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THEME INDICES

STOXX Global Digital Security

Index Description

The STOXX Global Digital Security Index is comprised of companies from selected countries exposed to a defined theme: Digital Security. This includes firms which are involved in the transmission, safeguarding and/or handling of sensitive data and/or access control of secure locations (e.g. data centers). These companies, or components of their business lines, are positioned to benefit from long-term structural trends driving economic change and which, in the future, may have a substantial impact on their performance. Revere (RBICS) data allows a detailed breakdown of the revenue sources of the eligible companies, helping this index to select companies with substantial exposure to the respective themes. The indices are also taking ESG considerations into account. Companies that are non-compliant with the Global Standards Screening (GSS) or are involved in Controversial Weapons activities, or display a Severe (Category 5) Controversy Rating, as identified by Sustainalytics, are excluded. Additional exclusion filters are incorporated, screening companies for involvement in Weapons (Small Arms and Military Contracting), Unconventional Oil & Gas (Arctic Oil and Gas Exploration, Oil Sands and Shale Energy), Conventional Oil & Gas, Thermal Coal, Nuclear Power and Tobacco.

Key facts

  • Index allows targeted investment in Digital Security - a long-term structural trend.
  • Based on FactSet Revere data for a detailed revenue breakdown.
  • Inclusion of size and liquidity filters to ensure replicability of the index.
  • Leveraging sustainability data from leading provider (Sustainalytics) to avoid exposure to companies engaged in controversial activities.

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 Digital Security N/A 10.8 0.1 0.1 0.3 0.0 3.0 0.1 24.0
STOXX Global Total Market 87,595.6 74,206.0 6.1 0.6 2,706.2 0.0 3.6 0.0 2.7

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
STOXX Global Digital Security -4.3 1.0 26.8 17.3 53.6 N/A N/A 27.1 5.5 9.1
STOXX Global Total Market -2.5 7.6 21.2 26.8 63.3 N/A N/A 21.5 8.3 10.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Digital Security N/A N/A 15.5 18.8 19.9 N/A N/A 1.3 0.2 0.4
STOXX Global Total Market N/A N/A 9.6 13.1 16.8 N/A N/A 1.7 0.5 0.5
Index to benchmark Correlation Tracking error (%)
STOXX Global Digital Security 0.9 0.8 0.8 0.9 0.9 7.0 10.5 9.7 10.3 9.6
Index to benchmark Beta Annualized information ratio
STOXX Global Digital Security 1.4 1.4 1.3 1.2 1.0 -3.3 -1.8 0.5 -0.2 -0.1

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of April 30, 2024

THEME INDICES

STOXX Global Digital Security

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 Digital Security 94.2 27.1 26.5 26.5 4.0 0.8 1.8 0.3
STOXX Global Total Market -0.8 18.0 16.1 16.1 2.7 1.9 1.6 6.9

Performance and annual returns

Methodology

The parent index of the STOXX Global Digital Security Index is the STOXX Global Total Market Index. Companies, classified as belonging to a defined set of developed and emerging countries, that derive more than 50% of their

most recent total annual revenue from sectors linked to the digital security trend are highlighted as potential index components. The index excludes companies that are not compliant with the Sustainalytics Global Standards Screening assessment or are involved in Controversial Weapons and other controversial activities. Moreover, companies that display high ESG Controversy Ratings are also excluded.

The index applies liquidity and size screens and aims to have a minimum number of 80 components. It is adjusted equal-weighted and reviewed annually in June.

The detailed methodology including the calculation formula can be found in our rulebooks: www.stoxx.com/rulebooks

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0393657744 STXTDSR .STXTDSR
Gross Return EUR CH0393657504 STXTDSGR .STXTDSGR
Price EUR CH0393657405 STXTDSP .STXTDSP
Gross Return USD CH0393657728 STXTDSGV STXTDSGV INDEX .STXTDSGV
Price USD CH0393657652 STXTDSL STXTDSL INDEX .STXTDSL
Net Return USD CH0393657553 STXTDSV STXTDSV INDEX .STXTDSV

Quick Facts

Weighting Adjusted Equal-weighted
Cap Factor None
No. of components Variable
Review frequency Annual
Calculation/distribution realtime 15 sec
Calculation hours 00:00:00 22:00:00
Base value/base date 1000 on 18 June 2012
History Available from June. 18, 2012
Inception date Mar. 28, 2018
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

THEME INDICES

STOXX Global Digital Security

Top 10 Components4

Company Supersector Country Weight
NUTANIX CL.A Technology USA 2.989%
CROWDSTRIKE HOLDINGS A Technology USA 2.796%
CYBER ARK SOFTWARE Technology USA 2.301%
ARISTA NETWORKS Telecommunications USA 2.286%
NEC Corp. Technology Japan 2.167%
BOOZ ALLEN HAMILTN.HLDG. Industrial Goods and Services USA 2.054%
VARONIS SYSTEMS Technology USA 2.014%
CLOUDFLARE A Technology USA 2.003%
NEXTDC Technology Australia 1.950%
Digital Realty Trust Inc. Real Estate USA 1.921%

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

4Based on the composition as of April 30, 2024