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ISTOXX INDICES

EURO iSTOXX Sector Exclusions

Index Description

EURO iSTOXX Sector Exclusions index is designed to measure the constituents of the EURO STOXX index, excluding companies within certain ICB Industries and ICB Sectors.

Key facts

  • Components are capped at a maximum weight of 5%

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
EURO iSTOXX Sector Exclusions 5,420.2 3,765.6 20.4 7.9 187.2 1.6 5.0 0.0 6.5
EURO STOXX 7,650.4 5,543.6 18.7 7.0 297.9 1.4 5.4 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 Sector Exclusions 1.4 14.3 21.9 23.6 53.6 N/A N/A 22.3 7.4 9.1
EURO STOXX 1.0 11.4 20.0 22.5 50.0 N/A N/A 20.4 7.1 8.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX Sector Exclusions N/A N/A 12.3 17.2 19.6 N/A N/A 1.4 0.3 0.4
EURO STOXX N/A N/A 12.1 16.9 19.7 N/A N/A 1.3 0.3 0.4
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX Sector Exclusions 1.0 1.0 1.0 1.0 1.0 1.8 1.8 1.9 2.2 2.2
Index to benchmark Beta Annualized information ratio
EURO iSTOXX Sector Exclusions 1.0 1.0 1.0 1.0 1.0 2.4 1.9 0.9 0.2 0.2

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of September 30, 2024

ISTOXX INDICES

EURO iSTOXX Sector Exclusions

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 Sector Exclusions 16.5 13.7 14.3 14.3 1.7 3.0 1.3 18.3
EURO STOXX 17.0 14.0 15.0 15.0 1.8 2.9 1.2 18.7

Performance and annual returns

Methodology

EURO iSTOXX Sector Exclusions index is designed to measure the constituents of the EURO STOXX index, excluding companies within certain ICB Industries and ICB Sectors that are listed as follows:

ICB Industry Energy

ICB Industry Utilities

ICB Industry Basic Materials

ICB Industry Industrials except ICB Sector Electronic and Electrical Equipment

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1195947564 ISXSER ISXSER INDEX .ISXSER
Gross Return EUR CH1195947572 ISXSEGR .ISXSEGR
Price EUR CH1195947556 ISXSE .ISXSE

Quick Facts

Weighting Free-float market capitalization
Cap Factor Each component at 5%
No. of components Variable
Review frequency Quarterly
Calculation/distribution Realtime
Calculation hours 09:00:00 18:00:00
Base value/base date 100 as of June. 19, 2006
History Available from June. 19, 2006
Inception date July. 13, 2022
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

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.

ISTOXX INDICES

EURO iSTOXX Sector Exclusions

Top 10 Components4

Company Supersector Country Weight
ASML HLDG Technology Netherlands 4.972%
SAP Technology Germany 4.943%
LVMH MOET HENNESSY Consumer Products and Services France 4.673%
SCHNEIDER ELECTRIC Industrial Goods and Services France 3.611%
SANOFI Health Care France 3.144%
ALLIANZ Insurance Germany 3.069%
L'OREAL Consumer Products and Services France 2.579%
DEUTSCHE TELEKOM Telecommunications Germany 2.510%
HERMES INTERNATIONAL Consumer Products and Services France 2.058%
BCO SANTANDER Banks Spain 1.893%

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

4Based on the composition as of September 30, 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.