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Index Description

The iSTOXX Global Transformation Select 30 Index represents an investment targeted at key areas driving deep societal and economic change in our fast-evolving world. The index tracks 30 liquid stocks with low volatility and high dividend yield. Components are selected from a global pool of companies that provide diverse solutions as consumers change their habits and governments and industries adopt new processes and priorities. Selected businesses address trends including improved connectivity, Industry 4.0, sustainable growth and better healthcare. These trends themselves are underpinned by the growing use of technology and connectivity solutions, an increasing focus on environmental sustainability, and healthcare demand; all catalyzed by the COVID-19 crisis and rising public awareness of these drivers brought by the pandemic. Eligible companies are also screened to select leaders in ESG criteria and to exclude those involved in undesirable activities from a responsibility point of view. Industry and country neutrality filters are applied in the selection process to ensure diversification. 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 segments that are positively affected by the global transformation we are going through.

Key facts

  • Selection of 30 liquid stocks with low volatility and high dividend yield.
  • Index allows targeted investment in the global transformation.
  • Detailed FactSet Revere data help select companies with a revenue exposure above 25% to sectors related to sustainable smart cities.
  • Liquidity filter ensures replicability.
  • Companies are GSS compliant and are not involved in Controversial Weapons.
  • Product involvement filters are applied.
  • Companies with the lowest ESG scores are filtered out.

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 Transformation Select 30 N/A 1.1 0.0 0.0 0.1 0.0 4.7 1.7 157.4
STOXX Global Select 100 USD N/A 1.1 0.0 0.0 0.0 0.0 1.5 0.7 129.4

Supersector weighting (top 10)

Country weighting

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 0.5 11.8 20.2 16.7 52.9 N/A N/A 20.6 5.3 9.0
STOXX Global Select 100 USD 0.6 9.6 14.3 14.9 13.5 N/A N/A 14.5 4.8 2.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global Transformation Select 30 N/A N/A 10.8 12.4 14.7 N/A N/A 1.4 0.2 0.5
STOXX Global Select 100 USD N/A N/A 8.5 10.1 14.3 N/A N/A 1.2 0.2 0.1
Index to benchmark Correlation Tracking error (%)
iSTOXX Global Transformation Select 30 0.6 0.7 0.8 0.8 0.8 8.5 7.1 7.0 8.1 9.1
Index to benchmark Beta Annualized information ratio
iSTOXX Global Transformation Select 30 0.6 0.9 1.0 0.9 0.8 -0.2 0.3 0.7 0.1 0.6

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of November 29, 2024

ISTOXX INDICES

iSTOXX Global Transformation Select 30

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 17.4 10.6 12.5 12.5 1.3 5.8 1.2 2.0
STOXX Global Select 100 USD 16.3 13.1 15.0 15.0 1.4 6.1 0.9 5.1

Performance and annual returns

Methodology

The parent index is the STOXX Developed and Emerging Markets Total Market Index. First, stocks that rank in the top half of the universe in terms of ESG scores are selected. From those, companies with revenue exposure above 25% to the sectors associated with the transformation that the world is going through are selected. Additional filters are applied to ensure companies engaged in controversial activities, or non-compliant with Global Standards, are excluded. The eligible companies are ranked based on their volatility; the top 50% of companies with the lowest volatility proceed to the next step. All remaining companies are ranked based on their dividend yield; the 30 companies with the highest yields are selected such that country, region and industry diversification constraints are met.

The index is weighted by the inverse of the selected stocks' volatility; component weight is capped at 10%.

The index composition is reviewed quarterly.

The detailed methodology including the calculation formula and the list of sectors can be found in our rulebooks: www.stoxx.com/rulebooks

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH0576209537 IXGTRSGR .IXGTRSGR
Price EUR CH0576209552 IXGTRSP IXGTRSP INDEX .IXGTRSP
Net Return EUR CH0576209545 IXGTRSR IXGTRSR INDEX .IXGTRSR
Gross Return USD CH1120910604 IXGTRSGV IXGTRSGV INDEX .IXGTRSGV
Net Return USD CH1120910596 IXGTRSV .IXGTRSV
Price USD CH1120910588 IXGTRSL IXGTRSL INDEX .IXGTRSL

Quick Facts

Weighting Inverse Volatility weighted
Cap Factor 0.1
No. of components 30
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 100 as of Jun. 18, 2012
History Available from Jun. 18, 2012
Inception date Jul. 02, 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
Redeia Corporacion Utilities Spain 4.746%
AT&T Inc. Telecommunications USA 4.547%
PREMIER CLASS A Health Care USA 4.508%
UDR Real Estate USA 4.318%
BCE Inc. Telecommunications Canada 4.241%
POSTE ITALIANE Insurance Italy 4.212%
Verizon Communications Inc. Telecommunications USA 4.064%
HKT TRUST & HKT Telecommunications Hong Kong 4.044%
VIATRIS Health Care USA 3.638%
Gilead Sciences Inc. Health Care USA 3.515%

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

4Based on the composition as of November 29, 2024