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ISTOXX INDICES

EURO iSTOXX 50 ESG+ GR Decrement 3.75%

Index Description

The EURO iSTOXX 50 ESG+ GR Decrement 3.75% Index replicates the performance of the total return version of the EURO STOXX 50 ESG+ Index assuming a constant 3.75% performance deduction per annum. The performance deduction accrues constantly on a daily basis (using an Actual/365 Fixed day count convention). Consequently, due to the percentage of performance deduction, the EURO iSTOXX 50 ESG+ GR Decrement 3.75% Index underperforms the EURO STOXX 50 ESG+ Index.

Key facts

  • Due to the percentage of performance being subtracted, the index underperforms the EURO STOXX 50 ESG+ Total Return Index, which includes a gross dividend investment.
  • The decrement index may perform better than the EURO STOXX 50 ESG+ Price Index, which does not consider dividend investments, if the overall gross dividend yield of the base index is greater than the value being subtracted.

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO iSTOXX 50 ESG+ GR Decrement 3.75% N/A N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 ESG+ 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
EURO iSTOXX 50 ESG+ GR Decrement 3.75% -3.9 7.7 20.6 14.1 36.5 N/A N/A 20.9 4.5 6.5
EURO STOXX 50 ESG+ -3.6 11.2 25.3 27.7 64.6 N/A N/A 25.6 8.6 10.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX 50 ESG+ GR Decrement 3.75% N/A N/A 13.2 17.8 20.5 N/A N/A 1.2 0.1 0.2
EURO STOXX 50 ESG+ N/A N/A 13.2 17.8 20.5 N/A N/A 1.8 0.4 0.5
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX 50 ESG+ GR Decrement 3.75% 1.0 1.0 1.0 1.0 1.0 0.1 0.2 0.2 0.2 0.2
Index to benchmark Beta Annualized information ratio
EURO iSTOXX 50 ESG+ GR Decrement 3.75% 1.0 1.0 1.0 1.0 1.0 -24.7 -24.8 -24.4 -25.1 -25.1

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

2Based on EURIBOR1M

(EUR, Price), all data as of October 31, 2024

ISTOXX INDICES

EURO iSTOXX 50 ESG+ GR Decrement 3.75%

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
EURO iSTOXX 50 ESG+ GR Decrement 3.75% N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 ESG+ N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The index components and weights exactly match the ones of the EURO STOXX 50 ESG+ Index. All the index changes and adjustments of the EURO STOXX 50 ESG+ Index are reflected in the decrement index. The detailed methodology including the calculation formulation can be found in our rulebook:
https://www.stoxx.com/rulebooks.html

Quick Facts

Weighting Free float market cap weighted
Cap Factor 50
No. of components na
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 09:00:00 19:15:00
Base value/base date 100 as of Mar. 20, 2017
History Available since 20 Mar 2017
Inception date September. 12, 2024
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.