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ISTOXX INDICES

EURO iSTOXX 50 Daily Leverage

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Index Description

The EURO iSTOXX 50 Daily Leverage Index replicates a pure leverage investment strategy based on the EURO STOXX 50® Index. Leveraged indices are linked to changes in the underlying index, applying a leverage factor to its movements. Therefore, a positive change in the EURO STOXX 50 will result in the corresponding leveraged performance of the EURO iSTOXX 50 Daily Leverage Index compared to the closing level applicable at the last rebalancing. A leverage factor of 2 applies in the case of the EURO iSTOXX 50 Daily Leverage Index.

Key facts

  • Provides leveraged exposure that reflects a strong bullish conviction on the EURO STOXX 50 In-dex, a highly liquid underlying
  • Developed for investors with a good appetite for risk

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO iSTOXX 50 Daily Leverage N/A N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 N/A N/A N/A N/A N/A N/A N/A N/A N/A

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
EURO iSTOXX 50 Daily Leverage -1.2 11.0 18.1 27.0 34.3 N/A N/A 18.4 8.4 6.1
EURO STOXX 50 -0.5 6.3 9.6 18.2 29.7 N/A N/A 9.8 5.8 5.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX 50 Daily Leverage N/A N/A 26.8 36.0 42.2 N/A N/A 0.5 0.1 0.1
EURO STOXX 50 N/A N/A 13.4 18.0 21.1 N/A N/A 0.4 0.2 0.2
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX 50 Daily Leverage 1.0 1.0 1.0 1.0 1.0 16.3 13.8 13.4 18.0 21.1
Index to benchmark Beta Annualized information ratio
EURO iSTOXX 50 Daily Leverage 2.0 2.0 2.0 2.0 2.0 -0.4 0.5 0.7 0.3 0.2

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

2Based on EURIBOR1M

(EUR, Price), all data as of November 29, 2024

ISTOXX INDICES

EURO iSTOXX 50 Daily Leverage

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
EURO iSTOXX 50 Daily Leverage N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The EURO iSTOXX 50 Daily Leverage Index tracks the performance of a leveraged position in the EURO STOXX 50 Index. A leverage factor of 2 applies; the exposure is rebalanced on a daily basis.

For additional information, please refer to the official iSTOXX Index Methodology guide. (https://www.stoxx.com/documents/stoxxnet/Documents/Indices/Common/Indexguide/istoxx_index_guide.pdf)

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH0313264381 IX5DLG nan .IX5DLG
Net Return EUR CH0313264373 IX5TL nan .IX5TL
Price EUR CH0313264365 IX5EL IX5EL INDEX .IX5EL
Gross Return USD CH0313264415 IX5GUDL nan .IX5GUDL
Net Return USD CH0313264407 IX5UDL nan .IX5UDL
Price USD CH0313264399 IX5KDL IX5KDL INDEX .IX5KDL

Quick Facts

Weighting Fixed; 200% allocated to EURO STOXX 50
No. of components 1
Review frequency Daily
Calculation/distribution realtime
Calculation hours 09:00:00 19:15:00
Base value/base date 100000 as of Jan. 31, 2011
History Available daily back to Jan. 2, 2001
Inception date Apr. 25, 2018
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

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.