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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 68,584.5 62,944.5 35.0 11.1 2,985.7 1.2 4.7 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 2.1 5.7 7.9 1.6 6.6 N/A N/A 8.0 0.5 1.3
STOXX Global 1800 0.9 14.9 18.6 26.3 66.2 N/A N/A 18.8 8.2 10.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Select Dividend 100 N/A N/A 9.2 10.4 16.6 N/A N/A 0.4 -0.1 0.0
STOXX Global 1800 N/A N/A 9.6 13.6 17.3 N/A N/A 1.4 0.4 0.5
Index to benchmark Correlation Tracking error (%)
STOXX Global Select Dividend 100 0.4 0.4 0.5 0.6 0.8 11.6 10.1 9.5 10.9 11.7
Index to benchmark Beta Annualized information ratio
STOXX Global Select Dividend 100 0.3 0.3 0.5 0.5 0.7 1.0 -1.5 -1.0 -0.8 -0.8

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

2Based on EURIBOR1M

(EUR, Price), all data as of July 31, 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 11.0 9.7 10.3 10.3 0.9 5.9 0.6 12.5
STOXX Global 1800 24.4 19.7 22.4 22.4 3.3 1.8 0.8 25.2

Performance and annual returns