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STRATEGY INDICES

iSTOXX Europe Next Dividend Low Risk 50

Index Description

Key facts

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
iSTOXX Europe Next Dividend Low Risk 50 N/A 106.8 2.1 2.1 3.3 1.6 3.1 1.5 432.6
EURO STOXX 50 4,876.0 3,801.6 76.0 58.2 347.9 20.6 9.2 0.5 5.2

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 Next Dividend Low Risk 50 2.3 -0.4 0.1 -21.5 -18.3 N/A N/A 0.1 -7.8 -4.0
EURO STOXX 50 2.8 8.3 20.3 9.5 48.0 N/A N/A 20.6 3.1 8.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe Next Dividend Low Risk 50 N/A N/A 11.0 14.1 16.4 N/A N/A -0.5 -0.7 -0.3
EURO STOXX 50 N/A N/A 15.3 22.1 23.7 N/A N/A 0.8 0.1 0.3
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe Next Dividend Low Risk 50 0.9 0.8 0.8 0.9 0.9 5.1 8.2 8.7 12.1 12.4
Index to benchmark Beta Annualized information ratio
iSTOXX Europe Next Dividend Low Risk 50 0.8 0.6 0.6 0.6 0.6 -1.2 -2.6 -2.3 -1.1 -1.1

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

2Based on EURIBOR1M

(USD, Price), all data as of May 31, 2024

STRATEGY INDICES

iSTOXX Europe Next Dividend Low Risk 50

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 Next Dividend Low Risk 50 16.7 12.8 15.3 15.3 1.6 7.9 1.2 14.8
EURO STOXX 50 15.7 13.6 15.3 15.3 2.0 3.0 1.4 19.2

Performance and annual returns