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SUPERSECTOR INDICES

EURO iSTOXX Banks Cap 5%

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Index Description

The EURO iSTOXX Banks Cap 5% Index replicates the returns of companies from the Eurozone categorized in the Banks supersector according to the Industry Classification Benchmark (ICB). Components are capped to a maximum of 5%.

Key facts

  • Categorization according to the primary source of revenues guarantees an accurate classification of companies in the Banks supersector
  • Suitable to serve as underlying index for products with strict diversification requirements

Descriptive Statistics

Index Market Cap (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO iSTOXX Banks Cap 5% 372.8 295.7 11.0 13.1 16.7 2.6 5.7 0.9 13.3
EURO STOXX 7,762.0 5,653.3 19.0 7.0 277.9 1.2 4.9 0.0 3.3

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
EURO iSTOXX Banks Cap 5% -4.1 26.0 27.9 78.5 107.8 N/A N/A 28.4 21.5 15.9
EURO STOXX -2.6 3.9 8.6 12.9 38.3 N/A N/A 8.7 4.2 6.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX Banks Cap 5% N/A N/A 19.8 29.4 33.9 N/A N/A 1.0 0.6 0.4
EURO STOXX N/A N/A 14.5 21.3 22.7 N/A N/A 0.3 0.1 0.2
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX Banks Cap 5% 0.8 0.8 0.8 0.8 0.8 13.7 12.7 12.4 16.6 19.5
Index to benchmark Beta Annualized information ratio
EURO iSTOXX Banks Cap 5% 1.1 1.1 1.1 1.2 1.2 -1.3 1.7 1.4 1.0 0.5

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of November 29, 2024

SUPERSECTOR INDICES

EURO iSTOXX Banks Cap 5%

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
EURO iSTOXX Banks Cap 5% 6.1 6.5 6.1 6.1 0.7 8.5 N/A N/A
EURO STOXX 16.1 13.4 14.6 14.6 1.7 3.5 1.2 -9.7

Performance and annual returns

Methodology

The components are derived from the parent index, the EURO STOXX Banks, which is constituted of companies from the Eurozone categorized in the Banks supersector. On a quarterly basis, the components are capped at a maximum weight of 5%

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0357527537 ISX7C5P ISXBC5P INDEX .ISX7C5P
Net Return EUR CH0357527578 ISX7C5N .ISX7C5N
Gross Return EUR CH0357533048 ISX7C5G .ISX7C5G
Price USD CH0357534921 ISX7C5K .ISX7C5K
Net Return USD CH0357534962 ISX7C5U .ISX7C5U
Gross Return USD CH0357534988 ISX7C5T .ISX7C5T

Quick Facts

Weighting Free-float market capitalization weighting
Cap Factor 5%
Review frequency Quarterly
Calculation/distribution Realtime
Calculation hours 00:00 CET-18:00 CET
Base value/base date 100 on Jan. 2. 2001
History Since Jan. 2. 2001
Inception date Mar. 2. 2017
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
GRP SOCIETE GENERALE Banks France 5.655%
DEUTSCHE BANK Banks Germany 5.607%
ERSTE GROUP BANK Banks Austria 5.403%
NORDEA BANK Banks Finland 5.132%
BCO SANTANDER Banks Spain 5.037%
KBC GRP Banks Belgium 5.027%
BCO BILBAO VIZCAYA ARGENTARIA Banks Spain 4.909%
UNICREDIT Banks Italy 4.873%
INTESA SANPAOLO Banks Italy 4.838%
COMMERZBANK Banks Germany 4.823%

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

4Based on the composition as of November 29, 2024

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.