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ISTOXX INDICES

iSTOXX Europe Broad Demography

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Index Description

The iSTOXX Global Broad Demography Index and the iSTOXX Europe Broad Demography Index are derived from the STOXX Global 1800 Index and the STOXX Europe 600 Index respectively, selecting stocks that will be impacted by demographic changes. Those constituents are weighted according to their free-float market cap, with a cap at 10%. The indices are reviewed quarterly.

Key facts

  • Selection from market-representative and liquid benchmarks
  • Innovative concept that focuses on seven industries that will be impacted by demographic changes
  • Broad indices, making them suitable for Exchange Traded Funds

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
iSTOXX Europe Broad Demography 10,324.0 8,556.1 18.2 6.4 325.6 1.1 3.8 0.0 4.1
STOXX Europe 600 13,409.1 10,702.4 17.8 6.2 325.6 1.1 3.0 0.0 3.5

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
iSTOXX Europe Broad Demography 1.4 12.4 16.9 29.3 53.6 N/A N/A 17.2 9.0 9.1
STOXX Europe 600 1.2 10.0 14.2 21.4 45.4 N/A N/A 14.4 6.7 7.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe Broad Demography N/A N/A 10.6 14.8 18.4 N/A N/A 1.2 0.4 0.4
STOXX Europe 600 N/A N/A 10.4 14.5 17.7 N/A N/A 1.0 0.3 0.4
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe Broad Demography 1.0 1.0 1.0 1.0 1.0 1.3 1.6 1.5 1.8 1.9
Index to benchmark Beta Annualized information ratio
iSTOXX Europe Broad Demography 1.0 1.0 1.0 1.0 1.0 2.2 1.6 1.6 1.2 0.6

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of November 29, 2024

ISTOXX INDICES

iSTOXX Europe Broad Demography

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
iSTOXX Europe Broad Demography 16.2 13.2 14.9 14.9 1.8 3.9 1.3 -29.2
STOXX Europe 600 17.8 14.0 15.9 15.9 2.0 3.7 1.3 -80.8

Performance and annual returns

Methodology

The index universe is all constituents in the STOXX Global 1800 Index for the iSTOXX Global Broad Demography Index, and the STOXX Europe 600 Index for the iSTOXX Europe Broad Demography Index. All companies linked to one of the following seven groups according to their ICB sector code are selected: Finance, Infrastructure, Leisure & Luxury, Pharmaceuticals, Resources, Real Estate and Telecom, Media & Tech. All constituents whose ICB sector is not relevant are excluded.

Each selected stock has a free-float market cap weighting, with a 10% capping at the component level.

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

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0321940923 SXEBRDP .SXEBRDP
Gross Return EUR CH0321940949 SXEBRDGR .SXEBRDGR
Net Return EUR CH0321940931 SXEBRDR .SXEBRDR
Gross Return USD CH0322082469 SXEBRDGV .SXEBRDGV
Price USD CH0322082352 SXEBRDL .SXEBRDL
Net Return USD CH0322082378 SXEBRDV .SXEBRDV

Quick Facts

Weighting Free-float market cap
Cap Factor 10%
No. of components Variable
Review frequency Quarterly
Calculation/distribution Price: real-time (every 15 seconds); Net and Gross Return: end-of-day
Calculation hours Please see data vendor codes sheet on www.stoxx.com/datavendorcodes
Base value/base date 100 as of Jun. 21, 2004
History Available from Jun. 21, 2004
Inception date Apr. 29, 2016
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
NOVO NORDISK B Health Care Denmark 3.805%
ASML HLDG Technology Netherlands 3.075%
SAP Technology Germany 2.682%
NOVARTIS Health Care Switzerland 2.356%
ASTRAZENECA Health Care UK 2.314%
ROCHE HLDG P Health Care Switzerland 2.255%
SHELL Energy UK 2.250%
HSBC Banks UK 1.898%
SCHNEIDER ELECTRIC Industrial Goods and Services France 1.638%
TOTALENERGIES Energy France 1.540%

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

4Based on the composition as of November 29, 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.