Source R Equal-Risk European Equity UCITS ETF A

ISIN

DE000A12D253

Index

R Risk-Based European Equity

Equity Europe

R Risk-Based European Equity Index applis an alternative risk-based approach to index construction. The index contains 125 of the least risky stocks among Top 250 largest European companies based on free-float market capitalisation. Index constituents are selected by removing the 50% highest marginal risk contributors (in terms of volatility and cross-correlation) to exclude unnecessary risk.