Summary
The iSTOXX Global Demography Select 50 EUR Index is derived from the STOXX Global 1800 and selects stocks from sectors that will be impacted by demographic changes and which pay high dividends and display low volatility.
In a first step, all companies are ranked into seven groups according to their ICB sector code: Finance, Infrastructure, Leisure & Luxury, Pharmaceuticals, Resources, Real Estate and Telecom & Media & Tech. All stocks whose ICB sector is not relevant are excluded. The component selection process then excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 50 stocks with the highest 12-month historical dividend yields are selected to be included in the index. The percentage of exclusion/inclusion at each step is the same.
Those constituents are weighted according to the inverse of their volatility, with a cap at 10%. The indices are reviewed quarterly.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Top 10 Components
| NETLINK | SG |
| FRASERS CENTREPOINT TST. | SG |
| MITSUI FUDOSAN LOGIST PARK | JP |
| REALTY INCOME | US |
| DAIWA HOUSE REIT INVESTMENT | JP |
| MAPLETREE INDUSTIAL TST | SG |
| INDL.& INFR.FUND INV. | JP |
| UNITED URB.INV. | JP |
| ASR NEDERLAND NV | NL |
| AUSTRALIAN PIPELINE | AU |