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ISTOXX INDICES

iSTOXX Europe 600 ESG-X Fintech Tilted

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Index Description

The iSTOXX Europe 600 ESG-X Fintech Tilted Index tracks the performance of all of the STOXX Europe 600 ESG-X securities and the 10 largest securities from the STOXX Global Fintech Index, subject to country, liquidity and ESG screens. The index is reviewed quarterly in March, June, September, and December.

Key facts

  • Weights are set to achieve an 80:20 ratio between the STOXX Europe 600 ESG-X companies versus the selected companies from the STOXX Global Fintech Index.
  • Applies country, liquidity and ESG screens.
  • The index is reviewed quarterly in March, June, September, and December.

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
iSTOXX Europe 600 ESG-X Fintech Tilted N/A 9.9 0.0 0.0 0.5 0.0 5.2 0.0 9.7
STOXX Europe 600 ESG-X 12,187.7 9,754.2 17.5 6.0 328.1 1.3 3.4 0.0 4.4

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 Europe 600 ESG-X Fintech Tilted -1.9 9.4 21.7 13.6 45.7 N/A N/A 22.0 4.4 7.9
STOXX Europe 600 ESG-X -3.4 7.8 19.6 14.1 43.1 N/A N/A 19.9 4.5 7.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe 600 ESG-X Fintech Tilted N/A N/A 9.4 14.0 17.6 N/A N/A 2.1 0.2 0.4
STOXX Europe 600 ESG-X N/A N/A 10.3 14.6 17.6 N/A N/A 1.8 0.2 0.4
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe 600 ESG-X Fintech Tilted 1.0 1.0 1.0 1.0 1.0 2.6 3.0 3.0 4.0 4.7
Index to benchmark Beta Annualized information ratio
iSTOXX Europe 600 ESG-X Fintech Tilted 0.9 0.9 0.9 0.9 1.0 6.4 0.5 0.5 -0.1 0.1

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of October 31, 2024

ISTOXX INDICES

iSTOXX Europe 600 ESG-X Fintech Tilted

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 ESG-X Fintech Tilted 19.3 16.6 17.6 17.6 2.4 2.7 1.8 21.9
STOXX Europe 600 ESG-X 16.6 14.5 15.1 15.1 2.0 3.1 1.4 20.2

Performance and annual returns

Methodology

The iSTOXX Europe 600 ESG-X Fintech Tilted Index tracks the performance of all of the STOXX Europe 600 ESG-X securities and the 10 largest securities from the STOXX Global Fintech Index, subject to country, liquidity and ESG screens. The index is reviewed quarterly in March, June, September, and December.

The index is price weighted with weight factors based on free-float market capitalization, revenue exposure and multipliers such that, the STOXX Europe 600 ESG-X companies account for 80% and the 10 companies selected from the STOXX Global Fintech Index (FT companies) 20% of the iSTOXX Europe 600 ESG-X Fintech Tilted Index.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0147792292 ISXSFNTR ISXSFNTR INDEX .ISXSFNTR
Price EUR CH0147792243 ISXSFNTP .ISXSFNTP
Gross Return EUR CH0147792284 ISXSFNTG .ISXSFNTG
Net Return USD CH0149413624 ISXSFNTV .ISXSFNTV
Gross Return USD CH0149413632 ISXSFNTZ .ISXSFNTZ
Price USD CH0147792342 ISXSFNTL .ISXSFNTL

Quick Facts

Weighting Price weighted
Cap Factor na
No. of components variable
Review frequency Quarterly
Calculation/distribution Real time 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 100 as of Mar. 24, 2014
History Available since 24 Mar 2014
Inception date May. 31, 2024
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
VISA Inc. Cl A Industrial Goods and Services USA 5.198%
MasterCard Inc. Cl A Industrial Goods and Services USA 5.195%
NOVO NORDISK B Health Care Denmark 2.665%
ASML HLDG Technology Netherlands 2.016%
NESTLE Food, Beverage and Tobacco Switzerland 1.849%
SAP Technology Germany 1.780%
S&P GLOBAL Financial Services USA 1.688%
ASTRAZENECA Health Care UK 1.647%
NOVARTIS Health Care Switzerland 1.632%
ROCHE HLDG P Health Care Switzerland 1.629%

3Net dividend yield is calculated as net return index return minus price index return

4Based on the composition as of October 31, 2024

ISTOXX INDICES

iSTOXX Europe 600 ESG-X Fintech Tilted

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.