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ISTOXX INDICES

iSTOXX MUTB Global ex Japan Quality 150 Monthly Hedged

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Index Description

STOXX Hedged indices measure the performance of an underlying index while at the same time eliminating foreign currency fluctuations. The indices combine the performance of the underlying STOXX index with a hypothetical, rolling investment into one-month foreign exchange forward contracts.

Key facts

  • Eliminates the risk of currency fluctuations at the cost of potential currency gains.

Descriptive Statistics

Index Market Cap (JPY ) Components (JPY ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX MUTB Global ex Japan Quality 150 Monthly Hedged N/A N/A N/A N/A N/A N/A N/A N/A N/A
iSTOXX MUTB Global ex Japan Quality 150 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 MUTB Global ex Japan Quality 150 Monthly Hedged 4.2 12.7 16.4 1.7 55.1 N/A N/A 16.4 0.6 9.2
iSTOXX MUTB Global ex Japan Quality 150 2.6 24.7 24.1 51.8 143.4 N/A N/A 24.1 14.9 19.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX MUTB Global ex Japan Quality 150 Monthly Hedged N/A N/A 11.3 16.2 19.3 N/A N/A 1.0 -0.1 0.4
iSTOXX MUTB Global ex Japan Quality 150 N/A N/A 16.6 19.7 22.2 N/A N/A 1.1 0.5 0.7
Index to benchmark Correlation Tracking error (%)
iSTOXX MUTB Global ex Japan Quality 150 Monthly Hedged 0.8 0.8 0.8 0.8 0.9 10.7 10.4 10.7 10.4 9.1
Index to benchmark Beta Annualized information ratio
iSTOXX MUTB Global ex Japan Quality 150 Monthly Hedged 0.5 0.5 0.5 0.7 0.8 1.6 -1.2 -0.7 -1.4 -1.1

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

2Based on EURIBOR1M

(JPY, Price), all data as of November 29, 2024

ISTOXX INDICES

iSTOXX MUTB Global ex Japan Quality 150 Monthly Hedged

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 Global ex Japan Quality 150 Monthly Hedged N/A N/A N/A N/A N/A N/A N/A N/A
iSTOXX MUTB Global ex Japan Quality 150 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The iSTOXX MUTB Global ex Japan Quality 150 Monthly Hedged represents the returns of an investment strategy in the iSTOXX MUTB Global ex Japan Quality 150 Index that involves hedging the local currency risk of the underlying constituents. The currency-hedged strategy indices eliminate the risk of currency fluctuations at the cost of potential currency gains.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return JPY CH0313264795 ISGJDHYN nan .ISGJDHYN
Gross Return JPY CH0313264803 ISGJDHYG ISGJDHYG INDEX .ISGJDHYG
Price JPY CH0313264787 ISMGJHYP nan .ISMGJHYP

Quick Facts

Weighting Free-Float market cap
Cap Factor 0.02
No. of components 150
Review frequency Semi-Annually in Jun. and Dec.
Calculation/distribution dayend 15 sec
Calculation hours 22:30:00 22:30:00
Base value/base date 100 as of Jan. 31, 2008
History Available since Jan. 31 2008
Inception date Mar. 20, 2019
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

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.