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ISTOXX INDICES

EURO iSTOXX 25 Challengers Equal Weight

Index Description

The EURO iSTOXX 25 Challengers Equal Weight Index represents the performance of the 25 smallest companies of the EURO STOXX 50 Index based on free-float market capitalization. The index is weighted equally and reviewed quarterly.

Key facts

  • Â
  • Includes the 25 smallest components from the EURO STOXX 50 Index based on free-float market capitalization.Â
  • Provides exposure to a targeted 25-stock portfolio comprised of blue-chip names

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO iSTOXX 25 Challengers Equal Weight N/A 2,515.0 100.6 101.5 115.5 77.0 4.6 3.1 57.7
EURO STOXX 7,542.3 5,512.5 18.6 6.8 324.5 1.6 5.9 0.0 3.7

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
EURO iSTOXX 25 Challengers Equal Weight 2.8 9.6 16.7 25.3 47.3 N/A N/A 17.0 7.9 8.1
EURO STOXX 1.5 10.2 15.1 17.2 53.9 N/A N/A 15.4 5.5 9.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX 25 Challengers Equal Weight N/A N/A 12.7 18.3 21.6 N/A N/A 0.9 0.3 0.3
EURO STOXX N/A N/A 11.7 16.9 19.6 N/A N/A 0.9 0.2 0.4
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX 25 Challengers Equal Weight 0.9 0.9 0.9 1.0 1.0 6.1 5.4 5.3 5.4 5.9
Index to benchmark Beta Annualized information ratio
EURO iSTOXX 25 Challengers Equal Weight 0.9 0.9 1.0 1.0 1.1 2.4 -0.2 0.3 0.4 -0.1

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of August 30, 2024

ISTOXX INDICES

EURO iSTOXX 25 Challengers Equal Weight

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
EURO iSTOXX 25 Challengers Equal Weight 13.7 10.7 12.3 12.3 1.2 3.2 0.6 14.6
EURO STOXX 17.0 13.5 14.9 14.9 1.7 2.8 1.2 16.4

Performance and annual returns