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STRATEGY INDICES

idDAX 30 ESG Decrement 4.0%

Index Description

Der idDAX 30 ESG Decrement 4,0% Index bildet die Performance der Net Return-Version des DAX 30 ESG EUR Index nach, der als Basisindex fungiert. Dabei wird ein konstanter Abschlag vorgenommen, der sich auf jährlich 4,0 % beläuft. Der Abschlag wird täglich konstant abgezogen. Da der Prozentsatz von der Performance abgezogen wird, liegt die Performance des Dekrement-Index folglich unter der des Basisindex. Der Dekrement-Index kann besser abschneiden als der Basisindex, der Dividendenanlagen nicht berücksichtigt, solange die Netto-Dividendenrendite des Basisindex insgesamt größer ist als der abgezogene Wert.

Key facts

  • Der Index bildet den DAX 30 ESG Net Return EUR Index nach. Dabei wird ein konstanter Abschlag vorgenommen, der sich auf jährlich 4,0 % beläuft.
  • Der Index besteht aus 30 großen auf ESG-Kriterien geprüften deutschen Aktien, die an der Frankfurter Wertpapierbörse (FWB) notiert sind.
  • Die im Hauptindex angewendeten Nachhaltigkeitsfilter basieren auf Richtlinien in Bezug auf verantwortliches Investieren und zielen darauf ab, die Reputations- und idiosynkratischen Risiken zu minimieren.
  • Das Screening wird vom ESG-Datenanbieter ISS-ESG durchgeführt.

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
idDAX 30 ESG Decrement 4.0% N/A N/A N/A N/A N/A N/A N/A N/A N/A
DAX 30 ESG 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
idDAX 30 ESG Decrement 4.0% -1.7 13.7 28.0 7.8 21.8 N/A N/A 28.5 2.6 4.1
DAX 30 ESG -1.3 14.8 30.1 12.9 33.8 N/A N/A 30.7 4.1 6.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
idDAX 30 ESG Decrement 4.0% N/A N/A 11.4 18.0 21.1 N/A N/A 1.9 0.0 0.1
DAX 30 ESG N/A N/A 11.4 18.1 21.1 N/A N/A 2.2 0.1 0.2
Index to benchmark Correlation Tracking error (%)
idDAX 30 ESG Decrement 4.0% 1.0 1.0 1.0 1.0 1.0 0.1 1.1 1.1 1.1 1.0
Index to benchmark Beta Annualized information ratio
idDAX 30 ESG Decrement 4.0% 1.0 1.0 1.0 1.0 1.0 -27.7 -1.0 -1.6 -1.7 -2.2

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

2Based on EURIBOR1M

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

STRATEGY INDICES

idDAX 30 ESG Decrement 4.0%

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
idDAX 30 ESG Decrement 4.0% N/A N/A N/A N/A N/A N/A N/A N/A
DAX 30 ESG N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

Der idDAX 30 ESG Decrement 4,0% Index ist eine Nachbildung des Index DAX 30 ESG Net Return EUR. Dabei wird ein Abschlag von der Performance des Hauptindex von jährlich 4,0 % vorgenommen. Der Abschlag wird täglich vorgenommen.

Quick Facts

Weighting Free-float market cap
Cap Factor 0.1
No. of components 30
Review frequency Quarterly
Calculation/distribution realtime, 1 sec
Calculation hours 9:00 - 19:15 CET
Base value/base date 1,000 as of Mar. 20, 2017
History Available since Mar. 20, 2017
Inception date Nov. 15, 2023
To learn more about the inception date, currency versions, 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.

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.