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OPTIMISED INDICES

iSTOXX Univest Developed World Universal Fundamental

Index Description

The iSTOXX Univest Developed World Universal Fundamental Index weights the constituents of the STOXX Developed World Universal index by their fundamental weight rather than free-float market capitalization. Each asset’s fundamental index weight is proportional to the product of its fundamental score and free-float market capitalization. The fundamental scores are based on an equal-weighted signal based on five underlying fundamental attributes: 1. Book to Price, 2. Cash Flow Yield, 3. Time Series Normalized Cash Flow Yield, 4. Dividend Yield, 5. Earnings Yield.

Key facts

  • The indices track the STOXX Developed World Universal indices, while ensuring tradability, diversification, and liquidity.
  • Index is weighted by the product of fundamental score and free-float market capitalization.
  • The fundamental score anchors each asset weight in the index to its intrinsic value, such as book value, earnings, dividends, and cash flow, rather than its free-float market capitalization, which is prone to market exuberance.

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 Univest Developed World Universal Fundamental N/A 1,387,084.8 918.6 333.7 50,793.8 4.2 3.7 0.0 N/A
STOXX Developed World Universal 102,839.5 95,303.2 62.7 18.7 5,347.4 0.1 5.6 0.0 3.4

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 Univest Developed World Universal Fundamental 2.5 15.1 22.7 75.0 77.0 N/A N/A 22.7 20.5 12.1
STOXX Developed World Universal 2.7 13.1 20.3 73.4 68.5 N/A N/A 20.3 20.2 11.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Univest Developed World Universal Fundamental N/A N/A 9.5 10.9 12.9 N/A N/A 1.9 1.5 0.7
STOXX Developed World Universal N/A N/A 11.5 12.6 14.5 N/A N/A 1.4 1.3 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX Univest Developed World Universal Fundamental 0.9 0.9 0.9 1.0 1.0 4.0 4.4 4.0 3.8 3.9
Index to benchmark Beta Annualized information ratio
iSTOXX Univest Developed World Universal Fundamental 0.7 0.8 0.8 0.8 0.9 -0.5 0.5 0.4 0.0 0.2

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

2Based on EURIBOR1M

(USD, Net Return), all data as of August 31, 2026

OPTIMISED INDICES

iSTOXX Univest Developed World Universal Fundamental

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 Univest Developed World Universal Fundamental 19.7 16.4 18.8 16.3 2.8 2.8 N/A 18.1
STOXX Developed World Universal 24.1 19.8 22.7 19.5 4.1 1.9 N/A 24.4

Performance and annual returns

Methodology

The iSTOXX Univest Developed World Universal Fundamental Index weights the constituents of the STOXX Developed World Universal index by their fundamental weight rather than free-float market capitalization. Each asset’s fundamental index weight is proportional to the product of its fundamental score and free-float market capitalization.
The fundamental scores are based on an equal-weighted signal based on five underlying fundamental attributes:
1. Book to Price,
2. Cash Flow Yield,
3. Time Series Normalized Cash Flow Yield,
4. Dividend Yield,
5. Earnings Yield.
The fundamental score anchors each asset weight in the index to its intrinsic value, such as book value, earnings, dividends, and cash flow, rather than its free-float market capitalization, which is prone to market exuberance.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH1546181640 ISUDWFGR .ISUDWFGR
Net Return EUR CH1546181632 ISUDWFR .ISUDWFR
Price EUR CH1546181624 ISUDWFP .ISUDWFP
Price USD CH1546181657 ISUDWFL .ISUDWFL
Gross Return USD CH1546181673 ISUDWFGV .ISUDWFGV
Net Return USD CH1546181665 ISUDWFV .ISUDWFV

Quick Facts

Weighting Price Weighted
Cap Factor NA
No. of components Variable
Review frequency Annualy in March.
Calculation/distribution Realtime 15 sec
Calculation hours 00:00:00 22:30:00
Base value/base date 100 as of March. 20, 2000
History Available from March 20, 2000
Inception date Aug 7, 2026
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
Microsoft Corp. Technology USA 3.662%
Amazon.com Inc. Retail USA 3.176%
NVIDIA Corp. Technology USA 3.122%
Apple Inc. Technology USA 2.574%
ALPHABET INC. CL A Technology USA 1.010%
META PLATFORMS CLASS A Technology USA 0.997%
ALPHABET CLASS C Technology USA 0.886%
EXXONMOBIL HOLDINGS CORPORATION Energy USA 0.826%
BROADCOM Technology USA 0.813%
Bank of America Corp. Banks USA 0.757%

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

4Based on the composition as of August 31, 2026