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STYLE INDICES

iSTOXX MUTB Global Quality 150

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Index Description

The iSTOXX MUTB Global Quality indices aim to capture the performance of quality companies with high profitability, low leverage and sustainable cash flows. The component selection is based on a combined ranking of four fundamentals ratios (return on equity, debt-to-capital, cash flow generation ability and business stability). Stocks need to fulfill minimum liquidity criteria before being added to the index.

Key facts

  • Pure quality play with large investability.
  • Ideal for market participants seeking exposure to the global market while only investing in quality stocks with sustainable profitability.
  • Diversification through broad selection and capping of component weights to 2%.

Descriptive Statistics

Index Market Cap (JPY bn) Components (JPY bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX MUTB Global Quality 150 1,089,217.2 967,856.2 6,495.7 3,264.0 23,991.8 361.2 2.5 0.0 42.4
STOXX Global 1800 11,855,688.3 10,921,168.4 6,067.3 1,845.2 541,927.3 116.4 5.0 0.0 2.5

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 MUTB Global Quality 150 2.8 28.2 28.9 61.3 158.1 N/A N/A 28.9 17.2 20.8
STOXX Global 1800 3.1 30.1 30.1 71.3 148.6 N/A N/A 30.7 19.9 20.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX MUTB Global Quality 150 N/A N/A 16.5 18.8 20.8 N/A N/A 1.3 0.7 0.8
STOXX Global 1800 N/A N/A 15.8 18.1 20.6 N/A N/A 1.5 0.8 0.8
Index to benchmark Correlation Tracking error (%)
iSTOXX MUTB Global Quality 150 1.0 1.0 1.0 1.0 1.0 4.3 3.9 3.9 4.7 5.3
Index to benchmark Beta Annualized information ratio
iSTOXX MUTB Global Quality 150 1.1 1.0 1.0 1.0 1.0 -0.8 -0.4 -0.4 -0.6 0.0

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

2Based on EURIBOR1M

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

STYLE INDICES

iSTOXX MUTB Global Quality 150

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 MUTB Global Quality 150 30.5 27.4 29.9 29.9 8.2 1.5 5.1 15.8
STOXX Global 1800 25.8 21.2 23.8 23.8 3.6 2.4 2.4 25.6

Performance and annual returns

Methodology

The indices are derived from their benchmark index, identified by ICB Sector 351020, and stocks classified as Japan on the STOXX Total Market index but incorporated outside of Japan are excluded from the universes.

The indices are weighted according to free-float market capitalization with a 2% maximum capping per constituent.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return AUD CH0306696524 ISXMGQAN .ISXMGQAN
Price AUD CH0306696516 ISXMGQAP .ISXMGQAP
Gross Return AUD CH0306696532 ISXMGQAG .ISXMGQAG
Net Return EUR CH0306696433 ISXMGQN .ISXMGQN
Price EUR CH0306696425 ISXMGQP .ISXMGQP
Gross Return EUR CH0306696441 ISXMGQG .ISXMGQG
Gross Return JPY CH0306696508 ISXMGQYG .ISXMGQYG
Net Return JPY CH0306696490 ISXMGQYN .ISXMGQYN
Price JPY CH0306696482 ISXMGQYP .ISXMGQYP
Gross Return USD CH0306696474 ISXMGQU ISXMGQU INDEX .ISXMGQU
Price USD CH0306696458 ISXMGQL ISXMGQL INDEX .ISXMGQL
Net Return USD CH0306696466 ISXMGQV ISXMGQV INDEX .ISXMGQV

Quick Facts

Weighting Free-float
Cap Factor 2%
No. of components 150
Review frequency semi-annual, in Jun. and Dec.
Base value/base date 100 as of Dec. 20, 2002
Inception date Jan. 2016
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
Netflix Inc. Media USA 2.479%
Cisco Systems Inc. Telecommunications USA 2.291%
SERVICENOW Technology USA 2.273%
NVIDIA Corp. Technology USA 2.228%
Honeywell International Inc. Industrial Goods and Services USA 2.185%
VISA Inc. Cl A Industrial Goods and Services USA 2.120%
ALPHABET CLASS C Technology USA 2.104%
META PLATFORMS CLASS A Technology USA 2.098%
Progressive Corp. Insurance USA 2.069%
Costco Wholesale Corp. Retail USA 2.039%

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.