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ISTOXX INDICES

EURO iSTOXX 50 Futures Leverage Long 5X

Index Description

The EURO iSTOXX 50 Futures Leverage Long and Short Indices replicate a leveraged investment strategy based on the EURO STOXX 50 Futures Switch ER Index. Leveraged indices apply a leverage factor to movements in the underlying index. Therefore, a positive change of the underlying index will result in the corresponding leveraged performance in this index. Short indices are linked inversely to the changes in the underlying index, applying a negative leverage factor to movements in the underlying index. Therefore, investing in short indices yields the reverse performance of the underlying index.

Key facts

  • Provides an enhanced exposure to the EURO STOXX 50 Futures Switch Index.
  • Serves as an underlying for a variety of financial products.
  • EUR Excess Return available.

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 Futures Leverage Long 5X N/A N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 Futures Switch 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 Futures Leverage Long 5X 9.6 60.1 90.0 34.8 25.7 N/A N/A 92.4 10.6 4.8
EURO STOXX 50 Futures Switch 2.0 10.9 17.0 29.7 70.2 N/A N/A 17.3 9.2 11.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX 50 Futures Leverage Long 5X N/A N/A 62.4 89.2 105.1 N/A N/A 0.8 0.1 0.0
EURO STOXX 50 Futures Switch N/A N/A 12.1 17.8 20.9 N/A N/A 1.2 0.5 0.5
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX 50 Futures Leverage Long 5X N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
Index to benchmark Beta Annualized information ratio
EURO iSTOXX 50 Futures Leverage Long 5X N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A

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

2Based on EURIBOR1M

(EUR, Excess Return), all data as of May 31, 2024

ISTOXX INDICES

EURO iSTOXX 50 Futures Leverage Long 5X

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 Futures Leverage Long 5X N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 Futures Switch 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 Futures Leverage Long and Short Indices replicate a leveraged investment strategy based on the EURO STOXX 50 Futures Switch ER Index. Leveraged indices apply a leverage factor to movements in the underlying index. Therefore, a positive change of the underlying index will result in the corresponding leveraged performance in this index. Short indices are linked inversely to the changes in the underlying index, applying a negative leverage factor to movements in the underlying index. Therefore, investing in short indices yields the reverse performance of the underlying index.

Quick Facts

Weighting Alternative weighting schema (index of index strategy)
Cap Factor N/A
No. of components Variable
Review frequency N/A
Calculation/distribution Realtime 1 sec
Calculation hours 09:00:00 19:15:00
Base value/base date 1000 as of January. 02, 2015
History Available from January. 02, 2015
Inception date August. 30, 2022
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.