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ISTOXX INDICES

iSTOXX Global Megatrends Select 50

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Index Description

The iSTOXX Global Megatrends Select 50 Index tracks companies that are exposed to a defined set of demographic and technological megatrends that are expected to change the world as we know it. Index screens select stocks with the lowest volatilities and highest dividend yields. The index constituents are linked to one or more of the following themes: Infrastructure, Sharing Economy, Industry 4.0, Smart Cities, Housing Construction, Next Generation Telecoms, Millennials, Fintech, Silver Economy. These companies or components of their business lines are positioned to benefit from long-term structural trends as their products and services are necessary to cater the needs of the growing populations and the citizens of the future and are expected to play a key part in addressing the challenges of rapid urbanization and growth consumerism globally. Revere (RBICS) data allow a detailed breakdown of the revenue sources of the eligible companies, helping this index to select companies with substantial exposure to the respective themes. The index excludes companies in breach of Global Standards Screening, and those involved with weapons, adult entertainment, gambling, oil & gas, thermal coal, nuclear power and tobacco. The final composition list is made up of the 50 companies from the pre-selected universe that have the lowest volatilities and highest dividend yields, observing caps in the representation of ICB sectors and countries to ensure diversification.

Key facts

  • Selection of 50 liquid stocks with low volatility and high dividend yield.
  • Index allows targeted investment in megatrends that are expected to change the world as we know it.
  • Detailed Revere data help select companies with a revenue exposure to sectors related and positively affected by these megatrends.
  • Liquidity filter ensures replicability.
  • Companies are Global Standards Screening-compliant and are not involved in Controversial Weapons.
  • Product involvement filters are applied.

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
iSTOXX Global Megatrends Select 50 N/A 1.1 0.0 0.0 0.0 0.0 2.8 1.2 112.3
STOXX Global Select 100 USD N/A 1.1 0.0 0.0 0.0 0.0 1.5 0.7 129.4

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
iSTOXX Global Megatrends Select 50 1.8 7.6 15.6 0.4 -3.0 N/A N/A 15.9 0.1 -0.6
STOXX Global Select 100 USD 0.3 4.2 8.2 -1.5 -11.8 N/A N/A 8.3 -0.5 -2.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global Megatrends Select 50 N/A N/A 10.9 13.8 17.5 N/A N/A 1.0 -0.2 -0.1
STOXX Global Select 100 USD N/A N/A 8.5 10.1 14.3 N/A N/A 0.6 -0.3 -0.3
Index to benchmark Correlation Tracking error (%)
iSTOXX Global Megatrends Select 50 0.3 0.8 0.8 0.8 0.8 10.5 6.7 6.8 8.6 9.3
Index to benchmark Beta Annualized information ratio
iSTOXX Global Megatrends Select 50 0.3 1.0 1.0 1.1 1.0 1.8 0.5 1.0 0.1 0.2

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

2Based on EURIBOR1M

(USD, Price), all data as of November 29, 2024

ISTOXX INDICES

iSTOXX Global Megatrends Select 50

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 Global Megatrends Select 50 18.8 13.5 15.3 15.3 1.6 4.4 1.3 3.9
STOXX Global Select 100 USD 16.3 13.1 15.0 15.0 1.4 5.0 0.9 5.1

Performance and annual returns

Methodology

The index universe is the STOXX Global Total Market index. Companies with revenue exposure above 25% to the sectors associated to 9 distinct megatrends (Infrastructure, Sharing Economy, Industry 4.0, Smart Cities, Housing Construction, Next Generation Telecoms, Millennials, Fintech, Silver Economy) are selected. Additional filters are applied to ensure companies engaged in controversial weapons, or non-compliant with the Global Standards Screening, are excluded. Furthermore, companies with involvement in Oil & Gas (conventional and unconventional), Nuclear Power, Tobacco, Alcohol, Gambling and Adult Entertainment are also excluded. The eligible companies are ranked based on their volatility; the top 50% of companies with the lowest volatility proceed to the next step. All remaining companies are ranked based on their dividend yield; the 50 companies with the highest yields are selected such that country and industry diversification constraints are met.

The index is weighted by the inverse of the selected stocks' volatility, capped at 10% and reviewed quarterly.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0520503233 IXGTRNDP IXGTRNDP INDEX .IXGTRNDP
Net Return EUR CH0520503241 IXGTRNDN .IXGTRNDN
Gross Return EUR CH0520503258 IXGTRNDG .IXGTRNDG
Net Return USD CH0520503274 IXGTRNDV .IXGTRNDV
Price USD CH0520503266 IXGTRNDL IXGTRNDL INDEX .IXGTRNDL
Gross Return USD CH0520503282 IXGTRNDU .IXGTRNDU

Quick Facts

Weighting Inverse-volatility weighted
Cap Factor 0.1
No. of components 50
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 00:00:00 22:00:00
Base value/base date 100 as of Jun. 18, 2012
History Available from Jun. 18, 2012
Inception date Jan. 29, 2020
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
ITALGAS Utilities Italy 2.774%
Morgan Stanley Financial Services USA 2.744%
Redeia Corporacion Utilities Spain 2.559%
Northern Trust Corp. Financial Services USA 2.539%
Transurban Group Industrial Goods and Services Australia 2.528%
MEDTRONIC PLC Health Care USA 2.463%
APPLE HOSPITALITY REIT Real Estate USA 2.460%
Cisco Systems Inc. Telecommunications USA 2.459%
AT&T Inc. Telecommunications USA 2.452%
PREMIER CLASS A Health Care USA 2.431%

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.