Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

STRATEGY INDICES

EURO iSTOXX Select Dividend 30 Dynamic Gold Hedge

Index Description

The iSTOXX Dynamic Gold Hedge Indices replicate the performance of a dynamic risk control overlay that aims to mitigate downside risk by dynamically allocating equity index exposure to gold in distressed markets. A lower correlation between the two asset classes or a higher relative volatility of equity result in a higher gold exposure.

Key facts

  • The index weight is shifted to gold in case of a negative correlation between EURO STOXX®
  • Select Dividend 30 Price index and gold.
  • A lower correlation between the two asset classes and a higher relative volatility of equity result in a higher gold exposure.
  • Gold allocation is capped at 50%.

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 Select Dividend 30 Dynamic Gold Hedge N/A N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX Select Dividend 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
EURO iSTOXX Select Dividend 30 Dynamic Gold Hedge -5.1 N/A -2.7 -8.4 -15.7 N/A N/A -2.8 -3.0 -3.5
EURO STOXX Select Dividend 30 -5.0 1.6 3.8 -13.5 -16.2 N/A N/A 3.9 -4.8 -3.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX Select Dividend 30 Dynamic Gold Hedge N/A N/A 10.4 12.0 18.1 N/A N/A -0.6 -0.4 -0.2
EURO STOXX Select Dividend 30 N/A N/A 10.8 15.9 21.2 N/A N/A 0.1 -0.4 -0.2
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX Select Dividend 30 Dynamic Gold Hedge N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
Index to benchmark Beta Annualized information ratio
EURO iSTOXX Select Dividend 30 Dynamic Gold Hedge N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A

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

2Based on EURIBOR1M

(EUR, Price), all data as of June 28, 2024

STRATEGY INDICES

EURO iSTOXX Select Dividend 30 Dynamic Gold Hedge

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 Select Dividend 30 Dynamic Gold Hedge N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX Select Dividend 30 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns