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
SXTRUNHV
Calculation
Realtime
Dissemination Period
15:30-22:15 CET
ISIN
CH0283325758
Last Value
325.62
+2.55 (+0.79%)
As of CET
Week to Week Change
0.42%
52 Week Change
19.27%
Year to Date Change
6.52%
Daily Low
324.15
Daily High
325.62
52 Week Low
262.04 — 27 Oct 2023
52 Week High
334.47 — 28 Mar 2024
Top 10 Components
| Amazon.com Inc. | US |
| Berkshire Hathaway Inc. Cl B | US |
| UnitedHealth Group Inc. | US |
| JPMorgan Chase & Co. | US |
| MasterCard Inc. Cl A | US |
| Home Depot Inc. | US |
| Costco Wholesale Corp. | US |
| Bank of America Corp. | US |
| Wells Fargo & Co. | US |
| WALMART INC. | US |
Zoom
Low
High
Featured indices
STOXX® Global 1800
$633.5
+1.82
1Y Return
21.99%
1Y Volatility
0.10%
STOXX® Europe 600
€523.88
+0.94
1Y Return
11.72%
1Y Volatility
0.10%
STOXX® USA 500
$408.69
+0.42
1Y Return
27.14%
1Y Volatility
0.12%
EURO STOXX 50®
€5073.77
+9.63
1Y Return
15.69%
1Y Volatility
0.12%
DAX
€18767.06
+62.64
1Y Return
15.67%
1Y Volatility
0.11%