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BLUE CHIP INDICES

EURO STOXX 50 Equal Weight

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Index Description

The EURO STOXX 50 Equal Weight measures the performance of the the same stocks as the standard free-float market cap weighted indices but use a different weighting scheme by attributing to each component the same weight. The index has a fixed number of components and is part of the STOXX blue-chip index family. The index captures about 60% of the free-float market cap of the respective Total Market Index (TMI).

Key facts

  • The reduced importance of single components makes the index performance less dependent on the performance of individual members.
  • Smaller companies are more strongly represented in the EURO STOXX 50 Equal Weight than in the parent index

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
EURO STOXX 50 Equal Weight N/A 5,326.2 106.5 108.2 134.6 88.3 2.5 1.7 25.3
EURO STOXX 50 4,492.2 3,462.7 69.3 52.3 350.9 17.5 10.1 0.5 6.5

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
EURO STOXX 50 Equal Weight 4.7 6.0 16.8 40.5 59.3 N/A N/A 17.0 12.1 9.9
EURO STOXX 50 5.1 8.2 18.9 46.9 72.2 N/A N/A 19.2 13.8 11.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX 50 Equal Weight N/A N/A 13.5 17.7 21.0 N/A N/A 0.9 0.6 0.4
EURO STOXX 50 N/A N/A 13.6 18.0 20.9 N/A N/A 1.0 0.6 0.5
Index to benchmark Correlation Tracking error (%)
EURO STOXX 50 Equal Weight 1.0 1.0 1.0 1.0 1.0 2.5 3.3 2.6 2.7 2.6
Index to benchmark Beta Annualized information ratio
EURO STOXX 50 Equal Weight 0.9 0.8 1.0 1.0 1.0 -1.7 -3.8 -0.7 -0.6 -0.6

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of February 29, 2024

BLUE CHIP INDICES

EURO STOXX 50 Equal Weight

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
EURO STOXX 50 Equal Weight 13.6 11.3 12.8 11.1 1.8 4.2 0.9 32.1
EURO STOXX 50 15.4 13.3 14.9 13.2 2.2 3.9 1.4 34.2

Performance and annual returns

Methodology

The index components exactly match the parent index members, e.g. the EURO STOXX 50 Equal Weight consists of the same stocks as the EURO STOXX 50 . The same weight is attributed to all components each quarter, regardless of their free-float market cap. Extraordinary replacements are added at the same weight as the deleted stock. The detailed methodology including the calculation formula can be found in our rulebook: http://www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0125137460 SX5EWE SX5EWE INDEX .SX5EWE
Net Return EUR CH0125137478 SX5EWT SX5EWT INDEX .SX5EWT
Price USD CH0125137486 SX5EWK SX5EWK INDEX .SX5EWK
Net Return USD CH0125137494 SX5EWU SX5EWU INDEX .SX5EWU
Gross Return EUR CH0147793498 SX5EWGT SX5EWGT INDEX .SX5EWGT
Gross Return USD CH0147793506 SX5EWGU SX5EWGU INDEX .SX5EWGU

Quick Facts

Weighting Price-weighted with a weighting factor to achieve an equal weighting
No. of components Fixed number of components indicated in the index name
Review frequency In line with the parent index
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
ASML HLDG Technology Netherlands 2.528%
ADYEN Industrial Goods and Services Netherlands 2.373%
UNICREDIT Banks Italy 2.319%
UNICREDIT Banks Germany 2.319%
SCHNEIDER ELECTRIC Industrial Goods and Services France 2.281%
HERMES INTERNATIONAL Consumer Products and Services France 2.223%
MERCEDES-BENZ GROUP Automobiles and Parts Germany 2.218%
SAFRAN Industrial Goods and Services France 2.216%
LVMH MOET HENNESSY Consumer Products and Services France 2.211%
SAP Technology Germany 2.207%

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

4Based on the composition as of February 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.