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ISTOXX INDICES

EURO iSTOXX Sector Exclusions

Index Description

EURO iSTOXX Sector Exclusions index is designed to measure the constituents of the EURO STOXX index, excluding companies within certain ICB Industries and ICB Sectors.

Key facts

  • Components are capped at a maximum weight of 5%

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO iSTOXX Sector Exclusions 5,205.7 3,629.1 19.7 7.4 193.8 1.8 5.3 0.0 6.0
EURO STOXX 7,414.8 5,415.2 18.2 6.6 385.3 1.4 7.1 0.0 3.7

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 Sector Exclusions -2.0 10.8 13.5 22.5 56.7 N/A N/A 13.8 7.1 9.5
EURO STOXX -2.7 8.6 12.3 22.2 54.1 N/A N/A 12.6 7.0 9.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX Sector Exclusions N/A N/A 11.7 17.1 19.5 N/A N/A 0.9 0.3 0.4
EURO STOXX N/A N/A 11.4 16.8 19.6 N/A N/A 0.8 0.3 0.4
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX Sector Exclusions 1.0 1.0 1.0 1.0 1.0 1.8 1.9 1.9 2.2 2.2
Index to benchmark Beta Annualized information ratio
EURO iSTOXX Sector Exclusions 1.0 1.0 1.0 1.0 1.0 5.0 2.2 0.6 0.1 0.1

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of June 28, 2024

ISTOXX INDICES

EURO iSTOXX Sector Exclusions

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 Sector Exclusions 15.9 12.6 13.8 13.8 1.6 3.6 1.3 18.4
EURO STOXX 16.6 13.1 14.6 14.6 1.7 3.6 1.2 19.2

Performance and annual returns