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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 111.3 1.5 1.5 7.9 0.2 7.1 0.2 1.2
STOXX USA 900 49,909.2 47,902.3 53.1 15.8 3,126.9 3.9 6.5 0.0 2.8

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 2.2 8.3 24.8 32.2 93.4 N/A N/A 25.5 9.9 14.3
STOXX USA 900 3.1 10.4 29.5 32.0 93.5 N/A N/A 30.3 9.8 14.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX USA Carry Factor N/A N/A 11.2 17.2 21.1 N/A N/A 1.8 0.5 0.6
STOXX USA 900 N/A N/A 11.9 17.9 21.7 N/A N/A 2.0 0.5 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX USA Carry Factor 1.0 0.9 1.0 1.0 1.0 2.9 3.5 3.6 3.4 3.4
Index to benchmark Beta Annualized information ratio
iSTOXX USA Carry Factor 0.8 0.9 0.9 0.9 1.0 -4.2 -2.4 -1.1 0.0 -0.1

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

2Based on EURIBOR1M

(USD, Net Return), all data as of March 29, 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 26.8 23.0 25.4 25.4 7.2 0.9 2.7 29.9
STOXX USA 900 28.3 22.2 26.0 26.0 4.7 1.4 2.7 1.7

Performance and annual returns

Methodology

Placeholder5

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return USD CH0384293350 ISUCFUGR .ISUCFUGR
Net Return USD CH0384293376 ISUCFUR ISUCFUR INDEX .ISUCFUR
Price USD CH0384293418 ISUCFUP .ISUCFUP

Quick Facts

ISTOXX INDICES

iSTOXX USA Carry Factor

Top 10 Components4

Company Supersector Country Weight
Apple Inc. Technology USA 7.060%
Microsoft Corp. Technology USA 5.631%
NVIDIA Corp. Technology USA 3.390%
VISA Inc. Cl A Industrial Goods and Services USA 2.451%
Amazon.com Inc. Retail USA 2.361%
MasterCard Inc. Cl A Industrial Goods and Services USA 2.326%
NextEra Energy Inc. Utilities USA 1.985%
Applied Materials Inc. Technology USA 1.866%
MOTOROLA SOLUTIONS INC. Telecommunications USA 1.713%
Agilent Technologies Inc. Health Care USA 1.643%

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

4Based on the composition as of March 29, 2024