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
SXTRUNMV
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0283325725
Last Value
380.74
-4.84 (-1.26%)
As of CET
Week to Week Change
-2.85%
52 Week Change
19.41%
Year to Date Change
11.26%
Daily Low
380.53
Daily High
387.22
52 Week Low
294.99 — 27 Oct 2023
52 Week High
391.93 — 30 Aug 2024
Top 10 Components
| Amazon.com Inc. | US |
| Microsoft Corp. | US |
| Berkshire Hathaway Inc. Cl B | US |
| UnitedHealth Group Inc. | US |
| Eli Lilly & Co. | US |
| JPMorgan Chase & Co. | US |
| ALPHABET CLASS C | US |
| MasterCard Inc. Cl A | US |
| TESLA | US |
| Home Depot Inc. | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800 - USD (Price Return)
$680.65
+2.49
1Y Return
31.49%
1Y Volatility
0.11%
STOXX® Europe 600 - EUR (Price Return)
€528.14
+2.53
1Y Return
18.18%
1Y Volatility
0.10%
STOXX® USA 500 - USD (Price Return)
$444.9
+0.62
1Y Return
35.42%
1Y Volatility
0.13%
EURO STOXX 50® - EUR (Price Return)
€5065.84
+33.25
1Y Return
22.61%
1Y Volatility
0.13%
DAX - EUR (Total Return)
€19474.23
+235.87
1Y Return
27.97%
1Y Volatility
0.12%