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STRATEGY INDICES

iSTOXX MUTB Japan Quality 150 Daily Hedged

Index Description

The iSTOXX MUTB Japan Quality 150 Daily Hedged represents the returns of an investment strategy in the iSTOXX MUTB 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

Key facts

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

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX MUTB Japan Quality 150 Daily Hedged N/A N/A N/A N/A N/A N/A N/A N/A N/A
iSTOXX MUTB 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 Japan Quality 150 Daily Hedged -0.3 13.0 27.3 42.0 95.1 N/A N/A 27.3 12.4 14.3
iSTOXX MUTB Japan Quality 150 -0.7 3.1 8.6 8.1 35.9 N/A N/A 8.6 2.6 6.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX MUTB Japan Quality 150 Daily Hedged N/A N/A 14.8 16.5 16.9 N/A N/A 1.3 0.6 0.8
iSTOXX MUTB Japan Quality 150 N/A N/A 15.8 17.3 17.4 N/A N/A 0.3 0.1 0.3
Index to benchmark Correlation Tracking error (%)
iSTOXX MUTB Japan Quality 150 Daily Hedged 0.4 -0.1 -0.1 0.0 0.0 16.7 22.0 22.3 24.5 24.7
Index to benchmark Beta Annualized information ratio
iSTOXX MUTB Japan Quality 150 Daily Hedged 0.2 0.0 -0.1 0.0 0.0 -0.2 0.1 0.2 0.2 0.1

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of May 31, 2024

STRATEGY INDICES

iSTOXX MUTB Japan Quality 150 Daily 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 Japan Quality 150 Daily Hedged N/A N/A N/A N/A N/A N/A N/A N/A
iSTOXX MUTB Japan Quality 150 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns