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ISTOXX INDICES

iSTOXX Global Healthcare ESG Exclusions Select 30 NR Risk Control 10%

Index Description

The iSTOXX Global Healthcare ESG Exclusions Select 30 Index is comprised of companies from selected countries and related to one or more of the following themes: Energy Efficiency, Energy Equipment, Energy Transition Solutions and Generate/Sell Energy. Revere (RBICS) data allow a detailed breakdown of the revenue sources of the eligible companies, helping this index to select companies with substantial exposure to the themes.

Key facts

  • The iSTOXX Global Healthcare ESG Exclusions Select 30 NR Risk Control 10% Index replicates the performance of a risk control overlay applied to the iSTOXX Global Healthcare ESG Exclusions Select 30 Index that targets 10% volatility.

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Global Healthcare ESG Exclusions Select 30 NR Risk Control 10% N/A N/A N/A N/A N/A N/A N/A N/A N/A
iSTOXX Global Healthcare ESG Exclusions Select 30 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
iSTOXX Global Healthcare ESG Exclusions Select 30 NR Risk Control 10% -1.0 -0.2 -5.3 10.3 18.2 N/A N/A -5.3 3.4 3.4
iSTOXX Global Healthcare ESG Exclusions Select 30 0.5 2.9 1.1 16.0 29.8 N/A N/A 1.1 5.1 5.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global Healthcare ESG Exclusions Select 30 NR Risk Control 10% N/A N/A 8.9 9.0 9.2 N/A N/A -1.0 0.2 0.3
iSTOXX Global Healthcare ESG Exclusions Select 30 N/A N/A 8.9 10.2 12.6 N/A N/A -0.2 0.3 0.4
Index to benchmark Correlation Tracking error (%)
iSTOXX Global Healthcare ESG Exclusions Select 30 NR Risk Control 10% N/A -0.1 -0.1 -0.1 0.0 N/A 12.0 13.2 14.2 16.1
Index to benchmark Beta Annualized information ratio
iSTOXX Global Healthcare ESG Exclusions Select 30 NR Risk Control 10% N/A -0.1 -0.1 -0.1 0.0 N/A -1.9 -0.6 -0.5 -0.3

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

2Based on EURIBOR1M

(EUR, Excess Return - NR), all data as of May 31, 2024

ISTOXX INDICES

iSTOXX Global Healthcare ESG Exclusions Select 30 NR Risk Control 10%

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 Global Healthcare ESG Exclusions Select 30 NR Risk Control 10% N/A N/A N/A N/A N/A N/A N/A N/A
iSTOXX Global Healthcare ESG Exclusions Select 30 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The iSTOXX Global Healthcare ESG Exclusions Select 30 NR Risk Control 10% Index replicates the performance of a risk control overlay applied to the iSTOXX Global Healthcare ESG Exclusions Select 30 Index that targets 10% volatility.

Quick Facts

Weighting Alternative Weighting Schema
Cap Factor N/A
No. of components Variable
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 09:00:00 22:30:00
Base value/base date 100 as of March. 25, 2015
History Available from Mar. 25, 2015
Inception date February. 15, 2023
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.