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DIVIDEND INDICES

EURO STOXX Select Dividend 30

Index Description

The STOXX Select Dividend Indices are designed to measure the performance of the highest dividend-paying stocks relative to their home markets. Stocks are screened by defined historical non-negative dividend-per-share growth rates and dividend to earnings-per-share (EPS) ratios. The index family covers the North America, Europe, Asia/Pacific, Eurozone, EU Enlarged and Globalregions. The Global index is a roll-up of the European, North America and Asia/Pacific indices. The indices are derived from their respective benchmark index, such as the STOXX North America 600, STOXX Asia/Pacific 600, STOXX Europe 600, EURO STOXX and STOXX EU Enlarged TMI.

Key facts

  • Components are weighted by their indicated annual net dividend yield, i.e. the largest dividend-yielding companies have the highest weight in the index
  • Fixed component numbers and cap factors guarantee index diversification
  • Liquidity screening ensures the index is suitable as an underlying for financial products

Descriptive Statistics

Index Market Cap (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO STOXX Select Dividend 30 N/A 1.1 0.0 0.0 0.1 0.0 6.1 1.7 22.8
EURO STOXX 7,946.8 5,803.7 19.5 7.1 412.9 1.5 7.1 0.0 3.7

Supersector weighting (top 10)

Country weighting

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 -5.2 3.7 8.6 -6.3 4.1 N/A N/A 8.7 -2.2 0.8
EURO STOXX -3.9 5.4 10.3 10.4 45.0 N/A N/A 10.5 3.4 7.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX Select Dividend 30 N/A N/A 14.5 20.2 23.9 N/A N/A 0.4 -0.2 0.0
EURO STOXX N/A N/A 15.2 21.2 22.6 N/A N/A 0.5 0.1 0.3
Index to benchmark Correlation Tracking error (%)
EURO STOXX Select Dividend 30 0.9 0.9 0.9 0.9 0.9 7.9 7.2 6.6 7.4 8.3
Index to benchmark Beta Annualized information ratio
EURO STOXX Select Dividend 30 0.8 0.8 0.9 0.9 1.0 -2.3 -0.5 -0.3 -0.8 -0.8

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of June 28, 2024

DIVIDEND INDICES

EURO STOXX Select Dividend 30

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 8.7 7.9 8.3 8.3 0.8 6.5 0.5 12.7
EURO STOXX 16.6 13.1 14.6 14.6 1.7 3.5 1.2 19.2

Performance and annual returns