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OPTIMISED INDICES

STOXX US Optimal 100

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Index Description

The STOXX US Optimal 100 Index will hold a subset of the components of the STOXX US as of the review effective date. The names and weights held are determined by an optimization that minimized the tracking error to the parent index while holding at most 100 names.

Key facts

  • The STOXX Optimal 100 indices track performance of the parent STOXX Indices using a subset of the names in the parent STOXX index.
  • The Optimal 100 Index Family can serve as a basis for efficient hedging strategies..
  • The Optimal 100 Index Family also aims to reduce any unintended style/industry/country biases when compared to the parent index

Descriptive Statistics

Index Market Cap (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX US Optimal 100 N/A 1.1 0.0 0.0 0.1 0.0 6.9 0.3 44.3
STOXX US 52,326.2 50,099.7 86.5 31.8 3,434.8 0.7 6.9 0.0 2.2

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 US Optimal 100 -1.2 20.0 37.6 25.1 104.6 N/A N/A 37.4 7.7 15.3
STOXX US -0.8 20.4 37.9 24.5 97.9 N/A N/A 37.7 7.5 14.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX US Optimal 100 N/A N/A 12.4 18.0 21.6 N/A N/A 2.5 0.3 0.6
STOXX US N/A N/A 12.5 18.0 21.5 N/A N/A 2.5 0.3 0.6
Index to benchmark Correlation Tracking error (%)
STOXX US Optimal 100 1.0 1.0 1.0 1.0 1.0 0.6 0.9 0.9 1.1 1.3
Index to benchmark Beta Annualized information ratio
STOXX US Optimal 100 1.0 1.0 1.0 1.0 1.0 -7.2 -0.4 -0.3 0.1 0.5

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

2Based on EURIBOR1M

(USD, Net Return), all data as of October 31, 2024

OPTIMISED INDICES

STOXX US Optimal 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 US Optimal 100 26.4 23.7 25.6 25.6 5.3 1.4 3.6 27.2
STOXX US 28.4 24.2 26.4 26.4 5.4 1.3 3.1 25.7

Performance and annual returns