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ISTOXX INDICES

iSTOXX Europe 600 ESG-X Longevity Tilted

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Index Description

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

Descriptive Statistics

Index Market Cap (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Europe 600 ESG-X Longevity Tilted N/A 10.5 0.0 0.0 0.6 0.0 5.8 0.0 15.2
STOXX Europe 600 ESG-X 12,938.8 10,379.3 18.6 6.5 343.9 1.2 3.3 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 Longevity Tilted -1.0 6.6 12.3 15.1 48.4 N/A N/A 12.5 4.8 8.3
STOXX Europe 600 ESG-X -1.8 4.7 10.1 12.8 38.7 N/A N/A 10.3 4.1 6.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe 600 ESG-X Longevity Tilted N/A N/A 11.6 17.6 19.3 N/A N/A 0.7 0.1 0.4
STOXX Europe 600 ESG-X N/A N/A 12.7 18.9 20.5 N/A N/A 0.5 0.1 0.3
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe 600 ESG-X Longevity Tilted 1.0 1.0 1.0 1.0 1.0 4.2 3.6 3.6 4.6 4.8
Index to benchmark Beta Annualized information ratio
iSTOXX Europe 600 ESG-X Longevity Tilted 0.8 0.9 0.9 0.9 0.9 2.1 0.5 0.5 0.1 0.2

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

2Based on EURIBOR1M

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

ISTOXX INDICES

iSTOXX Europe 600 ESG-X Longevity 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 Longevity Tilted 18.9 15.5 17.8 17.8 2.4 3.1 1.7 14.3
STOXX Europe 600 ESG-X 16.9 14.0 15.7 15.7 2.0 3.5 1.4 12.9

Performance and annual returns

Methodology

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

All of the STOXX Europe 600 ESG-X Index constituents are selected. The remaining companies in the selection list from the STOXX Global Silver Economy Index are ranked in descending order in terms of their free float market capitalization. The top 10 largest securities are selected (this may include securities that are already selected from the STOXX Europe 600 ESG-X index). The resulting iSTOXX Europe 600 ESG-X Longevity Tilted Index comprises all of the STOXX Europe 600 ESG-X Index constituents and 10 from the STOXX Global Silver Economy Index.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH1213360097 ISXSLGVG .ISXSLGVG
Price EUR CH1213360071 ISXSLGVP .ISXSLGVP
Net Return EUR CH1213360089 ISXSLGVR ISXSLGVR INDEX .ISXSLGVR
Gross Return USD CH1213360121 ISXSLGVZ .ISXSLGVZ
Price USD CH1213360105 ISXSLGVL .ISXSLGVL
Net Return USD CH1213360113 ISXSLGVV .ISXSLGVV

Quick Facts

Weighting Price weighted
Cap Factor N/A
No. of components Variable
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 100 as of March. 24, 2014
History Available from Mar. 24, 2014
Inception date February . 09, 2024
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
Amazon.com Inc. Retail USA 5.825%
Eli Lilly & Co. Health Care USA 4.457%
NOVO NORDISK B Health Care Denmark 2.634%
ASML HLDG Technology Netherlands 2.129%
Johnson & Johnson Health Care USA 1.948%
SAP Technology Germany 1.857%
Qualcomm Inc. Technology USA 1.751%
NESTLE Food, Beverage and Tobacco Switzerland 1.742%
BOOKING HOLDINGS Travel and Leisure USA 1.731%
NOVARTIS Health Care Switzerland 1.631%

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.