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

Nov 18, 2019, 11:30 PM EST
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 Constituents50
Adjusted Market Cap (C$ Billion)621.471
% Weight Largest Constituent2.85%
Top 10 Holdings
(Market Cap Share - C$ Billion)
164.683
CurrencyCDN Dollars
Tickers
TXDPBloomberg
T.XDPThomson Reuters
Constituent Market Cap
Average (C$ Billion)12.429
Largest (C$ Billion)17.688
Smallest (C$ Billion)3.42
Median (C$ Billion)13.274

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
Russel Metals Inc. RUS
Inter Pipeline Ltd. IPL
Brookfield Renewable Partners L.P. BEP.UN
TransAlta Renewables Inc. RNW
Brookfield Property Partners L.P. BPY.UN
NorthWest Healthcare Properties Real Estate Investment Trust NWH.UN
Dream Global Real Estate Investment Trust DRG.UN
Dream Industrial Real Estate Investment Trust DIR.UN
Northview Apartment Real Estate Investment Trust NVU.UN
Power Financial Corporation PWF
Enbridge Inc. ENB
Cominar Real Estate Investment Trust CUF.UN
Exchange Income Corporation EIF
Capital Power Corporation CPX
IGM Financial Inc. IGM
Freehold Royalties Ltd. FRU
Power Corporation of Canada Subordinate Voting Shares POW
Artis Real Estate Investment Trust AX.UN
Crombie Real Estate Investment Trust CRR.UN
Great-West Lifeco Inc. GWO
Genworth MI Canada Inc. MIC
Gibson Energy Inc. GEI
Canadian Imperial Bank Of Commerce CM
Laurentian Bank of Canada LB
H&R Real Estate Investment Trust HR.UN
RioCan Real Estate Investment Trust REI.UN
Innergex Renewable Energy Inc. INE
Extendicare Inc. EXE
BCE Inc. BCE
Brookfield Infrastructure Partners L.P. BIP.UN
Bank of Nova Scotia (The) BNS
Northland Power Inc. NPI
Superior Plus Corp. SPB
Algonquin Power & Utilities Corp. AQN
Canadian Utilities Limited Class A Non-Voting Shares CU
TELUS Corporation T
Shaw Communications Inc. Class B Non-voting Shares SJR.B
National Bank of Canada NA
Sienna Senior Living Inc. SIA
The North West Company Inc. NWC
Ag Growth International Inc. AFN
Chartwell Retirement Residences CSH.UN
Finning International Inc. FTT
Nutrien Ltd. NTR
Canadian Tire Corporation Limited Class A Non-Voting Shares CTC.A
Rogers Communications Inc. Class B Non-voting Shares RCI.B
Restaurant Brands International Inc. QSR
Cogeco Communications Inc. Subordinate Voting Shares CCA
George Weston Limited WN
Maple Leaf Foods Inc. MFI

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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 621.471 165.195046 0.09% 3.26% 2.72% 23.15%

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

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