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ISTOXX INDICES

iSTOXX Global Demographic Trends Select 50

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Index Description

The iSTOXX Global Demographic Trends Select 50 Index aims to select 50 low volatility and high dividend paying stocks among diversified industries from the STOXX Global 1800 Index, and weigh them by the inverse of their volatility. The companies are chosen from sectors that are well positioned to benefit from the evolution of demographic trends globally.

Key facts

  • Selection from a liquid global universe, the STOXX Global 1800 Index
  • Focuses on seven industries that will be impacted by demographic trends

Descriptive Statistics

Index Market Cap (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Global Demographic Trends Select 50 N/A 1.0 0.0 0.0 0.0 0.0 3.0 1.6 142.3
STOXX Global Select 100 USD N/A 1.0 0.0 0.0 0.0 0.0 1.5 0.8 136.9

Supersector weighting (top 10)

Created with Highcharts 9.3.3Chart title27.8% Health Care15.1% Energy13.4% Banks13.4% Telecommunications12.7% Insurance11.9% Utilities2.2% Construction and Materials1.9% Technology1.7% Automobiles and PartsHighcharts.com

Country weighting

Created with Highcharts 9.3.3Chart title20% Canada12.6% USA9.7% Singapore8.8% France8.8% Switzerland7.5% Italy7.3% Japan6% Spain5.8% UK4.1% GermanyHighcharts.com

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
iSTOXX Global Demographic Trends Select 50 -3.4 -2.2 3.9 17.5 14.7 N/A N/A 3.9 5.6 2.8
STOXX Global Select 100 USD -2.8 -3.7 7.3 13.9 7.7 N/A N/A 7.4 4.5 1.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global Demographic Trends Select 50 N/A N/A 10.0 10.6 14.3 N/A N/A 0.1 0.4 0.2
STOXX Global Select 100 USD N/A N/A 9.7 10.1 14.2 N/A N/A 0.4 0.3 0.1
Index to benchmark Correlation Tracking error (%)
iSTOXX Global Demographic Trends Select 50 0.9 0.9 0.9 0.9 0.9 4.1 4.1 4.4 4.0 5.2
Index to benchmark Beta Annualized information ratio
iSTOXX Global Demographic Trends Select 50 1.0 1.0 0.9 1.0 0.9 -1.9 0.4 -0.8 0.2 0.2

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of October 31, 2023

ISTOXX INDICES

iSTOXX Global Demographic Trends Select 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 Global Demographic Trends Select 50 14.5 10.9 13.2 10.9 1.4 5.2 1.1 15.2
STOXX Global Select 100 USD 14.5 13.0 13.7 12.8 1.2 5.1 1.3 2.9

Performance and annual returns

Created with Highcharts 9.3.3Chart titleiSTOXX Global Demographic Trends Select 502013201420152016201720182019202020212022202350100150200250300Highcharts.com
Created with Highcharts 9.3.3Chart titleiSTOXX Global Demographic Trends Select 50STOXX Global Select 100 USD20162017201820192020202120222023-20-100102030Highcharts.com

Methodology

The iSTOXX Global Demographics Trends Select 50 Index is derived from the STOXX Global 1800 and selects stocks from sectors that stand to benefit from the evolution of demographic trends globally, and which pay high dividends while displaying low volatility.

In a first step, all companies are ranked into seven groups according to their ICB subsector code: Finance, Infrastructure, Leisure & Luxury, Pharmaceuticals, Resources, Real Estate and Telecom & Media & Tech. All stocks whose ICB subsector is not relevant are excluded. In each group, the less volatile are selected. In a second step, all remaining companies are ranked in descending order by their dividend yield. The top 50 constituents are selected while applying a minimum floor of 15 stocks from the Pharmaceuticals group. The 2 selection steps are applied in such a way that equal percentage of stocks is excluded in each. All selected stocks are weighted according to the inverse of their volatility with a 10% cap.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1109231402 IXGD50P IXGD50P INDEX .IXGD50P
Net Return EUR CH1109231410 IXGD50R IXGD50R INDEX .IXGD50R
Gross Return EUR CH1109231428 IXGD50GR IXGD50GR INDEX .IXGD50GR
Price USD CH1109231436 IXGD50L .IXGD50L
Net Return USD CH1109231444 IXGD50V .IXGD50V
Gross Return USD CH1109231451 IXGD50GV .IXGD50GV

Quick Facts

Weighting Inverse volatility
Cap Factor 0.1
No. of components 50
Review frequency Quarterly
Calculation/distribution dayend
Calculation hours 22:15:00 22:15:00
Base value/base date 100 as of Jun. 18, 2012
History Available since Jum. 18, 2012
Inception date Apr. 23, 2021
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
Oversea-Chinese Banking Corp. Banks Singapore 2.968%
ORANGE Telecommunications France 2.822%
DBS Group Holdings Ltd. Banks Singapore 2.541%
ZURICH INSURANCE GROUP Insurance Switzerland 2.524%
BCE Inc. Telecommunications Canada 2.432%
FREENET Telecommunications Germany 2.399%
United Overseas Bank Ltd. Banks Singapore 2.324%
Power Corp. of Canada Insurance Canada 2.284%
BOUYGUES Construction and Materials France 2.188%
Redeia Corporacion Utilities Spain 2.154%

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.