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FACTOR & STRATEGY INDICES

STOXX Europe 600 Industry Neutral Ax Low Risk

Components 1

Company Supersector Country Weight (%)
DANONE Food, Beverage and Tobacco France 4.22612
DEUTSCHE BOERSE Financial Services Germany 4.04639
SAMPO Insurance Finland 3.83596
NOVARTIS Healthcare Switzerland 3.77026
LONDON STOCK EXCHANGE Financial Services UK 3.46753
ENGIE Utilities France 3.31339
RELX PLC Technology UK 3.04773
HALEON Healthcare UK 3.01463
SHELL Energy UK 3.00788
SVENSKA HANDELSBANKEN A Banks Sweden 2.95942
COMPASS GRP Consumer Products and Services UK 2.88749
VOLKSWAGEN PREF Automobiles and Parts Germany 2.68045
SCHINDLER P Industrial Goods and Services Switzerland 2.42408
SAP Technology Germany 2.3477
AHOLD DELHAIZE Personal Care, Drug and Grocery Stores Netherlands 2.22472
SANOFI Healthcare France 2.18844
HENKEL PREF Consumer Products and Services Germany 2.02037
ENI Energy Italy 2.01601
ZURICH INSURANCE GROUP Insurance Switzerland 1.9583
AENA SME Industrial Goods and Services Spain 1.93573
BRITISH AMERICAN TOBACCO Food, Beverage and Tobacco UK 1.93432
WOLTERS KLUWER Industrial Goods and Services Netherlands 1.93394
SWISSCOM Telecommunications Switzerland 1.9198
BOUYGUES Construction and Materials France 1.852
NORDEA BANK Banks Finland 1.80819
ROCHE HLDG P Healthcare Switzerland 1.70432
BUNZL Industrial Goods and Services UK 1.67544
GEA GRP Industrial Goods and Services Germany 1.63849
SYMRISE Chemicals Germany 1.5802
PEARSON Media UK 1.44905
SGS Industrial Goods and Services Switzerland 1.41284
COLOPLAST B Healthcare Denmark 1.32739
ALFA LAVAL Industrial Goods and Services Sweden 1.27459
KONE B Industrial Goods and Services Finland 1.25795
GSK Healthcare UK 1.09525
ASSA ABLOY Construction and Materials Sweden 1.07645
GIVAUDAN Chemicals Switzerland 0.96943
ASML HLDG Technology Netherlands 0.94882
SODEXO Travel and Leisure France 0.80421
CREDIT AGRICOLE Banks France 0.78799
KPN Telecommunications Netherlands 0.78676
Getlink Industrial Goods and Services France 0.69439
DNB BANK Banks Norway 0.67546
SWISS PRIME SITE Real Estate Switzerland 0.66013
SCOUT24 Technology Germany 0.65198
TRYG Insurance Denmark 0.63983
NN GROUP Insurance Netherlands 0.56448
QIAGEN Healthcare Germany 0.54651
UPM KYMMENE Basic Resources Finland 0.52144
BANQUE CANTONALE VAUDOISE Banks Switzerland 0.516
ACKERMANS & VAN HAAREN Construction and Materials Belgium 0.48509
SAGE GRP Technology UK 0.46282
PSP SWISS PROPERTY Real Estate Switzerland 0.43936
SECURITAS B Industrial Goods and Services Sweden 0.43181
NESTLE Food, Beverage and Tobacco Switzerland 0.42411
FLUGHAFEN ZURICH Industrial Goods and Services Switzerland 0.39285
DKSH HOLDING Industrial Goods and Services Switzerland 0.37445
TERNA Utilities Italy 0.36083
ORANGE Telecommunications France 0.35434
BP Energy UK 0.34931
AUTO TRADER GROUP Technology UK 0.28076
CEMBRA MONEY BANK Banks Switzerland 0.26345
ALLREAL HLDG Real Estate Switzerland 0.25138
HOLMEN B Basic Resources Sweden 0.2387
SMITHS GRP Industrial Goods and Services UK 0.2354
BOLLORE Media France 0.21183
TOTALENERGIES Energy France 0.21159
ALLIANZ Insurance Germany 0.20663
Redeia Corporacion Utilities Spain 0.19843
VOPAK Industrial Goods and Services Netherlands 0.19459
UNILEVER PLC Personal Care, Drug and Grocery Stores UK 0.1918
DASSAULT SYSTEMS Technology France 0.18179
RATIONAL Industrial Goods and Services Germany 0.17724
GALENICA SANTE AG Personal Care, Drug and Grocery Stores Switzerland 0.16014
GRP BRUXELLES LAMBERT Financial Services Belgium 0.12565
EMS-CHEMIE HLDG Chemicals Switzerland 0.11358
SFS GROUP Industrial Goods and Services Switzerland 0.10889
Essity B Personal Care, Drug and Grocery Stores Sweden 0.10282
RWE Utilities Germany 0.07261
UMG Media Netherlands 0.07007
ANDRITZ Industrial Goods and Services Austria 0.06856
VISCOFAN Food, Beverage and Tobacco Spain 0.06298
IBERDROLA Utilities Spain 0.06132
SKANSKA B Construction and Materials Sweden 0.05452
1Based on the last periodic review implementation