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

Jul 9, 2020, 2:18 PM EDT
Methodology Fact Sheet
Index Symbol Last Chg % Chg  
S&P/TSX Composite Index ^TSX 15,525.39 -103.80 -0.66
S&P/TSX Composite Index (USD) ^15U 1,105.01 6.20 0.56
S&P/TSX Composite Index (Net TR) ^15NT 193.60 0.42 0.22
S&P/TSX Composite Index (USD Net TR) ^15NTU 1,517.62 8.54 0.57
S&P/TSX 60 Index (CAD) ^TX60 933.22 -5.97 -0.64
S&P/TSX 60 Index (USD) ^TX60U 260.21 1.31 0.50
S&P/TSX 60 Hedged Index (USD) ^TX60UH 137.78 0.22 0.16
S&P/TSX 60 Hedged Index (USD Net TR) ^TX6UHN 184.69 0.30 0.16
S&P/TSX 60 Shariah Index ^TXSI 172.02 0.81 0.47
The S&P/TSX 60 Carbon Efficient Index ^TXCA 183.24 0.43 0.24
The S&P/TSX 60 Carbon Efficient Index (USD) ^TXCAU 165.09 0.96 0.59
The S&P/TSX 60 Carbon Efficient Index (Net TR) ^TXCAN 237.86 0.57 0.24
The S&P/TSX 60 Carbon Efficient Index (USD Net TR) ^TXCANU 214.29 1.25 0.59
The S&P/TSX 60 Fossil Fuel Free Index ^TXFF 1,586.19 3.87 0.24
The S&P/TSX 60 Fossil Fuel Free Index (Net TR) ^TXFFN 1,934.46 4.77 0.25
The S&P/TSX 60 Fossil Fuel Free Index (USD) ^TXFFU 1,193.13 7.03 0.59
The S&P/TSX 60 Fossil Fuel Free Index (USD Net TR) ^TXFFNU 1,455.10 8.61 0.60
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index ^TXFFC 152.04 0.43 0.29
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (Net TR) ^TXFCN 185.14 0.53 0.29
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD) ^TXFCU 114.36 0.72 0.64
S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index (USD Net TR) ^TXFCNU 139.26 0.88 0.64
S&P/TSX Composite Metals and Mining Industry Index ^TIMM 3,360.70 85.51 2.61
S&P/TSX Completion Index ^TX40 918.63 -7.20 -0.78
S&P/TSX SmallCap Index ^TX20 505.21 -4.36 -0.86
S&P/TSX SmallCap Select Index (CAD) ^TXSC 99.61 -0.81 -0.81
S&P/TSX Income Trust Index ^RTCM 185.76 -2.47 -1.31
S&P/TSX Composite High Dividend Index (CAD) ^TXEI 85.77 -1.22 -1.40
S&P/TSX Composite High Dividend Index (USD) ^TXEU 64.97 -0.16 -0.24
S&P/TSX Composite High Dividend Index (Net TR) ^TXEN 126.46 -0.75 -0.59
S&P/TSX Composite Buyback Index (CAD) ^TXBB 5,355.27 -59.59 -1.10
S&P/TSX Composite Buyback Index (USD) ^TXBBU 5,745.66 8.43 0.15
S&P/TSX Composite Buyback Index (CAD) (Net Total Return) ^TXBBN 7,840.21 -15.68 -0.20
S&P/TSX Composite Buyback Index (USD) (Net Total Return) ^TXBBNU 8,319.18 12.20 0.15
S&P/TSX High Income Energy Index (CAD) ^TXHE 266.32 -3.57 -1.32
S&P/TSX High Income Energy Index (USD) ^TXHU 226.83 -2.66 -1.16
S&P/TSX Preferred Share Index ^TXPR 529.87 -1.70 -0.32
S&P/TSX North American Preferred Stock Index (Price Return) (CAD) ^STNC 639.80 -0.74 -0.12
S&P/TSX North American Preferred Stock Index (Price Return) (USD) ^STNU 635.37 -2.71 -0.42
S&P/TSX North American Preferred Stock Index (Price Return) (CAD Hedged) ^STNCH 618.76 -0.21 -0.03
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD) ^STNCN 1,622.45 -3.20 -0.20
S&P/TSX North American Preferred Stock Index (Net Total Return) (USD) ^STNUN 1,616.22 2.42 0.15
S&P/TSX North American Preferred Stock Index (Net Total Return) (CAD Hedged) ^STNCHN 1,562.38 -0.52 -0.03
S&P/TSX Canadian Dividend Aristocrats Index ^TXDV 222.73 -2.72 -1.21
S&P/TSX Composite Dividend Index ^TXDC 117.26 -1.13 -0.95
S&P/TSX 60 Dividend Points Index ^TXDP 2.06 0.03 1.59
S&P/TSX 60 Dividend Points Index (Annual) ^TXDPA 18.45 0.03 0.17
S&P/TSX Renewable Energy and Clean Technology Index ^TXCT 176.81 -2.23 -1.25
S&P/TSX Cannabis Index (CAD) ^XCAN 139.83 -2.84 -1.99
S&P/TSX Cannabis Index (CAD) NTR ^XCANN 142.67 -1.75 -1.21
S&P/TSX Global Gold Index ^TTGD 359.33 -2.98 -0.82
S&P/TSX Global Gold Index (USD) ^TXGU 310.16 7.72 2.55
S&P/TSX Global Mining Index ^TXGM 94.38 -0.63 -0.66
S&P/TSX Global Base Metals Index ^TXBM 96.76 0.16 0.17
S&P/TSX Global Base Metals Index (USD) ^TXBMU 81.75 1.71 2.13
S&P/MX International Cannabis Index (CAD) ^MCAN 172.70 -2.65 -1.51
S&P/TSX 60 Index NTR ^SPTSEN 2,428.53 3.86 0.16
S&P/TSX Composite High Beta Index ^TXHB 13.90 -0.13 -0.93
S&P/TSX Composite Low Volatility Index ^TXLV 380.92 -1.60 -0.42
S&P/TSX Composite Index Banks (Industry Group) ^TXBA 2,720.69 -44.53 -1.61

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)777.459
% Weight Largest Constituent2.68%
Top 10 Holdings
(Market Cap Share - C$ Billion)
181.286
CurrencyCDN Dollars
Tickers
^TXLVTMXmoney.com / TMX PowerStream
SPTXLVPRBloomberg
.GSPTXLVThomson Reuters Eikon
T.XLV-TThomson ONE
Constituent Market Cap
Average (C$ Billion)15.549
Largest (C$ Billion)20.812
Smallest (C$ Billion)12.576
Median (C$ Billion)15.121
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
Hydro One Limited H
Northview Apartment Real Estate Investment Trust Trust Units NVU.UN
Morneau Shepell Inc. MSI
Constellation Software Inc. CSU
Choice Properties Real Estate Investment Trust Units CHP.UN
Thomson Reuters Corporation With New Deposit Receip TRI
Richelieu Hardware Ltd. RCH
Loblaw Companies Limited L
Toromont Industries Ltd. TIH
George Weston Limited WN
Waste Connections Inc. WCN
TMX Group Limited X
CGI Inc. Class A Subordinate Voting Shares GIB.A
Ritchie Bros. Auctioneers Incorporated RBA
Jamieson Wellness Inc. JWEL
Stantec Inc. STN
Canadian National Railway Company CNR
Canadian Apartment Properties Real Estate Investment Trust Trust Units CAR.UN
Quebecor Inc. Class B Subordinate Voting Shares QBR.B
Intact Financial Corporation IFC
Saputo Inc. SAP
Premium Brands Holdings Corporation PBH
Emera Incorporated EMA
Fortis Inc. FTS
WSP Global Inc. WSP
TELUS Corporation Common T
Descartes Systems Group Inc. (The) DSG
Canadian Utilities Limited Class A Non-Voting Shares CU
Winpak Ltd. WPK
Open Text Corporation OTEX
Knight Therapeutics Inc. GUD
BCE Inc. BCE
Cogeco Communications Inc. Subordinate Voting Shares CCA
Dollarama Inc. DOL
North West Company Inc. (The) Variable Voting and Common Voting Shares NWC
Alimentation Couche-Tard Inc. Class B Subordinate Voting Shares ATD.B
Franco-Nevada Corporation FNV
Stella-Jones Inc. SJ
Royal Bank of Canada RY
Shaw Communications Inc. Class B Non-voting Shares SJR.B
InterRent Real Estate Investment Trust Units IIP.UN
ATS Automation Tooling Systems Inc. ATA
Crombie Real Estate Investment Trust Units CRR.UN
Canadian Pacific Railway Limited CP
Maple Leaf Foods Inc. MFI
Altus Group Limited AIF
Aecon Group Inc. ARE
Fairfax Financial Holdings Limited Subordinate Voting Shares FFH
Rogers Communications Inc. Class B Non-voting Shares RCI.B

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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 777.459 380.92 -0.42% 0.25% 0.25% -15.96%

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

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