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ISTOXX INDICES

iSTOXX USA 100

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Index Description

The iSTOXX USA 100 Index are selected from the STOXX USA 500 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 100 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 100 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 (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX USA 100 23,653.6 22,746.8 227.5 123.4 2,259.4 63.3 9.9 0.3 13.7
STOXX USA 500 ESG-X 41,403.3 39,777.0 89.6 35.5 3,074.3 7.8 7.7 0.0 3.6

Supersector weighting (top 10)

Created with Highcharts 9.3.3Chart title42.7% Technology17% Health Care7.6% Industrial Goods and Services5.4% Retail3.7% Financial Services3.4% Banks3.3% Telecommunications2.5% Food, Beverage and Tobacco2.5% Automobiles and Parts2.4% Personal Care, Drug and Grocery Stores2.4% Personal Care, Drug and Grocery Sto…Highcharts.com

Country weighting

Created with Highcharts 9.3.3Chart title100% USAHighcharts.com

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
iSTOXX USA 100 5.2 8.2 35.7 40.6 121.1 N/A N/A 37.0 12.3 17.4
STOXX USA 500 ESG-X 5.7 7.7 32.6 35.3 101.7 N/A N/A 32.8 10.6 15.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX USA 100 N/A N/A 13.1 18.4 21.9 N/A N/A 2.1 0.5 0.7
STOXX USA 500 ESG-X N/A N/A 12.9 18.3 21.8 N/A N/A 1.9 0.5 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX USA 100 1.0 1.0 1.0 1.0 1.0 3.7 3.0 2.5 2.8 3.1
Index to benchmark Beta Annualized information ratio
iSTOXX USA 100 1.0 1.0 1.0 1.0 1.0 -1.7 0.9 0.9 0.4 0.5

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

2Based on EURIBOR1M

(USD, Net Return), all data as of February 29, 2024

ISTOXX INDICES

iSTOXX USA 100

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 USA 100 31.0 23.7 30.6 30.6 6.3 1.5 4.0 35.3
STOXX USA 500 ESG-X 29.5 22.7 27.7 27.7 5.1 1.4 2.9 33.8

Performance and annual returns

Created with Highcharts 9.3.3Chart titleiSTOXX USA 100201520162017201820192020202120222023202401k2k3k4k5kHighcharts.com
Created with Highcharts 9.3.3Chart titleiSTOXX USA 100STOXX USA 500 ESG-X20172018201920202021202220232024-50-250255075Highcharts.com

Methodology

The iSTOXX USA 100 Index are selected from the STOXX USA 500 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 100 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 CH0462363331 IXUS1GR IXUS1GR INDEX .IXUS1GR
Gross Return USD CH0462363307 IXUS1GV IXUS1GV INDEX .IXUS1GV
Price USD CH0462363281 IXUS1L IXUS1L INDEX .IXUS1L
Price EUR CH0462363315 IXUS1P IXUS1P INDEX .IXUS1P
Net Return EUR CH0462363323 IXUS1R .IXUS1R
Net Return USD CH0462363299 IXUS1V .IXUS1V

Quick Facts

Weighting Free-float market capitalization
Cap Factor 10%
No. of components Variable
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 15:30:00 22:15:00
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
Microsoft Corp. Technology USA 9.933%
NVIDIA Corp. Technology USA 8.590%
Apple Inc. Technology USA 8.288%
Eli Lilly & Co. Health Care USA 2.814%
BROADCOM Technology USA 2.662%
TESLA Automobiles and Parts USA 2.456%
JPMorgan Chase & Co. Banks USA 2.377%
UnitedHealth Group Inc. Health Care USA 2.010%
VISA Inc. Cl A Industrial Goods and Services USA 1.981%
Home Depot Inc. Retail USA 1.673%

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

4Based on the composition as of February 29, 2024

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.