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

May 27, 2020, 11:30 PM EDT
Methodology Fact Sheet

Overview - S&P/TSX Composite Low Volatility High Dividend Index


S&P/TSX Composite Low Volatility High Dividend Index. The index is designed to measure the performance of the 50 least volatile high yielding stocks within the Canadian equity market. 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.

This index is calculated at the end of the day's trading session.

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Profile - S&P/TSX Composite Low Volatility High Dividend Index

Data is based on End of Day Values
Index Characteristics
Number of Constituents49
Adjusted Market Cap (C$ Billion)614.02
% Weight Largest Constituent3.19%
Top 10 Holdings
(Market Cap Share - C$ Billion)
169.495
CurrencyCDN Dollars
Tickers
TXDPBloomberg
T.XDPThomson Reuters
Constituent Market Cap
Average (C$ Billion)12.531
Largest (C$ Billion)19.572
Smallest (C$ Billion)5.978
Median (C$ Billion)12.691

Methodology   Fact Sheet

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Constituents - S&P/TSX Composite Low Volatility High Dividend Index

Data is based on End of Day Values | Download Data into CSV
ConstituentsSymbol % Weight
Northview Apartment Real Estate Investment Trust NVU.UN
NorthWest Healthcare Properties Real Estate Investment Trust NWH.UN
TransAlta Renewables Inc. RNW
IGM Financial Inc. IGM
Brookfield Renewable Partners L.P. BEP.UN
Crombie Real Estate Investment Trust CRR.UN
BCE Inc. BCE
Enbridge Inc. ENB
Russel Metals Inc. RUS
Choice Properties Real Estate Investment Trust CHP.UN
Northland Power Inc. NPI
Brookfield Property Partners L.P. BPY.UN
North West Company Inc. (The) NWC
Canadian Imperial Bank Of Commerce CM
Laurentian Bank of Canada LB
Superior Plus Corp. SPB
Inter Pipeline Ltd. IPL
Innergex Renewable Energy Inc. INE
TELUS Corporation T
Capital Power Corporation CPX
Shaw Communications Inc. Class B Non-voting Shares SJR.B
Dream Industrial Real Estate Investment Trust DIR.UN
Bank of Nova Scotia (The) BNS
Emera Incorporated EMA
SmartCentres Real Estate Investment Trust SRU.UN
Extendicare Inc. EXE
AltaGas Ltd. ALA
Intertape Polymer Group Inc. ITP
Canadian Utilities Limited Class A Non-Voting Shares CU
Keyera Corp. KEY
Toronto-Dominion Bank (The) TD
Brookfield Infrastructure Partners L.P. BIP.UN
Great-West Lifeco Inc. GWO
H&R Real Estate Investment Trust HR.UN
Power Corporation of Canada Subordinate Voting Shares POW
Pason Systems Inc. PSI
Nutrien Ltd. NTR
Exchange Income Corporation EIF
RioCan Real Estate Investment Trust REI.UN
Restaurant Brands International Inc. QSR
Sienna Senior Living Inc. SIA
Bank of Montreal BMO
Cominar Real Estate Investment Trust CUF.UN
Rogers Communications Inc. Class B Non-voting Shares RCI.B
Chartwell Retirement Residences CSH.UN
Canadian Tire Corporation Limited Class A Non-Voting Shares CTC.A
Premium Brands Holdings Corporation PBH
George Weston Limited WN
Cogeco Communications Inc. Subordinate Voting Shares CCA

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Performance - S&P/TSX Composite Low Volatility High Dividend 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 High Dividend Index 614.020 129.138553 0.89% -0.49% 7.51% -22.18%

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

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