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DIVIDEND INDICES

STOXX Europe Low Beta High Div 50

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Index Description

The STOXX Europe Low Beta High Div 50 Index aims to select 50 companies from the STOXX Europe 600 which have a 12-month net dividend yield higher than the EURO STOXX 50 and the lowest 12-month beta to the same index (i.e. EURO STOXX 50). All stocks are weighted according to their three-months average daily trading volume in EUR (ADTV).

Key facts

  • UNIQUE OFFERING - The STOXX Europe Low Beta High Div 50 Index is the first index combining dividend yield screening and minimization of beta.
  • LIQUID, TRADABLE UNDERLYING - The base universe (STOXX Europe 600) as well as the benchmark (EURO STOXX 50) are both highly liquid underlyings. Hence, investors can use these indices to hedge certain derivate risk.

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
STOXX Europe Low Beta High Div 50 N/A 102.6 2.1 1.4 5.4 0.3 5.2 0.3 48.8
STOXX Europe 600 13,845.9 10,984.7 18.3 6.5 280.8 1.0 2.6 0.0 3.3

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
STOXX Europe Low Beta High Div 50 -4.2 1.8 1.8 -12.2 -6.1 N/A N/A 1.8 -4.3 -1.3
STOXX Europe 600 -2.5 -0.7 -0.7 -5.2 12.6 N/A N/A -0.7 -1.8 2.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe Low Beta High Div 50 N/A N/A 11.3 14.9 16.8 N/A N/A -0.2 -0.5 -0.1
STOXX Europe 600 N/A N/A 12.7 18.7 20.6 N/A N/A -0.4 -0.2 0.1
Index to benchmark Correlation Tracking error (%)
STOXX Europe Low Beta High Div 50 0.8 0.7 0.7 0.9 0.9 7.3 9.1 9.1 9.9 10.1
Index to benchmark Beta Annualized information ratio
STOXX Europe Low Beta High Div 50 0.7 0.6 0.6 0.7 0.7 -3.3 0.2 0.2 -0.4 -0.5

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

2Based on EURIBOR1M

(USD, Price), all data as of December 31, 2024

DIVIDEND INDICES

STOXX Europe Low Beta High Div 50

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 Low Beta High Div 50 20.4 11.3 14.9 14.9 1.7 4.7 0.8 10.5
STOXX Europe 600 17.7 14.0 15.8 15.8 2.0 2.6 1.3 -80.3

Performance and annual returns