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ISTOXX INDICES

iSTOXX Italy All-Shares ex Selected Sectors

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Index Description

The iSTOXX Italy All-Shares ex Selected Sectors Index tracks the performance of companies from the STOXX Italy Universal All Cap Index after applying a set of eligibility criteria. The index is designed to provide broad exposure to the Italian equity market while excluding selected sectors and securities that do not meet defined investability standards. Companies classified under Financials (ICB Industry 30) and Media (ICB Supersector 4030) are excluded, along with those in specific sub-sectors such as Casino and Gambling (40501020), Recreational Services (40501030) and Transaction Processing Services (50205015). In addition, securities listed as savings shares are not eligible, and companies included on the Banca d’Italia exclusion list are removed. The resulting composition is weighted by free-float market capitalization without capping constraints, providing diversified exposure to the Italian equity market

Key facts

  • The index provides broad exposure to the Italian equity market, based on the STOXX Italy Universal All Cap universe, while excluding selected sectors and ineligible securities.
  • A clearly defined screening framework is applied, combining a EUR 200m minimum free-float market capitalization threshold with sector exclusions (Financials, Media and selected sub-sectors), the removal of savings shares, and the exclusion of companies on the Banca d’Italia exclusion list
  • The index maintains an uncapped, free-float market capitalization weighting approach, ensuring diversified representation of eligible Italian companies across the remaining sectors.

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
iSTOXX Italy All-Shares ex Selected Sectors 660.8 438.8 6.4 1.4 81.8 0.2 18.6 0.0 N/A
STOXX Italy Universal All Cap 1,169.3 835.9 5.1 0.3 118.0 0.0 14.1 0.0 4.5

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 Italy All-Shares ex Selected Sectors -0.4 19.1 24.6 N/A N/A N/A N/A 24.6 N/A N/A
STOXX Italy Universal All Cap 3.1 14.2 28.9 80.0 98.1 N/A N/A 28.9 21.7 14.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Italy All-Shares ex Selected Sectors N/A N/A 13.6 15.0 15.0 N/A N/A 1.5 0.3 0.3
STOXX Italy Universal All Cap N/A N/A 15.4 15.8 18.2 N/A N/A 1.5 1.1 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX Italy All-Shares ex Selected Sectors 0.8 0.8 0.8 0.9 0.9 9.4 10.1 9.2 8.1 8.1
Index to benchmark Beta Annualized information ratio
iSTOXX Italy All-Shares ex Selected Sectors 0.8 0.7 0.7 0.9 0.7 -4.4 0.7 -0.4 -1.3 -1.3

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

2Based on EURIBOR1M

(EUR, Price), all data as of June 30, 2026

ISTOXX INDICES

iSTOXX Italy All-Shares ex Selected Sectors

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 Italy All-Shares ex Selected Sectors 157.5 17.2 24.6 17.2 2.3 2.8 1.1 12.3
STOXX Italy Universal All Cap 24.6 14.0 16.2 14.0 1.9 4.0 1.1 11.4

Performance and annual returns

Methodology

The iSTOXX Italy All-Shares ex Selected Sectors index tracks the performance of securities in the STOXX Italy Universal All Cap after applying a set of screens. The index is reviewed quarterly in March, June, September, and December with base value as 1000 on March 15,2024.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1546181053 ISBIASEN ISBIASEN INDEX .ISBIASEN
Price EUR CH1546181046 ISBIASEP ISBIASEP INDEX .ISBIASEP
Gross Return EUR CH1546181061 ISBIASEG ISBIASEG INDEX .ISBIASEG
Price USD CH1546181079 ISBIASUP ISBIASUP INDEX .ISBIASUP
Net Return USD CH1546181087 ISBIASUN ISBIASUN INDEX .ISBIASUN
Gross Return USD CH1546181095 ISBIASUG ISBIASUG INDEX .ISBIASUG

Quick Facts

Weighting Free float market cap weighted
Cap Factor NA
No. of components Variable
Review frequency Quaterly in March, June, September, and December.
Calculation/distribution Realtime 15 sec
Calculation hours 00:09:00 18:00:00
Base value/base date 1000 as of March. 15, 2024
History NA
Inception date 2026-07-01 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
ENEL Utilities Italy 18.634%
STMICROELECTRONICS Technology Italy 10.048%
ENI Energy Italy 9.959%
PRYSMIAN Industrial Goods and Services Italy 9.864%
FERRARI Automobiles and Parts Italy 9.316%
LEONARDO Industrial Goods and Services Italy 4.327%
TERNA Utilities Italy 3.518%
TELECOM ITALIA Telecommunications Italy 3.292%
SNAM RETE GAS Energy Italy 3.144%
MONCLER Consumer Products and Services Italy 2.703%

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.