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STRATEGY INDICES

EURO STOXX Select Dividend 30 Futures Replication

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 -1.2 7.7 11.0 2.3 3.8 N/A N/A 11.2 0.8 0.8
EURO STOXX Select Dividend 30 -1.2 8.7 12.3 4.6 3.7 N/A N/A 12.5 1.5 0.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX Select Dividend 30 Futures Replication N/A N/A 12.0 16.3 21.2 N/A N/A 0.7 -0.1 0.0
EURO STOXX Select Dividend 30 N/A N/A 11.0 15.8 21.2 N/A N/A 0.9 -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 2.5 2.4 2.3 2.7 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 0.1 -0.4 -0.5 -0.3 0.0

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of November 29, 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

Methodology

The Futures Replication indices are calculated by using the performance of the Roll Total Return Index. The Price and Net Return version are being adjusted for dividends by using the performance of the underlying index Net Return and Gross Return.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH0328366189 SD3GTREP nan .SD3GTREP
Net Return EUR CH0328366171 SD3TREP nan .SD3TREP
Price EUR CH0328366163 SD3EREP nan .SD3EREP

Quick Facts

Calculation/distribution https://www.stoxx.com/data-vendor-codes
Calculation hours https://www.stoxx.com/data-vendor-codes
History Yes
Inception date Jun. 30, 2016
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.