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DIVIDEND INDICES

EURO STOXX ESG-X Select Dividend 30

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Index Description

The EURO STOXX ESG-X Select Dividend 30 Index is derived from the EURO STOXX ESG-X Index and selects 30 stocks which represent the highest-yielding stocks relative to their home markets in the respective benchmark index. The EURO STOXX ESG-X Index applies standardized ESG exclusion screens for Global Standards Screening, Controversial Weapons, Thermal Coal and Tobacco Producers, with the aim of taking responsible investment criteria into account.

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.
  • The ESG-X Select Dividend indices are derived from the respective ESG-X Benchmark indices on which ESG screens are applied, based on responsible policies, aiming to reduce reputational and idiosyncratic risks.
  • Fixed component number 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 ESG-X Select Dividend 30 N/A 0.9 0.0 0.0 0.0 0.0 5.2 1.7 7.1
EURO STOXX Select Dividend 30 N/A 0.9 0.0 0.0 0.0 0.0 5.4 1.7 7.3

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 ESG-X Select Dividend 30 -5.1 -5.1 4.1 11.9 -5.5 N/A N/A 4.1 3.9 -1.1
EURO STOXX Select Dividend 30 -5.0 -5.5 3.8 14.3 -7.4 N/A N/A 3.9 4.6 -1.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX ESG-X Select Dividend 30 N/A N/A 18.5 20.6 23.9 N/A N/A 0.1 0.2 -0.1
EURO STOXX Select Dividend 30 N/A N/A 18.2 20.9 23.9 N/A N/A 0.0 0.2 -0.1
Index to benchmark Correlation Tracking error (%)
EURO STOXX ESG-X Select Dividend 30 1.0 1.0 1.0 1.0 1.0 1.5 1.8 1.6 1.5 1.5
Index to benchmark Beta Annualized information ratio
EURO STOXX ESG-X Select Dividend 30 1.0 1.0 1.0 1.0 1.0 -0.6 0.3 0.2 -0.5 0.3

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of October 31, 2023

DIVIDEND INDICES

EURO STOXX ESG-X 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 ESG-X Select Dividend 30 10.6 7.6 8.4 8.4 0.8 6.4 0.5 3.7
EURO STOXX Select Dividend 30 10.7 7.9 8.6 8.6 0.9 6.5 0.5 4.0

Performance and annual returns

Methodology

The index universe is the relevant STOXX ESG-X benchmark index. Only dividend-paying companies are eligible and must have a non-negative historical five-year dividend-per-share (DPS) growth rate and a defined DPS to EPS ratio. For the selection, eligible companies are sorted by an outperformance factor to their home market and ranked accordingly. A minimum liquidity level and a buffer rule are applied. Detailed index methodology, including information on the outperformance factor and the DPS to EPS ratio can be found in our rulebook: https://www.stoxx.com/rulebooks

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0581652788 SD3EX SD3EX INDEX .SD3EX
Net Return EUR CH0581652820 SD3TX SD3TX INDEX .SD3TX
Gross Return EUR CH0581652697 SD3GTX SD3GTX INDEX .SD3GTX
Price USD CH0581652705 SD3KX .SD3KX
Net Return USD CH0581652689 SD3UX .SD3UX
Gross Return USD CH0581652804 SD3GUX .SD3GUX
Price AUD CH0581652655 SD3AAX .SD3AAX
Net Return AUD CH0581652663 SD3AUX .SD3AUX
Gross Return AUD CH0581652739 SD3AGUX .SD3AGUX
Price CAD CH0581652796 SD3CCX .SD3CCX
Net Return CAD CH0581652713 SD3CUX .SD3CUX
Gross Return CAD CH0581652812 SD3CGUX .SD3CGUX
Price CHF CH0581652747 SD3CHCX .SD3CHCX
Net Return CHF CH0581652671 SD3CHDX .SD3CHDX
Gross Return CHF CH0581652838 SD3CGDX .SD3CGDX
Price GBP CH0581652754 SD3GBX .SD3GBX
Net Return GBP CH0581652770 SD3HBX .SD3HBX
Gross Return GBP CH0581652853 SD3GHBX .SD3GHBX
Price JPY CH0581652762 SD3JPX .SD3JPX
Net Return JPY CH0581652721 SD3ELPX .SD3ELPX
Gross Return JPY CH0581652846 SD3GLPX .SD3GLPX

Quick Facts

Weighting By indicated net dividend yield
Cap Factor 0.15
No. of components 30
Review frequency Annually (March)
Calculation/distribution dayend
Calculation hours 18:00:00 18:00:00
Base value/base date 100 as of Mar. 16, 2012
History Available from Mar. 16, 2012
Inception date Nov. 25, 2020
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
CREDIT AGRICOLE Banks France 5.246%
ORANGE Telecommunications France 4.711%
NN GROUP Insurance Netherlands 4.657%
ASR NEDERLAND NV Insurance Netherlands 4.070%
ASSICURAZIONI GENERALI Insurance Italy 4.025%
AGEAS Insurance Belgium 3.894%
POSTE ITALIANE Insurance Italy 3.880%
SNAM RETE GAS Energy Italy 3.874%
OMV Energy Austria 3.820%
AXA Insurance France 3.749%

3Net dividend yield is calculated as net return index return minus price index return

4Based on the composition as of October 31, 2023

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.