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ISTOXX INDICES

iSTOXX Europe 600 Energy ex Coal GR Decrement 50

Index Description

The iSTOXX Europe 600 Energy ex Coal GR Decrement 50 Index replicates the performance of the gross return version of the STOXX® Europe 600 Oil & Gas Index assuming a deduction of 50 index points per annum. The points deduction accrue constantly on a daily basis.

Key facts

  • Due to the index points deduction, the decrement index underperforms its base, the gross return version of the STOXX Europe 600 Oil & Gas Index, which includes gross dividend investments.
  • The decrement index may perform better than the price version of the base index, which does not consider dividend investments, if the overall gross dividend yield of the base index is greater than the value being deducted.

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Europe 600 Energy ex Coal GR Decrement 50 N/A N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Europe 600 Oil & Gas 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
iSTOXX Europe 600 Energy ex Coal GR Decrement 50 -5.6 -6.1 -8.2 16.3 -2.2 N/A N/A -8.3 5.2 -0.4
STOXX Europe 600 Oil & Gas -5.2 -2.4 -3.3 37.0 33.2 N/A N/A -3.3 11.2 6.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe 600 Energy ex Coal GR Decrement 50 N/A N/A 16.0 22.7 28.8 N/A N/A -0.9 0.1 -0.1
STOXX Europe 600 Oil & Gas N/A N/A 16.1 22.7 28.8 N/A N/A -0.5 0.4 0.2
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe 600 Energy ex Coal GR Decrement 50 1.0 1.0 1.0 1.0 1.0 0.2 0.2 0.2 0.2 0.2
Index to benchmark Beta Annualized information ratio
iSTOXX Europe 600 Energy ex Coal GR Decrement 50 1.0 1.0 1.0 1.0 1.0 -27.4 -26.5 -26.1 -26.8 -25.3

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

2Based on EURIBOR1M

(EUR, Price), all data as of September 30, 2024

ISTOXX INDICES

iSTOXX Europe 600 Energy ex Coal GR Decrement 50

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 Europe 600 Energy ex Coal GR Decrement 50 N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Europe 600 Oil & Gas N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns