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ISTOXX INDICES

iSTOXX European 100 GR Decrement 50

Index Description

The iSTOXX European 100 GR Decrement 50 Index replicates the performance of the EUR gross return version of the iSTOXX® European 100 Index assuming a deduction of 50 index points per annum. The performance deduction accrues constantly on a daily basis.

Key facts

  • Due to the performance deduction, the index underperforms the gross return version of the iSTOXX European 100 Index, which includes a gross dividend investment.
  • The decrement index may perform better than the price version of the iSTOXX European 100 Index, which does not consider dividend investments, if the overall gross dividend yield of the base index is greater than the value being subtracted.

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX European 100 GR Decrement 50 N/A N/A N/A N/A N/A N/A N/A N/A N/A
iSTOXX European 100 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 European 100 GR Decrement 50 1.6 11.8 15.0 19.5 31.4 N/A N/A 15.8 6.4 5.9
iSTOXX European 100 1.9 14.7 19.8 36.3 65.8 N/A N/A 20.9 11.4 11.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX European 100 GR Decrement 50 N/A N/A 10.7 14.8 18.5 N/A N/A 1.0 0.3 0.3
iSTOXX European 100 N/A N/A 10.7 14.8 18.5 N/A N/A 1.4 0.6 0.5
Index to benchmark Correlation Tracking error (%)
iSTOXX European 100 GR Decrement 50 1.0 1.0 1.0 1.0 1.0 0.2 0.2 0.2 0.2 0.2
Index to benchmark Beta Annualized information ratio
iSTOXX European 100 GR Decrement 50 1.0 1.0 1.0 1.0 1.0 -25.7 -25.4 -25.7 -25.2 -24.9

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

2Based on EURIBOR1M

(EUR, Price), all data as of August 30, 2024

ISTOXX INDICES

iSTOXX European 100 GR Decrement 50

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 European 100 GR Decrement 50 N/A N/A N/A N/A N/A N/A N/A N/A
iSTOXX European 100 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns