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BLUE CHIP INDICES

DAX 10% Capped

Index Description

The DAX 10% Capped index is an alternative version to DAX for investors seeking a higher degree of diversification. The DAX 10% Capped is methodologically equal to the DAX index except that the capping limit is set to 10%.

Key facts

  • The DAX 10% Capped index is methodologically equal to the DAX except that the capping limit is set at 10%.
  • The DAX 10% Capped index always contains the same 40 components as DAX.

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 10% Capped 1,562.3 1,257.1 31.4 20.4 134.5 5.2 10.7 0.4 6.3
DAX 1,635.8 1,318.4 33.0 20.4 193.5 5.2 14.7 0.4 3.2

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 10% Capped -2.0 8.5 12.5 17.0 46.6 N/A N/A 12.9 5.4 8.0
DAX -1.4 8.9 12.9 17.4 47.1 N/A N/A 13.3 5.5 8.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
DAX 10% Capped N/A N/A 11.3 17.4 21.0 N/A N/A 0.8 0.2 0.3
DAX N/A N/A 11.4 17.4 21.0 N/A N/A 0.9 0.2 0.3
Index to benchmark Correlation Tracking error (%)
DAX 10% Capped 1.0 1.0 1.0 1.0 1.0 0.8 0.6 0.4 0.3 0.2
Index to benchmark Beta Annualized information ratio
DAX 10% Capped 1.0 1.0 1.0 1.0 1.0 -10.3 -1.1 -0.8 -0.5 -0.4

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 10% Capped

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 10% Capped 18.1 12.4 15.0 15.0 1.4 2.6 0.8 18.0
DAX 18.7 12.9 15.6 15.6 1.4 2.5 0.9 18.7

Performance and annual returns

Methodology

For the DAX 10% Capped index, the same index calculation and index selection rules as for DAX apply. Only the capping method is different, as the capping limit for the DAX 10% Capped index is set to 10%.

The detailed DAX 10% Capped index methodology can be found in the DAX Equity Index Methodology Guide.

The detailed index calculation formula can be found in the DAX Equity Index Calculation Guide.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR DE000A404980 DAXNR10 DAXNR10 INDEX .DAXNR10
Price EUR DE000A404972 DAXK10 DAXPR10 INDEX .DAXK10
Total Return EUR DE000A404998 DAX10 DAXTR10 INDEX .DAX10
Net Return USD DE000A4049B8 DAXN10US .DAXN10US
Total Return USD DE000A4049C6 DAX10US .DAX10US
Price USD DE000A4049A0 DAXK10US .DAXK10US

Quick Facts

Weighting Free-float market cap
Cap Factor 0.1
No. of components 40
Review frequency Quarterly
Calculation/distribution realtime, 1 sec
Calculation hours 9:00 - 18:00 CET
Base value/base date 1,000 as of Dec. 30, 1987
History Available since Jun. 21, 1999
Inception date Mar. 18, 2024
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

BLUE CHIP INDICES

DAX 10% Capped

Top 10 Components4

Company Supersector Country Weight
SAP Technology Germany 10.698%
SIEMENS Industrial Goods and Services Germany 10.216%
ALLIANZ Insurance Germany 8.086%
DEUTSCHE TELEKOM Telecommunications Germany 6.689%
AIRBUS Industrial Goods and Services France 6.004%
AIRBUS Industrial Goods and Services Germany 6.004%
MUENCHENER RUECK Insurance Germany 4.969%
MERCEDES-BENZ GROUP Automobiles and Parts Germany 3.798%
INFINEON TECHNOLOGIES Technology Germany 3.564%
BASF Chemicals Germany 3.208%

3Net dividend yield is calculated as net return index return minus price index return

4Based on the composition as of June 28, 2024