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ISTOXX INDICES

EURO iSTOXX 50 Futures Leveraged

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Index Description

The EURO iSTOXX 50 Futures Leveraged Index aims to achieve a leveraged exposure to the EURO STOXX 50® Index with no requirement to raise additional capital for reinvestment in the underlying index. It accomplishes that by combining a 100% long position in the equity index with an additional long position in a futures-rolling strategy, in this case a 50% exposure to the EURO STOXX 50® Traded Futures Roll Index.

Key facts

  • Innovative way to leverage
  • No additional capital raising required for the leverage
  • Liquid assets

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO iSTOXX 50 Futures Leveraged N/A N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 N/A N/A N/A N/A N/A N/A N/A N/A N/A

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
EURO iSTOXX 50 Futures Leveraged -5.1 14.7 35.0 36.9 70.4 N/A N/A 35.7 11.2 11.5
EURO STOXX 50 -3.3 10.1 22.8 25.2 55.5 N/A N/A 23.1 7.8 9.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX 50 Futures Leveraged N/A N/A 19.7 27.2 32.5 N/A N/A 1.4 0.3 0.3
EURO STOXX 50 N/A N/A 13.0 18.0 21.0 N/A N/A 1.7 0.4 0.4
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX 50 Futures Leveraged 1.0 1.0 1.0 1.0 1.0 6.1 6.9 6.7 9.2 11.7
Index to benchmark Beta Annualized information ratio
EURO iSTOXX 50 Futures Leveraged 1.5 1.5 1.5 1.5 1.5 -3.2 0.9 1.6 0.5 0.4

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

2Based on EURIBOR1M

(EUR, Total Return - GR), all data as of October 31, 2024

ISTOXX INDICES

EURO iSTOXX 50 Futures Leveraged

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 iSTOXX 50 Futures Leveraged N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns