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BLUE CHIP INDICES

DAX

Index Description

DAX tracks the performance of the 40 largest companies listed on the Regulated Market of Frankfurter Wertpapierboerse (FWB, the Frankfurt Stock Exchange) that fulfil certain minimum quality and profitability requirements. Component selection is based on free float market capitalization. DAX is primarily calculated as a performance index and is therefore one of the few major country indices that also takes dividend yields into account, thus fully reflecting the actual performance of an investment in the index portfolio.

Key facts

  • DAX is the defining index for the German equity market, it serves as underlying for financial products (options, futures, ETFs, structured products) and for benchmarking purposes.
  • DAX is well diversified across sectors and generally covers over three quarters of the aggregated free float market capitalization of companies listed on the Regulated Market of FWB.
  • Index calculation and index composition is determined on the basis of a clear and publicly available set of rules.
  • To be eligible for index inclusion, companies must fulfill a set of basic criteria. The selection of index components is based on free float market capitalization.
  • The index composition is reviewed quarterly in March, June, September and December.
  • Index components are capped at a maximum weight of 15% on a quarterly basis.

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
DAX 1,635.8 1,318.4 33.0 20.4 193.5 5.2 14.7 0.4 3.2
Regulated Market All Share 2,331.8 1,689.9 4.3 0.2 193.5 0.0 11.5 0.0 N/A

Supersector weighting (top 10)

Country weighting

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
DAX -1.4 8.9 12.9 17.4 47.1 N/A N/A 13.3 5.5 8.0
Regulated Market All Share -2.0 N/A N/A N/A N/A N/A N/A N/A N/A N/A
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
DAX N/A N/A 11.4 17.4 21.0 N/A N/A 0.9 0.2 0.3
Regulated Market All Share N/A N/A 11.7 11.7 11.7 N/A N/A 0.1 0.1 0.1
Index to benchmark Correlation Tracking error (%)
DAX 1.0 1.0 1.0 1.0 1.0 2.1 2.3 2.3 2.3 2.3
Index to benchmark Beta Annualized information ratio
DAX 1.0 1.0 1.0 1.0 1.0 3.7 0.5 0.5 0.5 0.5

1For information on data calculation, please refer to STOXX calculation reference guide

2Based on EURIBOR1M

(EUR, Total Return), all data as of June 28, 2024

BLUE CHIP INDICES

DAX

Fundamentals

Index Price/earnings incl. negative Price/earnings excl. negative Price/book Dividend yield (%)3 Price/sales Price/cash flow
Trailing Projected Trailing Projected Trailing Trailing Trailing
DAX 18.7 12.9 15.6 15.6 1.4 2.5 0.9 18.7
Regulated Market All Share 19.9 12.2 14.6 14.6 1.4 N/A 0.7 17.6

Performance and annual returns