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STRATEGY INDICES

EURO iSTOXX 50 Aerospace & Defense Tilted NR Decrement 5%

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Index Description

The EURO iSTOXX 50 Aerospace & Defense Tilted NR Decrement 5% Index replicates the performance of the net return version of the EURO iSTOXX 50 Aerospace & Defense Tilted Index assuming a constant 5% performance deduction per annum. The performance deduction accrues constantly on a daily basis. Consequently, due to the percentage of performance deduction, the EURO iSTOXX 50 Aerospace & Defense Tilted NR Decrement 5% Index underperforms the EURO iSTOXX 50 Aerospace & Defense Tilted Net Return Index that includes net dividend investments.

Key facts

  • The EURO STOXX 50 companies account for 80% and the 10 largest Aerospace and Defense securities from the STOXX Developed Markets Total Market companies account for 20%.
  • EURO STOXX 50 companies weights are capped at 8% and Aerospace and Defense companies are capped 3%.
  • The index is reviewed quarterly in March, June, September, and December.

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO iSTOXX 50 Aerospace & Defense Tilted NR Decrement 5% N/A N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 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
EURO iSTOXX 50 Aerospace & Defense Tilted NR Decrement 5% 0.9 24.3 26.9 70.2 104.3 N/A N/A 27.3 19.7 15.5
EURO STOXX 50 2.5 18.3 20.1 68.5 115.3 N/A N/A 20.5 19.2 16.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX 50 Aerospace & Defense Tilted NR Decrement 5% N/A N/A 17.4 14.9 17.3 N/A N/A 1.2 1.0 0.7
EURO STOXX 50 N/A N/A 17.2 15.2 17.4 N/A N/A 0.8 1.0 0.8
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX 50 Aerospace & Defense Tilted NR Decrement 5% 1.0 1.0 1.0 1.0 1.0 3.8 5.3 5.1 3.8 3.8
Index to benchmark Beta Annualized information ratio
EURO iSTOXX 50 Aerospace & Defense Tilted NR Decrement 5% 1.0 1.0 1.0 1.0 1.0 -4.7 1.1 1.1 0.1 -0.3

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

2Based on EURIBOR1M

(EUR, Price), all data as of October 31, 2025

STRATEGY INDICES

EURO iSTOXX 50 Aerospace & Defense Tilted NR Decrement 5%

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 50 Aerospace & Defense Tilted NR Decrement 5% N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The EURO iSTOXX 50 Aerospace & Defense Tilted Index is derived from the EURO STOXX 50 securities and the 10 largest Aerospace and Defense securities from the STOXX Developed Markets Total Market Index.

Selection is based on all companies in the EURO STOXX 50 Index and the 10 largest companies in the STOXX Developed Markets Total Market Index that meet the following criteria:

- Country classification: Companies belonging to the developed markets of the Eurozone, UK, Sweden, US and Japan.
- Minimum liquidity: 3-month Average Daily Traded Volume (ADTV) equal to or exceeding 10 million EUR.
- ESG Screens: Norms based screening and controversial weapons
- Theme eligibility: Constituents whose ICB classification belongs to the Aerospace and Defense ICB Sector (502010) or that generate 25% or more of their revenues from the theme

EURO STOXX 50 securities are capped at 8% and the 10 Aerospace and Defense securities at 3%.

The index is reviewed on a quarterly basis in March, June, September and December.

Quick Facts

Weighting Price weighted
Cap Factor na
No. of components na
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 00:00:00 22:30:00
Base value/base date 1000 as of Jun. 20, 2016
History Available from Jun. 20, 2016
Inception date May. 13, 2025
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.