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Index Description

The HDAX index portfolio comprises the 40 companies from the DAX, the 50 companies from the MDAX and the 30 companies from the TecDAX. Companies that are included in both the TecDAX and the DAX or MDAX are only included once. As a result, this index includes all large and medium-sized companies on the Regulated Market of Frankfurter Wertpapierboerse (FWB, the Frankfurt Stock Exchange).

Key facts

  • The HDAX index portfolio consists of all companies included in the DAX, MDAX and TecDAX.
  • Components are capped at a maximum weight of 10% on a quarterly basis.
  • The index is free-float market capitalization weighted.

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
HDAX 2,088.6 1,613.8 15.8 4.0 170.3 0.4 10.6 0.0 5.6
Regulated Market All Share 2,634.6 1,937.2 5.1 0.2 274.0 0.0 14.1 N/A 3.8

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
HDAX 8.5 8.5 24.6 31.7 55.1 N/A N/A 25.2 9.7 9.2
Regulated Market All Share 8.9 8.9 23.7 30.7 59.3 N/A N/A 24.3 9.4 9.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
HDAX N/A N/A 12.1 17.0 20.5 N/A N/A 1.5 0.4 0.3
Regulated Market All Share N/A N/A 12.0 16.5 19.6 N/A N/A 1.5 0.4 0.4
Index to benchmark Correlation Tracking error (%)
HDAX 1.0 1.0 1.0 1.0 1.0 2.3 2.3 2.1 1.5 1.8
Index to benchmark Beta Annualized information ratio
HDAX 1.0 1.0 1.0 1.0 1.0 -1.9 -1.9 0.3 0.2 -0.2

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

2Based on EURIBOR1M

(EUR, Total Return), all data as of January 31, 2025

BLUE CHIP INDICES

HDAX

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
HDAX 23.8 15.1 17.5 17.5 1.7 N/A 0.9 -2.0
Regulated Market All Share 23.5 14.8 17.2 17.2 1.7 2.8 0.8 -2.4

Performance and annual returns