
Algonquin Power & Utilities Corp. AQN
Chartwell Retirement Residences CSH.UN
Crombie Real Estate Investment Trust CRR.UN
Canadian Imperial Bank Of Commerce CM
Intact Financial Corporation IFC
Sienna Senior Living Inc. SIA
Dream Office Real Estate Investment Trust D.UN
Power Financial Corporation PWF
Metro Inc. MRU
Choice Properties Real Estate Investment Trust CHP.UN
Northview Apartment Real Estate Investment Trust NVU.UN
ATCO Ltd. Class I Non-voting Shares ACO.X
First Capital Realty Inc. FCR
Dream Global Real Estate Investment Trust DRG.UN
Innergex Renewable Energy Inc. INE
Shaw Communications Inc. Class B Non-voting Shares SJR.B
Tricon Capital Group Inc. TCN
Dream Industrial Real Estate Investment Trust DIR.UN
Quebecor Inc. Class B Subordinate Voting Shares QBR.B
Canadian Apartment Properties Real Estate Investment Trust CAR.UN
George Weston Limited WN
Great-West Lifeco Inc. GWO
NorthWest Healthcare Properties Real Estate Investment Trust NWH.UN
Brookfield Asset Management Inc. Class A Limited Voting Shares BAM.A
Power Corporation of Canada Subordinate Voting Shares POW
Rogers Communications Inc. Class B Non-voting Shares RCI.B
Killam Apartment Real Estate Investment Trust KMP.UN
Loblaw Companies Limited L
TC Energy Corporation TRP
CGI Inc. Class A Subordinate Voting Shares GIB.A
Sun Life Financial Inc. SLF
Summit Industrial Income REIT SMU.UN
Pembina Pipeline Corporation PPL

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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 1,098.482 463.80 0.29% 0.09% 2.03% 20.22%

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

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