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ISTOXX INDICES

iSTOXX USA Carry Factor

Index Description

Key facts

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 USA Carry Factor N/A 115.0 1.7 1.6 9.0 0.2 7.8 0.2 1.2
STOXX USA 900 54,607.9 52,577.2 58.4 17.0 3,542.6 4.4 6.7 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 USA Carry Factor 1.6 18.6 29.2 32.5 91.1 N/A N/A 29.7 9.9 14.0
STOXX USA 900 2.1 20.3 34.4 29.4 90.5 N/A N/A 35.0 9.1 13.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX USA Carry Factor N/A N/A 12.6 17.5 21.1 N/A N/A 1.7 0.4 0.6
STOXX USA 900 N/A N/A 12.9 18.1 21.7 N/A N/A 2.0 0.3 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX USA Carry Factor 1.0 1.0 1.0 1.0 1.0 2.6 3.1 3.2 3.4 3.4
Index to benchmark Beta Annualized information ratio
iSTOXX USA Carry Factor 0.9 1.0 0.9 0.9 1.0 -2.1 -0.6 -1.3 0.2 0.0

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

2Based on EURIBOR1M

(USD, Price), all data as of September 30, 2024

ISTOXX INDICES

iSTOXX USA Carry Factor

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 USA Carry Factor 25.2 21.9 23.8 23.8 8.0 0.9 1.9 26.1
STOXX USA 900 29.1 24.3 26.6 26.6 5.3 1.4 2.9 19.2

Performance and annual returns