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ISTOXX INDICES

iSTOXX Eurozone 50

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Index Description

The iSTOXX Eurozone 50 Index are selected from the EURO STOXX ESG-X index. Additionally, companies involved in Unconventional Oil ; Gas (Arctic Oil and Gas Exploration, Oil Sands and Shale Energy) and Thermal Coal are not eligible for selection. The final index components are determined based on ESG Risk Rating scores calculated by Sustainalytics and free float market capitalization. The selected 50 securities are then weighted according to free-float market capitalization with a 10% maximum capping per constituent. Index Guides, Benchmark statement, and other reports are available under the Data tab. Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy. Index Guides, Benchmark statement, and other reports are available under the Data tab.

Key facts

  • Selection of 50 largest stocks in terms of free-float market capitalization.
  • Inclusion of size and liquidity filters to ensure replicability of the index.
  • Screening, Controversy Rating and ESG Risk Rating scores provided by Sustainalytics, the award winning ESG data provider.

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Eurozone 50 3,414.5 2,565.0 51.3 37.9 227.4 18.1 8.9 0.7 6.8
EURO STOXX ESG-X 5,986.2 4,284.6 15.6 6.1 227.4 1.5 5.3 0.0 4.3

Supersector weighting (top 10)

Created with Highcharts 9.3.3Chart title21% Technology15.1% Consumer Products and Services12.7% Banks9.9% Industrial Goods and Services7.6% Insurance6.4% Automobiles and Parts5.5% Food, Beverage and Tobacco3.5% Construction and Materials3.5% Utilities3.3% ChemicalsHighcharts.com

Country weighting

Created with Highcharts 9.3.3Chart title37.5% France25.6% Germany16% Netherlands8.6% Spain7% Italy2.9% Belgium1.4% Finland1% IrelandHighcharts.com

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
iSTOXX Eurozone 50 -2.3 10.5 15.9 43.2 55.4 N/A N/A 16.1 12.8 9.3
EURO STOXX ESG-X -3.6 6.1 10.7 35.5 34.8 N/A N/A 10.8 10.7 6.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Eurozone 50 N/A N/A 16.2 19.2 20.6 N/A N/A 0.7 0.6 0.4
EURO STOXX ESG-X N/A N/A 14.4 17.4 19.7 N/A N/A 0.5 0.5 0.3
Index to benchmark Correlation Tracking error (%)
iSTOXX Eurozone 50 1.0 1.0 1.0 1.0 1.0 3.2 3.2 3.2 3.5 3.4
Index to benchmark Beta Annualized information ratio
iSTOXX Eurozone 50 1.1 1.1 1.1 1.1 1.0 5.1 1.6 1.5 0.6 0.9

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of October 31, 2023

ISTOXX INDICES

iSTOXX Eurozone 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 Eurozone 50 13.0 12.1 12.3 11.8 1.9 2.7 1.2 19.8
EURO STOXX ESG-X 13.5 11.2 11.5 11.5 1.5 2.7 1.0 8.5

Performance and annual returns

Created with Highcharts 9.3.3Chart titleiSTOXX Eurozone 502015201620172018201920202021202220235001000150020002500Highcharts.com
Created with Highcharts 9.3.3Chart titleiSTOXX Eurozone 50EURO STOXX ESG-X20162017201820192020202120222023-20-10010203040Highcharts.com

Methodology

The iSTOXX Eurozone 50 Index are selected from the EURO STOXX ESG-X index. Additionally, companies involved in Unconventional Oil ; Gas (Arctic Oil and Gas Exploration, Oil Sands and Shale Energy) and Thermal Coal are not eligible for selection. The final index components are determined based on ESG Risk Rating scores calculated by Sustainalytics and free float market capitalization. The selected 50 securities are then weighted according to free-float market capitalization with a 10% maximum capping per constituent.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy.
Index Guides, Benchmark statement, and other reports are available under the Data tab.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH0462363364 IXEU5GR IXEU5GR INDEX .IXEU5GR
Price EUR CH0462363349 IXEU5P ISXEU5P INDEX .IXEU5P
Net Return EUR CH0462363356 IXEU5R .IXEU5R

Quick Facts

Weighting Free-float market capitalization
Cap Factor 10%
No. of components Variable
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 09:00:00 18:00:00
Base value/base date 1000 as of March. 24, 2014
History Available from Mar. 24, 2014
Inception date February. 28, 2023
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
ASML HLDG Technology Netherlands 8.883%
LVMH MOET HENNESSY Consumer Products and Services France 6.799%
SAP Technology Germany 5.053%
L'OREAL Consumer Products and Services France 3.747%
SIEMENS Industrial Goods and Services Germany 3.648%
ALLIANZ Insurance Germany 3.473%
AIR LIQUIDE Chemicals France 3.301%
SCHNEIDER ELECTRIC Industrial Goods and Services France 3.237%
DEUTSCHE TELEKOM Telecommunications Germany 2.767%
BNP PARIBAS Banks France 2.478%

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

4Based on the composition as of October 31, 2023

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.