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ISTOXX INDICES

iSTOXX Ang Research Enhanced U.S. Large Cap

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Index Description

The iSTOXX Ang Research Enhanced Index Family is designed to deliver enhanced exposure to well-established equity style factors while closely tracking the risk characteristics of its parent benchmark. Constituents are drawn from the STOXX US Universal Index and weighted using an optimization framework that seeks to maximize exposure to predefined factor scores—Momentum, Quality, Enhanced Value, and Cyclical Value—subject to constraints on tracking error, sector and industry exposure, liquidity, diversification, and turnover. Single factor indices focus on their respective factor, while the multi factor index applies a dynamic approach in which factor weights are adjusted over time based on model driven signals that assess market conditions, relative factor performance, and factor exposure trends to determine the combined factor allocation.

Key facts

  • U.S. large‑cap equities selected from the STOXX US Universal Index, aiming to enhance returns through dynamic multi‑factor exposure while closely tracking the parent index.
  • Systematic exposure to Momentum, Quality, Enhanced Value, and Cyclical Value, with factor weights dynamically adjusted using model‑driven signals reflecting market conditions and relative factor strength.
  • Portfolio constructed via optimization with strict constraints on tracking error (max. 1%), sector and industry exposure, issuer concentration, liquidity, and turnover.

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 Ang Research Enhanced U.S. Large Cap N/A 119.8 0.5 0.3 9.0 0.0 7.5 0.0 N/A
STOXX US Universal 68,719.7 66,190.5 123.0 39.7 4,846.3 1.0 7.3 0.0 2.9

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 Ang Research Enhanced U.S. Large Cap -0.4 10.8 25.0 87.8 96.3 N/A N/A 26.0 24.4 15.0
STOXX US Universal -0.9 10.0 21.8 76.3 82.0 N/A N/A 21.8 20.8 12.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Ang Research Enhanced U.S. Large Cap N/A N/A 13.1 15.7 17.9 N/A N/A 1.7 1.3 0.7
STOXX US Universal N/A N/A 12.7 15.2 17.4 N/A N/A 1.4 1.1 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX Ang Research Enhanced U.S. Large Cap 1.0 1.0 1.0 1.0 1.0 1.4 1.3 1.4 1.3 1.3
Index to benchmark Beta Annualized information ratio
iSTOXX Ang Research Enhanced U.S. Large Cap 1.0 1.0 1.0 1.0 1.0 4.7 1.2 2.0 1.7 1.3

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of June 30, 2026

ISTOXX INDICES

iSTOXX Ang Research Enhanced U.S. Large Cap

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 Ang Research Enhanced U.S. Large Cap 25.3 20.3 23.7 20.2 4.4 1.5 2.7 31.8
STOXX US Universal 29.8 23.1 27.6 22.7 5.5 1.5 3.7 34.7

Performance and annual returns

Methodology

The STOXX Europe Infrastructure Builders universe consists of all stocks included in the STOXX Europe AC Universal All Cap . All securities in the universe are screened based on the following criteria:
I. Minimum liquidity
2. Minimum size
3. Multiple share lines
4. ISS ESG Norms Based Screening
5. Controversial Weapons.
After the initial screening, the remaining companies form the eligible universe for index membership selection. From the eligible universe, companies are screened for their revenue exposures to the Infrastructure Builders theme. A company must have 50% or more aggregated revenue in order to be eligible for selection. The threshold is lowered to 45% for current components. The RBICS L6 sectors associated with the Infrastructure Builders theme are specified in the rulebook."

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1546180725 ISARULEN .ISARULEN
Price EUR CH1546180717 ISARULEP .ISARULEP
Gross Return EUR CH1546180733 ISARULEG .ISARULEG
Net Return USD CH1546180758 ISARULUN ISARULUN INDEX .ISARULUN
Price USD CH1546180741 ISARULUP ISARULUP INDEX .ISARULUP
Gross Return USD CH1546180766 ISARULUG ISARULUG INDEX .ISARULUG

Quick Facts

Weighting optimisation
Cap Factor NA
No. of components Variable
Review frequency Quaterly in in March, June, September and December
Calculation/distribution End of day
Calculation hours 00:15:30 22:30:00
Base value/base date 1000 as of March. 22, 2004
History Available from March 22, 2004
Inception date 2026-06-05 00:00:00
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
NVIDIA Corp. Technology USA 7.498%
Apple Inc. Technology USA 6.431%
Microsoft Corp. Technology USA 4.158%
Amazon.com Inc. Retail USA 3.712%
ALPHABET INC. CL A Technology USA 3.403%
ALPHABET CLASS C Technology USA 3.032%
BROADCOM Technology USA 2.654%
Micron Technology Inc. Technology USA 2.054%
TESLA Automobiles and Parts USA 1.945%
Eli Lilly & Co. Healthcare USA 1.858%

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

4Based on the composition as of June 30, 2026

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.