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ISTOXX INDICES

EURO iSTOXX 50 Daily Leverage

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 -2.3 13.6 15.5 27.4 55.8 N/A N/A 15.8 8.5 9.4
EURO STOXX 50 -0.4 7.8 9.0 19.2 40.6 N/A N/A 9.1 6.1 7.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX 50 Daily Leverage N/A N/A 24.6 35.8 42.0 N/A N/A 0.4 0.2 0.2
EURO STOXX 50 N/A N/A 12.3 17.9 21.0 N/A N/A 0.4 0.2 0.3
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX 50 Daily Leverage 1.0 1.0 1.0 1.0 1.0 15.2 12.3 12.3 17.9 21.0
Index to benchmark Beta Annualized information ratio
EURO iSTOXX 50 Daily Leverage 2.0 2.0 2.0 2.0 2.0 -0.8 1.0 0.7 0.3 0.3

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

2Based on EURIBOR1M

(EUR, Price), all data as of July 31, 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