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DIVIDEND INDICES

STOXX Europe Select Dividend 30

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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 (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Europe Select Dividend 30 N/A 1.0 0.0 0.0 0.1 0.0 6.3 1.9 34.5
STOXX Europe 600 13,410.0 10,702.7 17.8 6.2 325.6 1.1 3.0 0.0 3.5

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
STOXX Europe Select Dividend 30 1.0 5.3 11.0 8.7 20.2 N/A N/A 11.1 2.8 3.8
STOXX Europe 600 1.1 9.3 13.5 19.2 41.4 N/A N/A 13.7 6.1 7.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe Select Dividend 30 N/A N/A 11.6 15.5 21.4 N/A N/A 0.7 0.0 0.1
STOXX Europe 600 N/A N/A 10.4 14.5 17.7 N/A N/A 0.9 0.2 0.3
Index to benchmark Correlation Tracking error (%)
STOXX Europe Select Dividend 30 0.8 0.8 0.8 0.9 0.9 7.9 6.8 6.7 7.3 9.3
Index to benchmark Beta Annualized information ratio
STOXX Europe Select Dividend 30 0.8 0.9 0.9 0.9 1.1 -0.2 -0.6 -0.4 -0.4 -0.3

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of November 29, 2024

DIVIDEND INDICES

STOXX Europe 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
STOXX Europe Select Dividend 30 8.9 8.1 8.9 8.9 0.8 5.9 0.3 13.8
STOXX Europe 600 17.8 14.0 15.9 15.9 2.0 2.9 1.3 -80.8

Performance and annual returns

Methodology

The index universe is the relevant benchmark index. Only dividend-paying companies are eligible and those stocks must have a non-negative historical five-year dividend-per-share (DPS) growth rate and a defined dividend to EPS ratio. For the selection, components 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 dividend to EPS ratio can be found in our rulebook : http://www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0020751340 SD3P SD3P INDEX .SD3P
Net Return EUR CH0020751373 SD3R SD3R INDEX .SD3R
Price USD CH0020751423 SD3L SD3L INDEX .SD3L
Net Return USD CH0020751480 SD3V SD3V INDEX .SD3V
Net Return AUD CH0271081660 S3DAU .S3DAU
Price AUD CH0271081710 S3DAA .S3DAA
Price CAD CH0271081728 S3DCC .S3DCC
Net Return CAD CH0271081678 S3DCU .S3DCU
Price CHF CH0271081736 S3DCHC .S3DCHC
Net Return CHF CH0271081686 S3DCHD .S3DCHD
Price GBP CH0271081744 S3DGB .S3DGB
Net Return GBP CH0271081694 S3DHB .S3DHB
Price JPY CH0271081769 S3DJP .S3DJP
Net Return JPY CH0271081702 S3DELP .S3DELP
Gross Return EUR CH0147787565 SD3GR SD3GR INDEX .SD3GR
Gross Return USD CH0147790122 SD3GV SD3GV INDEX .SD3GV

Quick Facts

Weighting By indicated net dividend yield, i.e. a company's indicated annual dividend divided by the sum of all indicated annual dividends of companies in the index
Cap Factor Individual component weights are capped at 15% (10% for Global)
No. of components Global index: 100 North America index: 40 Eurozone, Europe, Asia/Pacific indices: 30 Nordic index: 20 EU Enlarged index: 15
Review frequency Annually (March)
Calculation/distribution Realtime 15 sec
Calculation hours 09:00:00 18:00:00
Base value/base date 1000 as of Dec. 30, 1998
History Available from Dec. 30, 1998
Inception date April. 13, 2005
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
NATWEST GROUP Banks UK 6.296%
HSBC Banks UK 5.360%
IG GRP HLDG Financial Services UK 4.858%
ABN AMRO BANK Banks Netherlands 4.549%
ING GRP Banks Netherlands 4.354%
LEGAL & GENERAL GRP Insurance UK 4.038%
AGEAS Insurance Belgium 3.849%
NN GROUP Insurance Netherlands 3.827%
TELE2 B Telecommunications Sweden 3.800%
RIO TINTO Basic Resources UK 3.673%

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

4Based on the composition as of November 29, 2024

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.