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BENCHMARK INDICES

iSTOXX Univest USA

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Index Description

The iSTOXX Univest USA Index is derived from the iSTOXX Univest World Index. With a coverage of about 85% of developed equity markets' free-float market cap, the iSTOXX Univest USA Index offers access to large- and mid-cap USA companies.

Key facts

  • Derived from STOXX Developed Markets Total Market Index, it provides a broad representation of the world's equities markets
  • The index covers approximately 85% of the free float-adjusted market capitalization of the USA equity market
  • Weighted by free-float market cap

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 Univest USA 54,848.4 52,708.0 100.2 38.2 3,608.4 1.4 6.8 0.0 2.4
STOXX USA 500 53,696.8 51,731.3 103.5 41.2 3,608.4 8.0 7.0 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 Univest USA 6.2 28.3 34.4 35.8 107.8 N/A N/A 35.0 10.8 15.9
STOXX USA 500 6.5 29.1 35.0 36.7 108.9 N/A N/A 35.3 11.0 15.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Univest USA N/A N/A 12.6 18.2 21.6 N/A N/A 2.1 0.4 0.6
STOXX USA 500 N/A N/A 12.5 18.0 21.5 N/A N/A 2.1 0.4 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX Univest USA 1.0 1.0 1.0 1.0 1.0 0.5 0.5 0.7 0.5 0.9
Index to benchmark Beta Annualized information ratio
iSTOXX Univest USA 1.0 1.0 1.0 1.0 1.0 -7.7 -1.7 -0.4 -0.3 0.1

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

BENCHMARK INDICES

iSTOXX Univest USA

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 Univest USA 31.5 25.5 29.2 29.2 5.7 1.8 3.3 19.5
STOXX USA 500 31.7 25.7 29.4 29.4 5.8 1.8 3.3 20.8

Performance and annual returns

Methodology

The iSTOXX Univest USA Index is derived from the iSTOXX Univest World Index. With a coverage of about 85% of developed equity markets' free-float market cap, the iSTOXX Univest USA Index offers access to large- and mid-cap USA companies.

The index is reviewed quarterly, in March, June, September and December.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1113353051 ISXUUR .ISXUUR
Price EUR CH1113353069 ISXUUP .ISXUUP
Gross Return EUR CH1113353044 ISXUUGR .ISXUUGR
Price USD CH1113353093 ISXUUL ISXUUL INDEX .ISXUUL
Net Return USD CH1113353085 ISXUUV ISXUUV INDEX .ISXUUV
Gross Return USD CH1113353077 ISXUUGV ISXUUGV INDEX .ISXUUGV

Quick Facts

Weighting Free-Float Market Cap
Cap Factor -
No. of components Variable
Review frequency Index is reviewed quarterly
Calculation/distribution realtime 15 sec
Calculation hours 15:30:00 22:15:00
Base value/base date 100 as of Mar. 18, 2013
History Available since Mar. 18, 2013
Inception date Jun. 02, 2021
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
Apple Inc. Technology USA 6.845%
NVIDIA Corp. Technology USA 6.452%
Microsoft Corp. Technology USA 5.971%
Amazon.com Inc. Retail USA 3.773%
META PLATFORMS CLASS A Technology USA 2.380%
ALPHABET INC. CL A Technology USA 1.878%
TESLA Automobiles and Parts USA 1.819%
ALPHABET CLASS C Technology USA 1.806%
BROADCOM Technology USA 1.431%
JPMorgan Chase & Co. Banks USA 1.348%

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.