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ISTOXX INDICES

EURO iSTOXX Ocean Care 40

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Index Description

The EURO iSTOXX Ocean Care 40 Index is comprised of 40 large and liquid stocks derived form the EURO STOXX Index universe. Stocks are selected from a pool of companies that are taking initiatives and implementing strong programmes within their business models towards efficient water management and have strong environmental policies.

Key facts

  • Selection of 40 stocks ensures a good diversification within ICB super-sectors.
  • Detailed Sustainalytics Environmental Key Performance Indicators help select companies with strong programmes implemented which ensure responsible water management.
  • Liquidity filter ensures replicability.

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 Ocean Care 40 N/A 1.0 0.0 0.0 0.1 0.0 7.7 0.3 34.9
EURO STOXX 7,369.3 5,358.4 18.0 6.7 248.2 1.3 4.6 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 Ocean Care 40 -2.8 10.4 23.9 21.7 60.1 N/A N/A 24.2 6.8 10.0
EURO STOXX -3.2 7.8 20.2 13.8 43.4 N/A N/A 20.4 4.4 7.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX Ocean Care 40 N/A N/A 11.6 17.4 20.4 N/A N/A 1.9 0.3 0.4
EURO STOXX N/A N/A 11.8 16.8 19.6 N/A N/A 1.6 0.2 0.3
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX Ocean Care 40 1.0 1.0 1.0 1.0 1.0 2.7 2.7 2.7 3.2 3.3
Index to benchmark Beta Annualized information ratio
EURO iSTOXX Ocean Care 40 1.1 1.0 1.0 1.0 1.0 1.6 1.1 1.1 0.7 0.7

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of October 31, 2024

ISTOXX INDICES

EURO iSTOXX Ocean Care 40

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 Ocean Care 40 18.6 14.4 16.8 16.8 2.1 2.9 1.6 25.3
EURO STOXX 16.5 13.6 14.6 14.6 1.7 3.0 1.1 19.8

Performance and annual returns

Methodology

The EURO iSTOXX Ocean Care 40 Index is derived from the EURO STOXX Index universe. Companies which have no sustainable water management policies implemented within their business model (as assessed by Sustainalytics) or are not liquid are not eligible for selection.

Eligible companies are ranked based on their adjusted free-float market capitalization. The top 2 companies in each ICB super-sector are selected for the index. To reach 40 companies the remaining constituents are picked from the top ranked companies which were not yet selected.

The constituents are weighted based on their adjusted free-float market capitalization with a cap at 8%.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0504899284 IXOCE4P IXOCE4P INDEX .IXOCE4P
Net Return EUR CH0504899292 IXOCE4NR IXOCE4NR INDEX .IXOCE4NR
Gross Return EUR CH0504899243 IXOCE4GR IXOCE4GR INDEX .IXOCE4GR
Price USD CH0504899250 IXOCE4L .IXOCE4L
Gross Return USD CH0504899276 IXOCE4GV .IXOCE4GV
Net Return USD CH0504899268 IXOCE4V .IXOCE4V

Quick Facts

Weighting Price-weighted
Cap Factor 8%
No. of components 40
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 09:00:00 18:00:00
Base value/base date 100 as of March 19, 2012
History Available since March 19, 2012
Inception date Oct. 23, 2019
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
SIEMENS Industrial Goods and Services Germany 7.745%
ALLIANZ Insurance Germany 7.015%
ASML HLDG Technology Netherlands 6.777%
L'OREAL Consumer Products and Services France 5.358%
DEUTSCHE TELEKOM Telecommunications Germany 4.732%
AIRBUS Industrial Goods and Services France 4.727%
HERMES INTERNATIONAL Consumer Products and Services France 4.538%
IBERDROLA Utilities Spain 4.445%
BCO SANTANDER Banks Spain 4.122%
INTESA SANPAOLO Banks Italy 4.026%

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

4Based on the composition as of October 31, 2024

ISTOXX INDICES

EURO iSTOXX Ocean Care 40

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.