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BLUE CHIP INDICES
DAX 10% Capped
Index Description
The DAX 10% Capped index is an alternative version to DAX for investors seeking a higher degree of diversification. The DAX 10% Capped is methodologically equal to the DAX index except that the capping limit is set to 10%.
Key facts
- The DAX 10% Capped index is methodologically equal to the DAX except that the capping limit is set at 10%.
- The DAX 10% Capped index always contains the same 40 components as DAX.
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 | |
DAX 10% Capped | 1,615.2 | 1,303.1 | 32.6 | 20.9 | 140.3 | 5.6 | 10.8 | 0.4 | 6.3 |
DAX | 1,691.7 | 1,366.9 | 34.2 | 20.9 | 201.9 | 5.6 | 14.8 | 0.4 | 3.2 |
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 | |
DAX 10% Capped | 2.2 | 11.6 | 17.3 | 16.2 | 52.2 | N/A | N/A | 17.6 | 5.1 | 8.8 |
DAX | 2.2 | 12.1 | 17.7 | 16.6 | 52.7 | N/A | N/A | 18.1 | 5.3 | 8.8 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
DAX 10% Capped | N/A | N/A | 11.6 | 17.5 | 20.9 | N/A | N/A | 1.1 | 0.2 | 0.3 |
DAX | N/A | N/A | 11.6 | 17.5 | 21.0 | N/A | N/A | 1.1 | 0.2 | 0.3 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
DAX 10% Capped | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 0.6 | 0.7 | 0.6 | 0.3 | 0.3 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
DAX 10% Capped | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 0.8 | -0.8 | -0.7 | -0.4 | -0.3 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(EUR, Net Return), all data as of August 30, 2024
BLUE CHIP INDICES
DAX 10% Capped
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 | ||
DAX 10% Capped | 17.1 | 13.1 | 14.8 | 14.8 | 1.5 | 2.7 | 0.9 | 18.8 |
DAX | 17.7 | 13.5 | 15.4 | 15.4 | 1.5 | 2.6 | 0.9 | 19.5 |
Performance and annual returns
Methodology
For the DAX 10% Capped index, the same index calculation and index selection rules as for DAX apply. Only the capping method is different, as the capping limit for the DAX 10% Capped index is set to 10%.
The detailed DAX 10% Capped index methodology can be found in the DAX Equity Index Methodology Guide.
The detailed index calculation formula can be found in the DAX Equity Index Calculation Guide.
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Total Return EUR | DE000A404998 | DAX10 | DAXTR10 INDEX | .DAX10 |
Price EUR | DE000A404972 | DAXK10 | DAXPR10 INDEX | .DAXK10 |
Net Return EUR | DE000A404980 | DAXNR10 | DAXNR10 INDEX | .DAXNR10 |
Total Return USD | DE000A4049C6 | DAX10US | .DAX10US | |
Net Return USD | DE000A4049B8 | DAXN10US | .DAXN10US | |
Price USD | DE000A4049A0 | DAXK10US | .DAXK10US |
Quick Facts
Weighting | Free-float market cap |
Cap Factor | 0.1 |
No. of components | 40 |
Review frequency | Quarterly |
Calculation/distribution | realtime, 1 sec |
Calculation hours | 9:00 - 18:00 CET |
Base value/base date | 1,000 as of Dec. 30, 1987 |
History | Available since Nov. 30, 2016 |
Inception date | Mar. 18, 2024 |
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet. |
BLUE CHIP INDICES
DAX 10% Capped
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
SAP | Technology | Germany | 10.766% |
SIEMENS | Industrial Goods and Services | Germany | 9.639% |
ALLIANZ | Insurance | Germany | 8.444% |
DEUTSCHE TELEKOM | Telecommunications | Germany | 7.066% |
AIRBUS | Industrial Goods and Services | Germany | 6.268% |
MUENCHENER RUECK | Insurance | Germany | 5.022% |
MERCEDES-BENZ GROUP | Automobiles and Parts | Germany | 3.538% |
INFINEON TECHNOLOGIES | Technology | Germany | 3.307% |
BASF | Chemicals | Germany | 3.140% |
DEUTSCHE POST | Industrial Goods and Services | Germany | 2.997% |
3Net dividend yield is calculated as net return index return minus price index return
4Based on the composition as of August 30, 2024