Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

ISTOXX INDICES

iSTOXX Europe 600 Oil & Gas Futures Leverage Short 7X

Index Description

The iSTOXX Europe 600 Oil & Gas Futures Leverage Long and Short Indices replicate a leveraged investment strategy based on the STOXX Europe 600 Oil & Gas 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 STOXX Europe 600 Oil & Gas 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
iSTOXX Europe 600 Oil & Gas Futures Leverage Short 7X N/A N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Europe 600 Oil & Gas 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
iSTOXX Europe 600 Oil & Gas Futures Leverage Short 7X 17.9 -38.8 -76.6 5,304.1 29,019.6 N/A N/A -77.5 286.7 217.8
STOXX Europe 600 Oil & Gas Futures Switch -3.0 3.3 11.6 51.2 31.2 N/A N/A 11.9 15.1 5.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe 600 Oil & Gas Futures Leverage Short 7X N/A N/A 110.7 6,108,343.9 5,151,444.6 N/A N/A -1.5 0.0 0.0
STOXX Europe 600 Oil & Gas Futures Switch N/A N/A 23.4 25.3 24.6 N/A N/A 0.9 -0.4 -0.1
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe 600 Oil & Gas Futures Leverage Short 7X 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
iSTOXX Europe 600 Oil & Gas Futures Leverage Short 7X 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 June 28, 2024

ISTOXX INDICES

iSTOXX Europe 600 Oil & Gas Futures Leverage Short 7X

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 600 Oil & Gas Futures Leverage Short 7X N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Europe 600 Oil & Gas Futures Switch N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The iSTOXX Europe 600 Oil & Gas Futures Leverage Long and Short Indices replicate a leveraged investment strategy based on the STOXX Europe 600 Oil & Gas 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
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 December. 02, 2022
History Available from Dec. 02, 2022
Inception date December. 09, 2022
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.