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BLUE CHIP INDICES

EURO STOXX 50 Subindex Germany

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Index Description

The EURO STOXX 50® Index, Europe's leading blue-chip index for the Eurozone, provides a blue-chip representation of supersector leaders in the region. The index covers 50 stocks from 11 Eu-rozone countries: Austria, Belgium, Finland, France, Germany, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain. The EURO STOXX 50 Index is licensed to financial institutions to serve as an underlying for a wide range of investment products such as exchange-traded funds (ETFs), futures, options and structured products worldwide. The following single-country sub-indices are derived from the EURO STOXX 50 Index: EURO STOXX 50 Subindex France, EURO STOXX 50 Subindex Germany, EURO STOXX 50 Subindex Italy, EURO STOXX 50 Subindex Netherlands and EURO STOXX 50 Subindex Spain. Each one covers EURO STOXX 50 components from the indicated country.

Key facts

  • Components for each sub-index are selected from the EURO STOXX 50, providing a blue-chip representation of the respective country’s supersector leaders.
  • Components are weighted based on free-float market cap.

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 STOXX 50 Subindex Germany 1,111.1 963.1 68.8 41.4 241.3 18.4 25.1 1.9 3.1
EURO STOXX 50 4,400.3 3,421.8 68.4 54.8 271.2 17.0 7.9 0.5 3.4

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
EURO STOXX 50 Subindex Germany 2.0 20.2 20.2 32.6 59.4 N/A N/A 20.5 10.0 9.9
EURO STOXX 50 1.9 11.9 11.9 25.6 51.8 N/A N/A 12.0 8.0 8.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX 50 Subindex Germany N/A N/A 13.2 17.6 21.7 N/A N/A 1.2 0.4 0.4
EURO STOXX 50 N/A N/A 13.5 17.7 21.0 N/A N/A 0.6 0.3 0.3
Index to benchmark Correlation Tracking error (%)
EURO STOXX 50 Subindex Germany 0.9 0.9 0.9 1.0 1.0 5.4 5.1 5.1 5.3 5.7
Index to benchmark Beta Annualized information ratio
EURO STOXX 50 Subindex Germany 1.0 0.9 0.9 0.9 1.0 0.1 1.4 1.4 0.3 0.2

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of December 31, 2024

BLUE CHIP INDICES

EURO STOXX 50 Subindex Germany

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 STOXX 50 Subindex Germany 17.8 14.6 17.2 17.2 1.7 4.0 0.9 17.5
EURO STOXX 50 15.8 14.2 15.7 15.7 1.9 3.6 1.3 20.3

Performance and annual returns

Methodology

The universe for the country sub-indices is comprised of all the components of the parent index, the EURO STOXX 50 Index. From the universe described above, a filter is applied in terms of country, with each sub-index including only components from its respective country.

The following country sub-indices are available: EURO STOXX 50 Subindex France, EURO STOXX 50 Subindex Germany, EURO STOXX 50 Subindex Italy, EURO STOXX 50 Subindex Netherlands and EURO STOXX 50 Subindex Spain.

All country subindices are weighted based on free-float market cap. The indices are reviewed in line with the EURO STOXX 50 Index.

The detailed methodology including the calculation formula can be found in our rulebooks: www.stoxx.com/rulebooks

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0116051597 SX5DET .SX5DET
Price EUR CH0116051571 SX5DEE SX5DEE INDEX .SX5DEE
Gross Return EUR CH0116051555 SX5DEGT .SX5DEGT
Price USD CH0116051589 SX5DEK .SX5DEK
Gross Return USD CH0116051563 SX5DEGU .SX5DEGU
Net Return USD CH0116051605 SX5DEU .SX5DEU

Quick Facts

Weighting Free Float Market Capitalization
Cap Factor
No. of components Not Fixed
Review frequency Quarterly
Calculation/distribution dayend
Calculation hours 18:00:00 18:00:00
Base value/base date 1000 as of Sep. 20, 2002
History 15
Inception date Jan. 31, 2018
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
SAP Technology Germany 25.054%
SIEMENS Industrial Goods and Services Germany 14.723%
ALLIANZ Insurance Germany 12.035%
DEUTSCHE TELEKOM Telecommunications Germany 10.743%
MUENCHENER RUECK Insurance Germany 6.765%
ADIDAS Consumer Products and Services Germany 4.426%
DEUTSCHE BOERSE Financial Services Germany 4.348%
INFINEON TECHNOLOGIES Technology Germany 4.258%
BASF Chemicals Germany 3.935%
MERCEDES-BENZ GROUP Automobiles and Parts Germany 3.876%

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

4Based on the composition as of December 31, 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.