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STRATEGY INDICES

STOXX Global Select Dividend 100 Risk Control 7.5% RV

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Index Description

STOXX Risk Control Indices are designed to control the risk profile of their underlying STOXX indices. The STOXX Global Select Dividend Risk Control Indices reflect a target volatility strategy that targets different volatilities, e.g. 7.5%, 10%. In volatile markets, the asset allocation is shifted more heavily towards a money market investment. In less volatile markets, the index concept allows for a leveraged investment in the underlying STOXX Global Select Dividend 100 Index. The exposure to the underlying index can be adjusted from 0% to 150%. The allocations are determined on the basis of the historical volatility of the underlying index.

Key facts

  • Provides steady returns with a much lower level of volatility than the underlying index
  • Based on very liquid instruments: money market and underlying index
  • Offers full participation in less risky, booming equity markets while at the same time protecting investors when markets become turbulent
  • Improved risk-return profiles for bull and bear markets
  • Reacts immediately to changes in the prevailing market environment due to daily observation of volatility trigger levels

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Global Select Dividend 100 Risk Control 7.5% RV N/A N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Global Select Dividend 100 N/A N/A N/A N/A N/A N/A N/A N/A N/A

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 Risk Control 7.5% RV -0.7 6.3 14.7 10.0 16.5 N/A N/A 14.8 3.2 3.1
STOXX Global Select Dividend 100 -0.7 11.9 24.1 20.6 33.8 N/A N/A 24.4 6.5 6.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Select Dividend 100 Risk Control 7.5% RV N/A N/A 7.8 7.7 7.6 N/A N/A 1.3 0.1 0.3
STOXX Global Select Dividend 100 N/A N/A 9.8 10.7 16.6 N/A N/A 2.1 0.4 0.3
Index to benchmark Correlation Tracking error (%)
STOXX Global Select Dividend 100 Risk Control 7.5% RV 1.0 1.0 1.0 1.0 0.8 3.4 2.4 2.5 3.5 11.4
Index to benchmark Beta Annualized information ratio
STOXX Global Select Dividend 100 Risk Control 7.5% RV 0.7 0.8 0.8 0.7 0.4 0.1 -2.6 -3.3 -1.0 -0.4

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

2Based on EURIBOR1M

(EUR, Total Return - NR), all data as of October 31, 2024

STRATEGY INDICES

STOXX Global Select Dividend 100 Risk Control 7.5% RV

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 Risk Control 7.5% RV N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Global Select Dividend 100 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

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