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BENCHMARK INDICES

iSTOXX Univest USA

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 49,325.8 47,369.2 89.9 34.8 3,321.0 1.3 7.0 0.0 2.2
STOXX USA 500 47,945.4 46,189.1 92.4 36.5 3,321.0 8.7 7.2 0.0 2.4

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 Univest USA 3.7 15.1 25.0 29.3 100.9 N/A N/A 25.6 9.0 15.1
STOXX USA 500 3.7 15.1 24.8 29.5 100.4 N/A N/A 25.2 9.0 15.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Univest USA N/A N/A 11.6 17.8 21.6 N/A N/A 1.7 0.4 0.6
STOXX USA 500 N/A N/A 11.4 17.7 21.5 N/A N/A 1.7 0.4 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX Univest USA 1.0 1.0 1.0 1.0 1.0 0.4 0.6 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 0.9 -0.6 0.6 0.0 0.3

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of June 28, 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 29.5 23.2 27.3 27.3 5.2 1.8 3.0 26.6
STOXX USA 500 29.4 23.3 27.3 27.3 5.2 1.8 3.0 26.6

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
Gross Return USD CH1113353077 ISXUUGV ISXUUGV INDEX .ISXUUGV
Price USD CH1113353093 ISXUUL ISXUUL INDEX .ISXUUL
Net Return USD CH1113353085 ISXUUV ISXUUV INDEX .ISXUUV

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.

BENCHMARK INDICES

iSTOXX Univest USA

Top 10 Components4

Company Supersector Country Weight
Microsoft Corp. Technology USA 7.011%
Apple Inc. Technology USA 6.468%
NVIDIA Corp. Technology USA 6.416%
Amazon.com Inc. Retail USA 3.856%
META PLATFORMS CLASS A Technology USA 2.332%
ALPHABET INC. CL A Technology USA 2.259%
ALPHABET CLASS C Technology USA 2.175%
Eli Lilly & Co. Health Care USA 1.628%
BROADCOM Technology USA 1.571%
JPMorgan Chase & Co. Banks USA 1.226%

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

4Based on the composition as of June 28, 2024