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BLUE CHIP INDICES

STOXX Digital Asset Blue Chip

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Index Description

The STOXX Digital Asset Blue Chip Index tracks a diversified basket of assets, utilizing crypto native metrics to select those which serve as a reflection of the crypto universe today. The index tracks the performance of those assets which are deemed to be ‘blue chip’ in terms of quality, activity, robustness and financial strength.

Key facts

  • Index provides exposure to Blue chip digital assets.
  • Bitcoin Suisse Taxonomy ensures incorporation of assets from different use-case sectors.
  • Selection metrics are based on the quality, robustness, activity and financial strength of assets.
  • Capping enables significant representation of assets other than BTC and ETH.

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Digital Asset Blue Chip 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
STOXX Digital Asset Blue Chip 6.4 6.1 44.0 -37.8 N/A N/A N/A 43.8 -14.6 N/A
EURO STOXX 50 -3.5 6.8 18.9 13.6 33.9 N/A N/A 19.1 4.4 6.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Digital Asset Blue Chip N/A N/A 51.1 58.2 N/A N/A N/A 0.7 -0.3 N/A
EURO STOXX 50 N/A N/A 13.0 18.1 21.0 N/A N/A 1.4 0.2 0.2
Index to benchmark Correlation Tracking error (%)
STOXX Digital Asset Blue Chip 0.4 0.3 0.2 0.4 N/A 40.6 51.2 50.0 54.8 N/A
Index to benchmark Beta Annualized information ratio
STOXX Digital Asset Blue Chip 1.5 1.0 0.9 1.2 N/A 2.7 0.1 0.5 -0.3 N/A

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

2Based on EURIBOR1M

(EUR, Price), all data as of October 31, 2024

BLUE CHIP INDICES

STOXX Digital Asset Blue Chip

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
STOXX Digital Asset Blue Chip 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

Methodology

The STOXX Digital Asset Blue Chip Index tracks a diversified basket of assets, utilizing crypto native metrics to select quality assets. The index tracks the performance of those assets which are deemed to be ‘blue chip’ in terms of quality, robustness and financial strength.

Assets are selected based on a multi-step procedure which seeks to identify the strongest and most representative assets in each eligible sector of the Bitcoin Suisse Global Crypto Taxonomy. At each review, a set of crypto-specific review metrics are calculated and used to rank the assets within their respective sectors, with this, in turn, determining the final index composition. The index is market capitalization weighted and is reviewed on a quarterly basis in March, June, September and December.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1213357705 SXDABCE SXDABCE INDEX .SXDABCE
Price USD CH1213357713 SXDABCU SXDABCU INDEX .SXDABCU

Quick Facts

Weighting Market cap weighted
Cap Factor A single asset weight should not exceed 30%
No. of components Variable
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 09:00:00 17:50:00
Base value/base date 1000 as of March. 22, 2021
History Available from Mar. 22, 2021
Inception date December. 06, 2023
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

BLUE CHIP INDICES

STOXX Digital Asset Blue Chip

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.