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ISTOXX INDICES

iSTOXX Europe 50 ex Financials ex Basic Materials ex Energy

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Index Description

The iSTOXX Europe 50 ex Financials ex Basic Materials ex Energy Index is derived from the STOXX Europe 50 Index and excludes the Financials (ICB 30), Basic Materials (ICB 55) and Energy (ICB 60) industry. Components are capped at a maximum weight of 10% quarterly as the parent index.

Key facts

  • Transparent and rules-based methodology
  • Weighted by free-float market cap
  • Capping factor to ensure that no component shall dominate the index

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
iSTOXX Europe 50 ex Financials ex Basic Materials ex Energy 4,403.0 3,638.4 117.4 85.1 320.3 37.4 8.8 1.0 N/A
STOXX Europe 50 6,066.8 5,238.9 104.8 79.3 325.6 37.4 6.2 0.7 3.9

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 Europe 50 ex Financials ex Basic Materials ex Energy 0.7 8.0 11.2 21.3 47.3 N/A N/A 11.4 6.7 8.1
STOXX Europe 50 0.5 9.2 12.3 32.8 52.0 N/A N/A 12.6 10.0 8.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe 50 ex Financials ex Basic Materials ex Energy N/A N/A 11.5 14.1 16.4 N/A N/A 0.7 0.3 0.4
STOXX Europe 50 N/A N/A 10.7 13.8 17.1 N/A N/A 0.8 0.5 0.4
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe 50 ex Financials ex Basic Materials ex Energy 1.0 1.0 1.0 1.0 1.0 4.1 3.1 3.0 4.0 4.6
Index to benchmark Beta Annualized information ratio
iSTOXX Europe 50 ex Financials ex Basic Materials ex Energy 1.1 1.0 1.0 1.0 0.9 0.5 -0.4 -0.3 -0.8 -0.2

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of November 29, 2024

ISTOXX INDICES

iSTOXX Europe 50 ex Financials ex Basic Materials ex Energy

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 Europe 50 ex Financials ex Basic Materials ex Energy 25.9 18.8 22.9 22.9 4.2 2.3 2.9 19.9
STOXX Europe 50 18.6 14.3 17.2 17.2 2.4 3.7 1.8 17.4

Performance and annual returns

Methodology

The iSTOXX Europe 50 ex Financials ex Basic Materials ex Energy Index is derived from the STOXX Europe 50 index and excludes the Financials (ICB 30), Basic Materials (ICB 55) and Energy (ICB 60) industry. The indices are weighted according to Free Float Market Capitalization, weights of individual securities are capped at a maximum weight of 10% quarterly. The index is reviewed quarterly.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH1362046729 ISX5PXGR ISX5PXGR INDEX .ISX5PXGR
Price EUR CH1362046703 ISX5PXP ISX5PXP INDEX .ISX5PXP
Net Return EUR CH1362046711 ISX5PXR ISX5PXR INDEX .ISX5PXR

Quick Facts

Weighting Free Float Market Capitalization
Cap Factor 0.1
No. of components Variable
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 09:00:00 18:00:00
Base value/base date 1000 as of Oct. 31, 2024
History Available from Sep. 20, 2019
Inception date Nov. 27, 2024
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
NOVO NORDISK B Health Care Denmark 8.799%
ASML HLDG Technology Netherlands 7.228%
SAP Technology Germany 6.306%
NESTLE Food, Beverage and Tobacco Switzerland 5.916%
NOVARTIS Health Care Switzerland 5.538%
ASTRAZENECA Health Care UK 5.439%
ROCHE HLDG P Health Care Switzerland 5.300%
LVMH MOET HENNESSY Consumer Products and Services France 4.160%
UNILEVER PLC Personal Care, Drug and Grocery Stores UK 3.919%
SCHNEIDER ELECTRIC Industrial Goods and Services France 3.851%

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

4Based on the composition as of November 29, 2024

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.