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DIVIDEND INDICES

iSTOXX MUTB Asia/Pacific Quality Dividend 100

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Index Description

The iSTOXX MUTB Asia/Pacific Quality Dividend 100 index selects 100 stocks from the STOXX Asia/Pacific 600 Index that comply with dividend quality, fundamental and price stability criteria. When selecting additions to the index during the periodical rebalancing, priority is given to high dividend yielding stocks.

Key facts

  • Ideal to achieve a balanced exposure between a dividend paying and a high quality strategy
  • Low volatility and dividend yield preference achieved by weighting
  • Diversification though broad selection and capping of component weights to 3%

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 MUTB Asia/Pacific Quality Dividend 100 N/A 1.2 0.0 0.0 0.0 0.0 3.5 0.3 37.9
STOXX Asia/Pacific 600 8,248.0 6,997.4 11.7 4.6 208.6 0.8 3.0 0.0 2.5

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 MUTB Asia/Pacific Quality Dividend 100 3.5 14.9 21.0 37.8 42.3 N/A N/A 21.0 11.2 7.3
STOXX Asia/Pacific 600 1.2 8.5 14.5 10.6 28.2 N/A N/A 14.8 3.5 5.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX MUTB Asia/Pacific Quality Dividend 100 N/A N/A 15.3 14.7 16.1 N/A N/A 1.1 0.6 0.4
STOXX Asia/Pacific 600 N/A N/A 18.5 17.3 17.5 N/A N/A 0.6 0.0 0.2
Index to benchmark Correlation Tracking error (%)
iSTOXX MUTB Asia/Pacific Quality Dividend 100 0.9 0.9 0.9 0.9 0.9 6.0 6.5 6.4 6.3 6.5
Index to benchmark Beta Annualized information ratio
iSTOXX MUTB Asia/Pacific Quality Dividend 100 0.9 0.8 0.8 0.8 0.9 4.7 1.0 0.9 1.2 0.3

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of November 29, 2024

DIVIDEND INDICES

iSTOXX MUTB Asia/Pacific Quality Dividend 100

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 MUTB Asia/Pacific Quality Dividend 100 12.2 11.9 12.2 12.2 1.0 4.9 0.7 30.5
STOXX Asia/Pacific 600 16.4 15.5 15.4 15.4 1.5 2.9 1.2 12.5

Performance and annual returns

Methodology

The stocks are derived from their benchmark index, the STOXX Asia/Pacific 600. REITs, identified by ICB sector 351020 are excluded from the universe. Filtering and selection is performed using fundamental indicators and price stability rules. The final 100 stocks include current components and high dividend yielding additions. The indices are price weighted based on a combined factor of the inverse of each stock�s standard deviation and the dividend amount with a 3% capping per constituent.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0343545296 ISMAQDP .ISMAQDP
Gross Return EUR CH0343545312 ISMAQDG .ISMAQDG
Net Return EUR CH0343545304 ISMAQDN .ISMAQDN
Gross Return JPY CH0343545379 ISMAQDYG .ISMAQDYG
Price JPY CH0343545353 ISMAQDYP .ISMAQDYP
Net Return JPY CH0343545361 ISMAQDYN .ISMAQDYN
Net Return TWD CH0343545395 ISMAQDTN .ISMAQDTN
Price TWD CH0343545387 ISMAQDTP .ISMAQDTP
Gross Return TWD CH0343545403 ISMAQDTG .ISMAQDTG
Gross Return USD CH0343545346 ISMAQDU ISMAQDU INDEX .ISMAQDU
Net Return USD CH0343545338 ISMAQDV ISMAQDV INDEX .ISMAQDV
Price USD CH0343545320 ISMAQDL ISMAQDL INDEX .ISMAQDL

Quick Facts

Weighting Based on combined factor of inverse price volatility and dividend amount
Cap Factor 3%
No. of components 100
Review frequency Semi-annual in June and December
Calculation/distribution Realtime
Calculation hours 00:00 CET-18:00 CET
Base value/base date 100 on Dec. 16, 2005
History Since Dec. 16, 2005
Inception date Nov. 30, 2016
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
Commonwealth Bank of Australia Banks Australia 3.455%
DBS Group Holdings Ltd. Banks Singapore 3.320%
Westpac Banking Corp. Banks Australia 2.794%
Mitsubishi UFJ Financial Group Banks Japan 2.668%
National Australia Bank Ltd. Banks Australia 2.640%
ANZ GROUP Banks Australia 2.638%
Nippon Telegraph & Telephone C Telecommunications Japan 2.558%
Oversea-Chinese Banking Corp. Banks Singapore 2.497%
SOFTBANK Telecommunications Japan 2.412%
Honda Motor Co. Ltd. Automobiles and Parts Japan 2.232%

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

4Based on the composition as of November 29, 2024

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.