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SUPERSECTOR INDICES

EURO iSTOXX Banks Cap 5%

Index Description

The EURO iSTOXX Banks Cap 5% Index replicates the returns of companies from the Eurozone categorized in the Banks supersector according to the Industry Classification Benchmark (ICB). Components are capped to a maximum of 5%.

Key facts

  • Categorization according to the primary source of revenues guarantees an accurate classification of companies in the Banks supersector
  • Suitable to serve as underlying index for products with strict diversification requirements

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
EURO iSTOXX Banks Cap 5% 368.9 291.8 10.8 12.3 17.5 2.5 6.0 0.9 13.7
EURO STOXX 8,323.9 6,053.1 20.4 7.8 377.7 1.0 6.2 0.0 3.8

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 Banks Cap 5% 5.9 24.4 50.3 43.4 84.0 N/A N/A 51.0 12.9 13.1
EURO STOXX 3.3 7.0 18.1 2.3 40.6 N/A N/A 18.3 0.8 7.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX Banks Cap 5% N/A N/A 18.6 29.6 34.0 N/A N/A 1.9 0.4 0.3
EURO STOXX N/A N/A 14.6 21.0 22.5 N/A N/A 0.7 0.0 0.3
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX Banks Cap 5% 0.6 0.7 0.8 0.8 0.8 12.5 12.1 11.5 17.1 19.8
Index to benchmark Beta Annualized information ratio
EURO iSTOXX Banks Cap 5% 0.9 1.0 1.0 1.2 1.3 2.2 3.0 2.1 0.7 0.3

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

2Based on EURIBOR1M

(USD, Price), all data as of May 31, 2024

SUPERSECTOR INDICES

EURO iSTOXX Banks Cap 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 Banks Cap 5% 7.0 7.1 7.0 7.0 0.7 7.4 N/A N/A
EURO STOXX 16.9 13.4 14.9 14.9 1.7 3.0 1.2 15.2

Performance and annual returns

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