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THEME INDICES

iSTOXX Core Euro & Global Water

Index Description

The iSTOXX Core Euro & Global Water Index combines 40 large and liquid companies from the EURO STOXX Index (the core) with 10 companies selected from the STOXX Developed Markets Total Market Index which are very liquid and have revenue exposure to water related products (the satellite). Companies that Sustainalytics considers to be non-compliant based on the Sustainalytics Global Standards Screening assessment or to be involved with controversial weapons are excluded. Additionally, companies that generate above 10% of their revenues from conventional Oil&Gas or are involved in thermal coal extraction or in unconventional Oil&Gas are excluded.

Key facts

  • Index allows exposure to the Water Theme as defined by Sustainanlytics' Sustainable Products Research.
  • Leveraging sustainability data from leading provider (Sustainalytics) to avoid exposure to companies engaged in controversial activities.
  • Liquidity filter ensures replicability.

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
iSTOXX Core Euro & Global Water N/A 102.3 2.0 2.1 2.3 1.5 2.3 1.5 40.0
EURO STOXX 7,542.3 5,512.5 18.6 6.8 324.5 1.6 5.9 0.0 3.7

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
iSTOXX Core Euro & Global Water 1.8 13.2 18.8 26.6 66.6 N/A N/A 19.1 8.3 10.9
EURO STOXX 1.5 10.2 15.1 17.2 53.9 N/A N/A 15.4 5.5 9.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Core Euro & Global Water N/A N/A 11.2 16.2 19.2 N/A N/A 1.2 0.4 0.5
EURO STOXX N/A N/A 11.7 16.9 19.6 N/A N/A 0.9 0.2 0.4
Index to benchmark Correlation Tracking error (%)
iSTOXX Core Euro & Global Water 1.0 1.0 1.0 1.0 1.0 3.9 3.5 3.3 3.7 4.2
Index to benchmark Beta Annualized information ratio
iSTOXX Core Euro & Global Water 0.9 0.9 0.9 0.9 1.0 0.6 1.1 1.0 0.7 0.3

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

2Based on EURIBOR1M

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

THEME INDICES

iSTOXX Core Euro & Global Water

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
iSTOXX Core Euro & Global Water 15.8 13.9 15.5 15.5 2.0 3.2 1.6 21.8
EURO STOXX 17.0 13.5 14.9 14.9 1.7 2.8 1.2 16.4

Performance and annual returns

Methodology

The iSTOXX Core Euro & Global Water Index is derived from the EURO STOXX Index and STOXX Developed Markets Total Market Index.

The 40 largest companies in terms of free-float market capitalization from the EURO STOXX index and the most liquid companies from the STOXX Developed Markets Total Market index which have at least 25% revenue coming from Water related products are then combined to form the index composition.

Companies that Sustainalytics considers to be non-compliant based on the Sustainalytics Global Standards Screening assessment, or to be involved with controversial weapons, are excluded. Additionally, companies that generate above 10% of their revenues from conventional Oil & Gas or are involved in thermal coal extraction or in unconventional Oil & Gas are excluded

The constituents are equal weighted.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0546627891 SX5CORWP SX5CORWP INDEX .SX5CORWP
Net Return EUR CH0546627909 SX5CORWN SX5CORWN INDEX .SX5CORWN
Gross Return EUR CH0546627917 SX5CORWG SX5CORWG INDEX .SX5CORWG
Net Return USD CH0546627933 SX5CORWV .SX5CORWV
Gross Return USD CH0546627941 SX5CORWU .SX5CORWU
Price USD CH0546627925 SX5CORWL .SX5CORWL

Quick Facts

Weighting Equal Weighted
Cap Factor -
No. of components 50
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 100 as of Mar. 19, 2012
History Available from Mar. 19, 2012
Inception date May. 22, 2020
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

THEME INDICES

iSTOXX Core Euro & Global Water

Top 10 Components4

Company Supersector Country Weight
FERRARI Automobiles and Parts Italy 2.259%
SANOFI Health Care France 2.251%
DEUTSCHE TELEKOM Telecommunications Germany 2.232%
DEUTSCHE BOERSE Financial Services Germany 2.202%
AXA Insurance France 2.173%
SAP Technology Germany 2.172%
INTESA SANPAOLO Banks Italy 2.156%
ADYEN Industrial Goods and Services Netherlands 2.150%
ALLIANZ Insurance Germany 2.143%
PENTAIR Industrial Goods and Services USA 2.139%

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

4Based on the composition as of August 30, 2024