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DIVIDEND INDICES

STOXX Global Select Dividend 100

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 Global Select Dividend 100 N/A 1.1 0.0 0.0 0.0 0.0 4.6 0.4 30.0
STOXX Global 1800 68,867.4 63,133.4 35.1 11.0 3,009.7 1.2 4.8 0.0 2.6

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 Global Select Dividend 100 0.4 10.0 18.4 20.7 45.4 N/A N/A 18.7 6.5 7.9
STOXX Global 1800 0.5 16.8 22.5 30.9 86.2 N/A N/A 22.9 9.5 13.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Select Dividend 100 N/A N/A 9.9 10.6 16.6 N/A N/A 1.4 0.4 0.4
STOXX Global 1800 N/A N/A 11.0 14.1 17.4 N/A N/A 1.6 0.5 0.7
Index to benchmark Correlation Tracking error (%)
STOXX Global Select Dividend 100 0.9 0.6 0.6 0.6 0.8 11.5 10.2 9.8 11.0 11.7
Index to benchmark Beta Annualized information ratio
STOXX Global Select Dividend 100 0.6 0.5 0.5 0.5 0.7 -0.2 -0.9 -0.4 -0.3 -0.5

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of August 30, 2024

DIVIDEND INDICES

STOXX Global Select Dividend 100

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 Global Select Dividend 100 11.7 9.8 11.1 11.1 0.9 7.0 0.6 12.8
STOXX Global 1800 24.8 20.1 22.8 22.8 3.3 2.3 2.2 17.2

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
Net Return EUR US26063Y1120 SDGR SDGR INDEX .SDGR
Price EUR US26063V1180 SDGP SDGP INDEX .SDGP
Price USD US26064V1171 SDGL SDGL INDEX .SDGL
Net Return USD US26066F1104 SDGV SDGV INDEX .SDGV
Gross Return EUR CH0147787656 SDGGR SDGGR INDEX .SDGGR
Gross Return USD CH0147790213 SDGGV SDGGV INDEX .SDGGV

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)
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

DIVIDEND INDICES

STOXX Global Select Dividend 100

Top 10 Components4

Company Supersector Country Weight
SITC Int. Hold. Industrial Goods and Services Hong Kong 4.815%
NEW HOPE CORP. Energy Australia 1.968%
NATWEST GROUP Banks UK 1.896%
ING GRP Banks Netherlands 1.734%
IG GRP HLDG Financial Services UK 1.733%
HSBC Banks UK 1.714%
ABN AMRO BANK Banks Netherlands 1.705%
Henderson Land Development Co. Real Estate Hong Kong 1.664%
TAYLOR WIMPEY Consumer Products and Services UK 1.551%
Bendigo & Adelaide Bank Ltd. Banks Australia 1.507%

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

4Based on the composition as of August 30, 2024