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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 4,609.2 3,578.5 71.6 53.8 271.2 21.0 7.6 0.6 16.5
EURO STOXX ESG-X 7,597.1 5,511.9 20.0 7.0 271.2 1.0 4.9 0.0 4.3

Supersector weighting (top 10)

Created with Highcharts 9.3.3Chart title21.3% Technology13.9% Banks11.7% Industrial Goods and Services11.3% Consumer Products and Services8.6% Insurance7.5% Health Care3.5% Telecommunications3.3% Automobiles and Parts3.2% Construction and Materials3.2% UtilitiesHighcharts.com

Country weighting

Created with Highcharts 9.3.3Chart title34.8% France29% Germany14.8% Netherlands9.6% Spain7.3% Italy3.3% Belgium1.2% FinlandHighcharts.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 3.0 11.3 13.8 51.0 94.6 N/A N/A 14.1 14.9 14.4
EURO STOXX ESG-X 3.2 10.6 14.5 37.6 71.4 N/A N/A 14.7 11.4 11.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Eurozone 50 N/A N/A 14.2 17.9 20.5 N/A N/A 0.7 0.6 0.6
EURO STOXX ESG-X N/A N/A 12.6 16.1 19.4 N/A N/A 0.8 0.5 0.5
Index to benchmark Correlation Tracking error (%)
iSTOXX Eurozone 50 1.0 1.0 1.0 1.0 1.0 2.2 2.7 2.7 3.3 3.4
Index to benchmark Beta Annualized information ratio
iSTOXX Eurozone 50 1.1 1.1 1.1 1.1 1.0 -0.9 1.6 -0.1 1.0 0.8

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of February 28, 2025

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 18.8 16.2 18.2 16.2 2.5 2.7 2.2 21.3
EURO STOXX ESG-X 17.3 14.3 16.3 16.3 1.8 2.9 1.3 0.6

Performance and annual returns

Created with Highcharts 9.3.3Chart titleiSTOXX Eurozone 5020152016201720182019202020212022202320242025500100015002000250030003500Highcharts.com
Created with Highcharts 9.3.3Chart titleiSTOXX Eurozone 50EURO STOXX ESG-X20182019202020212022202320242025-250255075100Highcharts.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
Net Return EUR CH0462363356 IXEU5R .IXEU5R
Price EUR CH0462363349 IXEU5P ISXEU5P INDEX .IXEU5P
Gross Return EUR CH0462363364 IXEU5GR IXEU5GR INDEX .IXEU5GR

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 7.577%
SAP Technology Germany 7.570%
LVMH MOET HENNESSY Consumer Products and Services France 4.963%
SIEMENS Industrial Goods and Services Germany 4.648%
SCHNEIDER ELECTRIC Industrial Goods and Services France 3.763%
ALLIANZ Insurance Germany 3.616%
DEUTSCHE TELEKOM Telecommunications Germany 3.478%
SANOFI Health Care France 3.356%
AIR LIQUIDE Chemicals France 2.854%
BCO SANTANDER Banks Spain 2.694%

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

4Based on the composition as of February 28, 2025