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STRATEGY INDICES

EURO STOXX Select Dividend 30 Futures Replication

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Index Description

The STOXX Futures Replication indices aims to replicate the performance of a STOXX Index by simulating an investment into the respective STOXX Futures Roll Total Return index, adjusted for dividends.

Key facts

  • Offers an alternative way to replicate the returns of STOXX Indices without need for physical investment as the replication is via futures

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO STOXX Select Dividend 30 Futures Replication 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 STOXX Select Dividend 30 Futures Replication -2.6 9.0 20.3 1.6 7.4 N/A N/A 20.6 0.5 1.5
EURO STOXX Select Dividend 30 -2.5 10.0 21.6 3.4 7.4 N/A N/A 21.8 1.1 1.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX Select Dividend 30 Futures Replication N/A N/A 11.6 16.3 21.1 N/A N/A 1.3 -0.1 0.0
EURO STOXX Select Dividend 30 N/A N/A 10.8 15.9 21.2 N/A N/A 1.7 -0.1 0.0
Index to benchmark Correlation Tracking error (%)
EURO STOXX Select Dividend 30 Futures Replication 1.0 1.0 1.0 1.0 1.0 2.1 2.3 2.2 2.6 3.3
Index to benchmark Beta Annualized information ratio
EURO STOXX Select Dividend 30 Futures Replication 1.1 1.1 1.1 1.0 1.0 -0.5 -0.4 -0.4 -0.2 0.0

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of October 31, 2024

STRATEGY INDICES

EURO STOXX Select Dividend 30 Futures Replication

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 STOXX Select Dividend 30 Futures Replication 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