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Index Description

The EURO STOXX 50 Daily Short 5 aims to replicate the opposite of the daily performance of the EURO STOXX 50 , with a multiplicative factor.

Key facts

  • Provides an exposure that reflects a strong, bearish conviction on the EURO STOXX 50 .
  • Includes borrowing costs on underlying securities and earns a liquidity spread over overnight interest rates on short-sale proceeds and capital.
  • Serves as an underlying for a variety of financial products such as options, futures and ETFs.

Descriptive Statistics

Index Market Cap (USD ) Components (USD ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO STOXX 50 Daily Short 5 N/A N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 N/A N/A N/A N/A N/A N/A N/A N/A N/A

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
EURO STOXX 50 Daily Short 5 -36.6 -36.6 -52.9 4,429.0 41.7 N/A N/A -53.3 262.4 7.3
EURO STOXX 50 8.6 8.6 12.4 29.6 58.2 N/A N/A 12.6 9.1 9.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX 50 Daily Short 5 N/A N/A 79.7 60,270.4 46,667.2 N/A N/A -1.0 0.0 0.0
EURO STOXX 50 N/A N/A 15.9 22.0 24.1 N/A N/A 0.5 0.3 0.3
Index to benchmark Correlation Tracking error (%)
EURO STOXX 50 Daily Short 5 -1.0 -1.0 -1.0 0.0 0.0 105.0 105.0 95.9 60,310.0 46,685.8
Index to benchmark Beta Annualized information ratio
EURO STOXX 50 Daily Short 5 -5.0 -5.0 -5.0 -64.0 -34.6 -6.0 -6.0 -1.1 0.0 0.0

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

2Based on EURIBOR1M

(USD, Total Return - GR), all data as of January 31, 2025

STRATEGY INDICES

EURO STOXX 50 Daily Short 5

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 Daily Short 5 N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns