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BLUE CHIP INDICES

EURO STOXX 50 Equal Weight

Index Description

The EURO STOXX 50 Equal Weight measures the performance of the the same stocks as the standard free-float market cap weighted indices but use a different weighting scheme by attributing to each component the same weight. The index has a fixed number of components and is part of the STOXX blue-chip index family. The index captures about 60% of the free-float market cap of the respective Total Market Index (TMI).

Key facts

  • The reduced importance of single components makes the index performance less dependent on the performance of individual members.
  • Smaller companies are more strongly represented in the EURO STOXX 50 Equal Weight than in the parent index

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 Equal Weight N/A 5,090.7 101.8 101.0 123.4 90.8 2.4 1.8 25.3
EURO STOXX 50 4,266.9 3,299.9 66.0 48.9 321.8 17.8 9.8 0.5 6.5

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 Equal Weight 1.3 1.3 14.3 40.6 58.8 N/A N/A 14.5 12.1 9.8
EURO STOXX 50 3.0 3.0 15.4 46.2 71.2 N/A N/A 15.6 13.6 11.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX 50 Equal Weight N/A N/A 13.9 17.8 21.1 N/A N/A 0.7 0.5 0.4
EURO STOXX 50 N/A N/A 13.9 18.1 21.0 N/A N/A 0.8 0.6 0.5
Index to benchmark Correlation Tracking error (%)
EURO STOXX 50 Equal Weight 1.0 1.0 1.0 1.0 1.0 3.8 3.8 2.6 2.7 2.6
Index to benchmark Beta Annualized information ratio
EURO STOXX 50 Equal Weight 0.8 0.8 1.0 1.0 1.0 -5.2 -5.2 -0.4 -0.5 -0.6

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

2Based on EURIBOR1M

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

BLUE CHIP INDICES

EURO STOXX 50 Equal Weight

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 Equal Weight 13.0 10.9 11.8 11.8 1.6 4.2 0.9 17.1
EURO STOXX 50 14.8 12.8 14.0 14.0 2.0 3.7 1.3 19.3

Performance and annual returns

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