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ISTOXX INDICES

EURO iSTOXX Women in Management High Dividend 30

Index Description

The EURO iSTOXX Women in Management High Dividend 30 Index tracks the performance of 30 liquid high dividend-paying stocks. The components are selected from a pool of companies with high percentage of women executives among their ranks. Industry and country neutrality filters are applied in the selection process to ensure diversification. Companies that are non-compliant with the Global Standards Screening (GSS) or are involved in Controversial Weapons activities, as identified by Sustainalytics, are excluded.

Key facts

  • Selection of 30 liquid stocks with high dividend yield
  • Index allows investment in companies with high percentage of female executive members
  • Companies are GSS compliant and are not involved in Controversial Weapons
  • Product involvement filters are applied

Descriptive Statistics

Index Market Cap (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO iSTOXX Women in Management High Dividend 30 1,218.5 1,054.2 35.1 23.7 107.7 8.3 10.2 0.8 68.6
EURO STOXX Select Dividend 30 N/A 1.2 0.0 0.0 0.1 0.0 6.1 1.7 22.8

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 iSTOXX Women in Management High Dividend 30 0.4 6.7 17.8 26.2 9.6 N/A N/A 18.1 8.2 1.9
EURO STOXX Select Dividend 30 1.8 12.4 23.2 -0.9 7.6 N/A N/A 23.6 -0.3 1.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX Women in Management High Dividend 30 N/A N/A 14.2 20.2 24.5 N/A N/A 0.9 0.3 0.0
EURO STOXX Select Dividend 30 N/A N/A 14.0 20.2 23.9 N/A N/A 1.3 -0.1 0.0
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX Women in Management High Dividend 30 1.0 0.9 0.9 1.0 1.0 4.0 4.6 4.6 5.8 6.4
Index to benchmark Beta Annualized information ratio
EURO iSTOXX Women in Management High Dividend 30 1.1 1.0 1.0 1.0 1.0 -4.2 -1.6 -1.0 1.4 0.1

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

2Based on EURIBOR1M

(USD, Price), all data as of September 30, 2024

ISTOXX INDICES

EURO iSTOXX Women in Management High Dividend 30

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 iSTOXX Women in Management High Dividend 30 10.2 9.3 10.1 10.1 1.2 5.3 0.7 15.6
EURO STOXX Select Dividend 30 9.1 8.6 8.8 8.8 0.8 5.9 0.5 15.2

Performance and annual returns

Methodology

The parent index is the EURO STOXX Index. First, stocks that rank in the top 50% in terms of percentage of female executive members are retained. Additional filters are applied to ensure GSS non-compliant companies or engaged in controversial weapons are excluded. All remaining companies are ranked based on their dividend yield; the 30 companies with the highest dividend yield are selected such that country and industry diversification constraints are met.

The index is weighted based on the selected components' free-float market capitalization; component weight is capped at 10%. The index composition is reviewed quarterly.

The detailed methodology including the calculation formula and the list of sectors can be found in our rulebooks: www.stoxx.com/rulebook

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0547997038 SXEWMHDN SXEWMHDN INDEX .SXEWMHDN
Price EUR CH0547997020 SXEWMHDP SXEWMHDP INDEX .SXEWMHDP
Gross Return EUR CH0547997046 SXEWMHDG SXEWMHDG INDEX .SXEWMHDG
Net Return USD CH0547997012 SXEWMHDV .SXEWMHDV
Gross Return USD CH0547996998 SXEWMHDU .SXEWMHDU
Price USD CH0547997004 SXEWMHDL .SXEWMHDL

Quick Facts

Weighting Free-float market cap
Cap Factor 0.1
No. of components 30
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 09:00:00 18:00:00
Base value/base date 100 as of Mar. 19, 2012
History Available from Mar. 19, 2012
Inception date May. 27, 2020
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

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.

ISTOXX INDICES

EURO iSTOXX Women in Management High Dividend 30

Top 10 Components4

Company Supersector Country Weight
ALLIANZ Insurance Germany 10.218%
TOTALENERGIES Energy France 9.471%
IBERDROLA Utilities Spain 8.544%
BNP PARIBAS Banks France 6.957%
VINCI Construction and Materials France 6.550%
BCO BILBAO VIZCAYA ARGENTARIA Banks Spain 5.923%
ING GRP Banks Netherlands 5.691%
BASF Chemicals Germany 4.493%
MERCEDES-BENZ GROUP Automobiles and Parts Germany 4.334%
DEUTSCHE POST Industrial Goods and Services Germany 4.221%

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

4Based on the composition as of September 30, 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.