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ISTOXX INDICES

EURO iSTOXX 50 Dynamic Exposure Volatility 10%

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Index Description

The index aims to provide a dynamic leveraged exposure to the underlying index, based on the underlying volatility. The index exposure is rebalanced on a daily basis, varying from a maximum of 200%, to a minimum of 100%. The maximum exposure is reached when the volatility of the underlying index is less than or equal to the target volatility which, in this case, is 10% (calculated as the maximum of the 20 and 60 day volatilities).

Key facts

  • Index exposure is rebalanced daily.
  • Index exposure varies from a maximum of 200%, to a minimum of 100%.
  • Index exposures reaches maximum when index volatility is lower than or equal to the target volatility.

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 Dynamic Exposure Volatility 10% N/A N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 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 Dynamic Exposure Volatility 10% 6.2 22.7 23.0 84.7 134.3 N/A N/A 23.3 23.0 18.8
EURO STOXX 50 3.5 11.9 15.7 53.6 90.6 N/A N/A 16.0 15.6 13.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX 50 Dynamic Exposure Volatility 10% N/A N/A 23.9 26.4 30.0 N/A N/A 0.7 0.7 0.5
EURO STOXX 50 N/A N/A 13.8 17.1 20.9 N/A N/A 0.8 0.7 0.5
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX 50 Dynamic Exposure Volatility 10% 1.0 1.0 1.0 1.0 1.0 11.4 10.1 10.2 9.7 9.8
Index to benchmark Beta Annualized information ratio
EURO iSTOXX 50 Dynamic Exposure Volatility 10% 1.8 1.8 1.7 1.5 1.4 3.1 5.3 0.7 0.8 0.6

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of February 28, 2025

ISTOXX INDICES

EURO iSTOXX 50 Dynamic Exposure Volatility 10%

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 Dynamic Exposure Volatility 10% N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The index aims to provide a dynamic leveraged exposure to the underlying index, based on the underlying volatility. The index exposure is rebalanced on a daily basis, varying from a maximum of 200%, to a minimum of 100%. The maximum exposure is reached when the volatility of the underlying index is less than or equal to the target volatility which, in this case, is 10% (calculated as the maximum of the 20 and 60 day volatilities).

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1213358786 ISXEDE10 ISXEDE10 INDEX .ISXEDE10
Net Return EUR CH1213358794 ISXTDE10 ISXTDE10 INDEX .ISXTDE10
Gross Return EUR CH1213358802 ISXGDE10 ISXGDE10 INDEX .ISXGDE10

Quick Facts

Weighting Leveraged Target Weight
Cap Factor 2
No. of components 1
Review frequency Daily
Calculation/distribution Realtime 15 sec
Calculation hours 09:00:00 19:15:00
Base value/base date 100 as of March. 27, 2003
History Available from Mar. 27, 2003
Inception date December. 01, 2023
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

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.