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ISTOXX INDICES

iSTOXX Europe Small 200 BDFG ESG

Index Description

The iSTOXX Europe Small 200 BDFG ESG Index components will have the components of the parent STOXX Europe Small 200 Index as of the review effective date excluding the stocks in the BDF Gestion exclusion lists. These are companies that do not meet BDF Gestion’s ESG and climate criteria. The exclusion lists will be provided to STOXX on the Wednesday before the second Friday of April and October.

Key facts

  • ESG and Climate screens are applied to ensure indices meet BDF Gestion’s ESG and Climate criteria.
  • Indices are reviewed on a semi-annual basis in April and October.
  • Components weights are capped monthly at 10%.

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 Europe Small 200 BDFG ESG 805.0 417.5 3.1 2.9 9.9 1.3 2.4 0.3 91.1
STOXX Europe Small 200 1,052.3 593.4 3.0 2.8 5.2 0.9 0.9 0.2 60.5

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 Europe Small 200 BDFG ESG 4.9 4.9 6.7 N/A N/A N/A N/A 6.8 N/A N/A
STOXX Europe Small 200 4.7 4.7 8.1 -6.0 10.9 N/A N/A 8.2 -2.1 2.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe Small 200 BDFG ESG N/A N/A 12.3 13.1 13.1 N/A N/A 0.3 0.9 0.9
STOXX Europe Small 200 N/A N/A 12.1 17.6 19.7 N/A N/A 0.4 -0.2 0.0
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe Small 200 BDFG ESG 1.0 1.0 1.0 1.0 1.0 2.3 2.3 1.8 1.7 1.7
Index to benchmark Beta Annualized information ratio
iSTOXX Europe Small 200 BDFG ESG 1.1 1.1 1.0 0.5 0.4 1.1 1.1 -0.7 -0.6 -0.6

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

2Based on EURIBOR1M

(EUR, Price), all data as of January 31, 2025

ISTOXX INDICES

iSTOXX Europe Small 200 BDFG ESG

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 Small 200 BDFG ESG 22.2 15.4 15.2 15.2 1.5 2.6 1.0 9.7
STOXX Europe Small 200 20.9 15.3 15.4 15.4 1.6 2.5 0.9 11.0

Performance and annual returns

Methodology

The index track the performance of a selection of STOXX Europe Small 200 Index after a customized BDF Gestion exclusion list is applied.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1213359107 ISCXER ISCXER INDEX .ISCXER
Price EUR CH1213359099 ISCXEP ISCXEP INDEX .ISCXEP
Gross Return EUR CH1213359115 ISCXEGR .ISCXEGR
Price USD CH1213359123 ISCXEL .ISCXEL
Net Return USD CH1213359131 ISCXEV .ISCXEV
Gross Return USD CH1213359149 ISCXEGV .ISCXEGV

Quick Facts

Weighting Free Float Market Capitalization
Cap Factor 0.1
No. of components Variable
Review frequency Semi-Annually(April and October)
Calculation/distribution End of day
Calculation hours 18:00:00 18:00:00
Base value/base date 1000 as of October. 31, 2023
History Available from Oct. 31, 2023
Inception date December. 22, 2023
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
GALDERMA GROUP N Health Care Switzerland 2.377%
ST.JAMES'S PLACE CAPITAL Financial Services UK 1.644%
BURBERRY Consumer Products and Services UK 1.243%
STOREBRAND Insurance Norway 1.221%
UNIPOL ASSICURAZIONI Insurance Italy 1.220%
TALANX Insurance Germany 1.183%
CVC CAPITAL PARTNERS Financial Services Netherlands 1.183%
HARGREAVES LANSDOWN Financial Services UK 1.117%
SANTANDER BANK POLSKA Banks Poland 1.114%
BCO COMERCIAL PORTUGUES Banks Portugal 1.108%

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

4Based on the composition as of January 31, 2025