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ISTOXX INDICES

EURO iSTOXX Megatrends Select 30 NR Decrement 3%

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Index Description

The EURO iSTOXX Megatrends Select 30 NR Decrement 3% Index replicates the performance of the net return version of the EURO iSTOXX Megatrends Select 30 Index assuming a constant 3% performance deduction per annum. The performance deduction accrues constantly on a daily basis. The EURO iSTOXX Megatrends Select 30 Index tracks companies that are exposed to a defined set of demographic and technological megatrends that are expected to change the world as we know it. Final index screens select stocks with the lowest volatilities and highest dividend yields. The index constituents are linked to one or more of the following themes: Infrastructure, Sharing Economy, Industry 4.0, Smart Cities, Housing Construction, Next Generation Telecoms, Millennials, Fintech, Silver Economy. These companies or components of their business lines are positioned to benefit from long-term structural trends as their products and services are necessary to cater the needs of the growing populations and the citizens of the future and are expected to play a key part in addressing the challenges of rapid urbanization and growth consumerism globally. Revere (RBICS) data allow a detailed breakdown of the revenue sources of the eligible companies, helping this index to select companies with substantial exposure to the respective themes. The index excludes companies that Sustainalytics considers to be non compliant with the Global Standards Screening and/or involved in controversial weapons. The final co

Key facts

  • Selection of 30 liquid stocks with low volatility and high dividend yield.
  • Index allows targeted investment in megatrends that are expected to change the world as we know it.
  • Detailed FactSet Revere data help select companies with a revenue exposure to sectors related and positively affected by these megatrends.
  • Liquidity filter ensures replicability.
  • Companies are Global Standards Screening-compliant and are not involved in Controversial Weapons.
  • Decrement to enforce stable dividend that enhances the pricing of the underlying product

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 Megatrends Select 30 NR Decrement 3% N/A N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX Select Dividend 30 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 Megatrends Select 30 NR Decrement 3% 0.4 8.3 10.1 10.3 3.6 N/A N/A 10.3 3.3 0.7
EURO STOXX Select Dividend 30 -1.5 2.0 5.1 -13.3 -21.8 N/A N/A 5.2 -4.7 -4.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX Megatrends Select 30 NR Decrement 3% N/A N/A 9.5 12.9 16.5 N/A N/A 0.7 0.1 0.0
EURO STOXX Select Dividend 30 N/A N/A 11.0 15.8 21.2 N/A N/A 0.2 -0.5 -0.3
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX Megatrends Select 30 NR Decrement 3% 0.8 0.8 0.8 0.9 0.9 7.0 6.0 5.9 7.2 9.7
Index to benchmark Beta Annualized information ratio
EURO iSTOXX Megatrends Select 30 NR Decrement 3% 0.7 0.7 0.7 0.7 0.7 3.5 1.0 0.7 1.0 0.4

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 Megatrends Select 30 NR Decrement 3%

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 Megatrends Select 30 NR Decrement 3% N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX Select Dividend 30 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The index components and weights exactly match those of the base index, the EURO iSTOXX Megatrends Select 30 Index. It replicates the performance of the net return version of the base index assuming a constant 3% performance deduction per annum. The performance deduction accrues constantly on a daily basis. All changes and adjustments to the base index are reflected in the decrement index.

Quick Facts

Weighting Inverse-volatility weighted
Cap Factor 0.1
No. of components 30
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 09:00:00 18:00:00
Base value/base date 1000 as of Jun. 18, 2012
History Available since Jun. 18, 2012
Inception date Aug. 19, 2020
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.