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ISTOXX INDICES

iSTOXX USA Dynamic Quality Growth

Index Description

The iSTOXX USA Dynamic Quality Growth Index aims at investing in high-growth companies as well as in companies with sustainable growth prospects and attractive valuations. The index concept allocates dynamically to both a high- and a stable-growth strategy. The allocation of the strategies is governed by a risk-adjusted momentum signal. The high-growth strategy is represented by the iSTOXX USA Pure Growth Index; the stable-growth strategy is represented by the iSTOXX USA Stable Growth Index.

Key facts

  • Dynamic allocation between high- and stable-growth strategies
  • Momentum signal determines allocation
  • Capping mechanism ensures balanced approach
  • Rebalanced monthly

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 USA Dynamic Quality Growth N/A 1.1 0.0 0.0 0.0 0.0 3.2 0.1 104.4
STOXX USA 900 53,481.2 51,340.1 57.0 16.6 3,331.4 2.9 6.5 0.0 2.3

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 USA Dynamic Quality Growth 3.4 17.6 30.6 22.9 125.1 N/A N/A 31.9 7.3 17.9
STOXX USA 900 2.5 19.0 27.1 26.5 104.8 N/A N/A 27.5 8.2 15.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX USA Dynamic Quality Growth N/A N/A 16.2 22.9 25.4 N/A N/A 1.5 0.2 0.6
STOXX USA 900 N/A N/A 12.8 18.1 21.6 N/A N/A 1.6 0.3 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX USA Dynamic Quality Growth 1.0 0.9 0.9 1.0 0.9 6.2 6.1 5.9 7.4 8.5
Index to benchmark Beta Annualized information ratio
iSTOXX USA Dynamic Quality Growth 1.1 1.2 1.2 1.2 1.1 1.7 -0.1 0.5 -0.1 0.3

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of August 30, 2024

ISTOXX INDICES

iSTOXX USA Dynamic Quality Growth

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 USA Dynamic Quality Growth 32.3 29.3 31.8 31.8 9.7 0.8 3.5 29.7
STOXX USA 900 29.3 23.6 26.8 26.8 4.9 1.8 2.9 26.5

Performance and annual returns

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