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ISTOXX INDICES

iSTOXX Global Transformation Select 30 NR Risk Control 10%

Index Description

The iSTOXX Global Transformation Select 30 NR Risk Control 10% Index replicates the performance of a risk control overlay applied to the net return version of the iSTOXX Global Transformation Select 30 Index that targets 10% volatility by allocating to both the underlying index as well as cash.

Key facts

  • Risk Control Index.
  • Provides steady returns with a much lower level of volatility than the underlying index.
  • Offers full participation in less risky, booming equity markets while at the same time protecting investors when markets become turbulent.
  • Reacts immediately to changes in the prevailing market environment due to daily observation of volatility trigger levels.
  • History available from 2012.

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Global Transformation Select 30 NR Risk Control 10% N/A N/A N/A N/A N/A N/A N/A N/A N/A
iSTOXX Global Transformation Select 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
iSTOXX Global Transformation Select 30 NR Risk Control 10% 0.8 3.3 5.0 11.8 43.5 N/A N/A 5.1 3.8 7.6
iSTOXX Global Transformation Select 30 1.6 7.0 11.4 17.3 61.7 N/A N/A 11.6 5.5 10.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global Transformation Select 30 NR Risk Control 10% N/A N/A 8.9 10.0 9.7 N/A N/A 0.1 0.2 0.7
iSTOXX Global Transformation Select 30 N/A N/A 9.9 11.2 14.3 N/A N/A 0.7 0.3 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX Global Transformation Select 30 NR Risk Control 10% N/A 0.0 0.1 0.1 0.0 N/A 14.1 13.3 14.6 17.5
Index to benchmark Beta Annualized information ratio
iSTOXX Global Transformation Select 30 NR Risk Control 10% N/A 0.0 0.0 0.1 0.0 N/A -0.8 -0.1 -0.2 -0.3

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

2Based on EURIBOR1M

(EUR, Excess Return), all data as of June 28, 2024

ISTOXX INDICES

iSTOXX Global Transformation Select 30 NR Risk Control 10%

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 Transformation Select 30 NR Risk Control 10% N/A N/A N/A N/A N/A N/A N/A N/A
iSTOXX Global Transformation Select 30 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The iSTOXX Global Transformation Select 30 NR Risk Control 10% Index replicates the performance of a risk control overlay applied to the net return version of the iSTOXX Global Transformation Select 30 Index that targets 10% volatility by allocating to both the underlying index as well as cash.

Quick Facts

Weighting Price
Cap Factor NA
No. of components NA
Review frequency NA
Calculation/distribution Realtime 15 sec
Calculation hours 09:00:00 22:30:00
Base value/base date 100 as of Sep. 14, 2012
History Available from Sep. 14, 2012
Inception date February. 22, 2023
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.