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BLUE CHIP INDICES

SDAX 10% Capped

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Index Description

The SDAX 10% Capped index is an alternative version to SDAX for investors seeking a higher degree of diversification. The SDAX 10% Capped is methodologically equal to the SDAX index except that the capping limit is set to 10%.

Key facts

  • The SDAX 10% Capped index is methodologically equal to the SDAX except that the capping limit is set at 10%.
  • The SDAX 10% Capped index always contains the same 70 components as SDAX.

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
SDAX 10% Capped 92.3 37.4 0.5 0.4 1.4 0.2 3.8 0.5 27.7
SDAX 92.3 37.4 0.5 0.4 1.4 0.2 3.8 0.5 34.7

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
SDAX 10% Capped 1.4 N/A N/A N/A N/A N/A N/A N/A N/A N/A
SDAX 1.4 -5.2 1.1 -22.0 1.2 N/A N/A 1.1 -8.0 0.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
SDAX 10% Capped N/A N/A 6,953.3 6,953.3 6,953.3 N/A N/A 0.1 0.1 0.1
SDAX N/A N/A 15.6 20.6 21.8 N/A N/A -0.2 -0.6 -0.1
Index to benchmark Correlation Tracking error (%)
SDAX 10% Capped 1.0 0.0 0.0 0.0 0.0 N/A 6,953.5 6,953.5 6,953.5 6,953.5
Index to benchmark Beta Annualized information ratio
SDAX 10% Capped 1.0 -4.7 -4.6 -2.6 -2.3 N/A 0.1 0.1 0.1 0.1

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

2Based on EURIBOR1M

(EUR, Price), all data as of November 29, 2024

BLUE CHIP INDICES

SDAX 10% Capped

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
SDAX 10% Capped 42.1 15.5 13.4 13.4 1.0 N/A 0.4 57.3
SDAX 42.1 15.5 13.4 13.4 1.0 43.7 0.4 57.3

Performance and annual returns

Methodology

For the SDAX 10% Capped index, the same index calculation and index selection rules as for SDAX apply. Only the capping method is different, as the capping limit for the SDAX 10% Capped index is set to 10%.

The detailed SDAX 10% Capped index methodology can be found in the DAX Equity Index Methodology Guide.

The detailed index calculation formula can be found in the DAX Equity Index Calculation Guide.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR DE000A4049Y0 SDAXNR10 .SDAXNR10
Total Return EUR DE000A4049Z7 SDYP10 .SDYP10
Price EUR DE000A4049X2 SDXK10 .SDXK10

Quick Facts

Weighting Free-float market cap
Cap Factor 0.1
No. of components 70
Review frequency Quarterly
Calculation/distribution realtime, 60 sec
Calculation hours 9:00 - 18:00 CET
Base value/base date 1,000 as of Dec. 30, 1987
History tbc
Inception date Mar. 18, 2024
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
AUTO1 GROUP Retail Germany 3.836%
EVOTEC Health Care Germany 3.511%
DEUTSCHE WOHNEN BR.SHS. Real Estate Germany 3.480%
DWS GROUP GMBH & CO. KGAA Financial Services Germany 3.271%
ATOSS SOFTWARE Technology Germany 3.007%
FLATEXDEGIRO N Financial Services Germany 2.931%
DUERR Industrial Goods and Services Germany 2.844%
FIELMANN GROUP Retail Germany 2.377%
SIXT Consumer Products and Services Germany 2.362%
SCHAEFFLER AG Automobiles and Parts Germany 2.350%

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.