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ISTOXX INDICES

iSTOXX MUTB Global ex Japan Quality 150 Monthly Hedged

Index Description

STOXX Hedged indices measure the performance of an underlying index while at the same time eliminating foreign currency fluctuations. The indices combine the performance of the underlying STOXX index with a hypothetical, rolling investment into one-month foreign exchange forward contracts.

Key facts

  • Eliminates the risk of currency fluctuations at the cost of potential currency gains.

Descriptive Statistics

Index Market Cap (JPY ) Components (JPY ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX MUTB Global ex Japan Quality 150 Monthly Hedged N/A N/A N/A N/A N/A N/A N/A N/A N/A
iSTOXX MUTB Global ex Japan Quality 150 N/A N/A N/A N/A N/A N/A N/A N/A N/A

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
iSTOXX MUTB Global ex Japan Quality 150 Monthly Hedged 1.8 12.2 15.7 5.0 79.3 N/A N/A 15.7 1.7 12.4
iSTOXX MUTB Global ex Japan Quality 150 0.4 20.6 24.0 56.0 183.6 N/A N/A 24.0 15.9 23.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX MUTB Global ex Japan Quality 150 Monthly Hedged N/A N/A 11.0 16.3 19.3 N/A N/A 0.9 0.0 0.6
iSTOXX MUTB Global ex Japan Quality 150 N/A N/A 15.4 19.5 22.0 N/A N/A 1.1 0.6 0.9
Index to benchmark Correlation Tracking error (%)
iSTOXX MUTB Global ex Japan Quality 150 Monthly Hedged 0.9 0.8 0.8 0.9 0.9 17.8 10.3 9.7 10.1 8.8
Index to benchmark Beta Annualized information ratio
iSTOXX MUTB Global ex Japan Quality 150 Monthly Hedged 0.5 0.6 0.6 0.7 0.8 1.3 -1.1 -0.7 -1.4 -1.1

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

2Based on EURIBOR1M

(JPY, Gross Return), all data as of August 30, 2024

ISTOXX INDICES

iSTOXX MUTB Global ex Japan Quality 150 Monthly Hedged

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
iSTOXX MUTB Global ex Japan Quality 150 Monthly Hedged N/A N/A N/A N/A N/A N/A N/A N/A
iSTOXX MUTB Global ex Japan Quality 150 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns