Summary
Traditional equity indices bundle companies based on their country of domicile and primary listing, regardless of where the selected companies generate their revenues. In the absence of such consideration, the outcome is overlaps in regional revenue exposure among indices. Viewed in a portfolio context, revenue overlaps among portfolio constituents increase correlations between indices. STOXX TRU Indices take into account each company's revenue exposure to single countries in the selection process and focus on companies that generate all or a significant portion of their revenues in targeted countries or regions.
This enables STOXX TRU Indices to offer similar levels of volatility but significantly lower correlations. Viewed in a portfolio context, a combination of STOXX TRU indices is therefore found to increase portfolio efficiency, i.e. to offer more return per unit of risk taken compared to the use of traditional equity indices.
This enables STOXX TRU Indices to offer similar levels of volatility but significantly lower correlations. Viewed in a portfolio context, a combination of STOXX TRU indices is therefore found to increase portfolio efficiency, i.e. to offer more return per unit of risk taken compared to the use of traditional equity indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SXTRUNMP
Calculation
End-of-day
Dissemination Period
22:30-22:30 CET
ISIN
CH0283324306
Last Value
419.5
+2.48 (+0.59%)
As of CET
Week to Week Change
-2.71%
52 Week Change
24.99%
Year to Date Change
22.82%
Daily Low
419.5
Daily High
419.5
52 Week Low
335.62 — 20 Dec 2023
52 Week High
437.88 — 2 Dec 2024
Top 10 Components
| Amazon.com Inc. | US |
| Microsoft Corp. | US |
| TESLA | US |
| Berkshire Hathaway Inc. Cl B | US |
| ALPHABET CLASS C | US |
| JPMorgan Chase & Co. | US |
| UnitedHealth Group Inc. | US |
| MasterCard Inc. Cl A | US |
| Eli Lilly & Co. | US |
| Costco Wholesale Corp. | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$675.75
+4.79
1Y Return
17.69%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€502.19
-4.47
1Y Return
5.15%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$460.43
+5.10
1Y Return
25.62%
1Y Volatility
0.13%
EURO STOXX 50® - EUR (Price Return)
€4862.28
-16.72
1Y Return
7.54%
1Y Volatility
0.14%
DAX - EUR (Total Return)
€19884.75
-85.11
1Y Return
19.03%
1Y Volatility
0.12%