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STRATEGY INDICES

EURO STOXX 50 Monthly Hedged

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Index Description

A currency-hedged index represents returns for global index investment strategies that involve hedging currency risk, but not the underlying constituent risk. Market participants who employ a currency-hedged investment strategy are generally willing to forgo potential currency gains in exchange for a reduction in the risks associated with foreign exchange fluctuations. To achieve this, the index combines the performance of the underlying index (e.g. the STOXX Europe 600 Index) with a hypothetical, rolling investment into one-month foreign exchange forward contracts. By selling foreign exchange forward contracts, global investors are able to lock in current exchange forward rates and manage their currency risk. Profits (losses) from the forward contracts are offset by losses (profits) in the value of the currency, thereby negating exposure to the currency.

Key facts

  • Eliminates the risk of currency fluctuations at the cost of potential currency gains

Descriptive Statistics

Index Market Cap (USD ) Components (USD ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO STOXX 50 Monthly Hedged N/A N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Europe 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 STOXX 50 Monthly Hedged 2.7 20.8 23.0 84.0 146.6 N/A N/A 23.4 22.8 20.0
STOXX Europe 50 1.6 23.6 21.8 77.6 115.6 N/A N/A 22.2 21.4 16.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX 50 Monthly Hedged N/A N/A 17.2 15.3 17.3 N/A N/A 1.0 1.2 1.0
STOXX Europe 50 N/A N/A 15.2 12.9 13.9 N/A N/A 1.1 1.3 1.0
Index to benchmark Correlation Tracking error (%)
EURO STOXX 50 Monthly Hedged 0.9 0.9 0.9 0.9 0.9 6.0 8.3 8.1 7.5 8.4
Index to benchmark Beta Annualized information ratio
EURO STOXX 50 Monthly Hedged 0.8 1.0 1.0 1.0 1.1 1.9 -0.3 0.1 0.2 0.3

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of October 31, 2025

STRATEGY INDICES

EURO STOXX 50 Monthly Hedged

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 Monthly Hedged N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Europe 50 N/A N/A N/A N/A N/A N/A N/A N/A

Methodology

The currency-hedged methodology follows a standard portfolio approach when hedging currency risk by writing currency forwards. The detailed methodology, including calculation formula and full requirements, can be found in our rulebook : www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return USD CH0148431932 SX5HUN SX5HUN INDEX .SX5HUN
Net Return CAD CH0148431502 SX5HCN SX5HCN INDEX nan
Gross Return CAD CH0148432047 SX5HCG SX5HCG INDEX nan
Price CAD CH0148432385 SX5HCP SX5HCP INDEX nan
Net Return GBP CH0148431973 SX5HGN SX5HGN INDEX nan
Gross Return GBP CH0148432260 SX5HGG SX5HGG INDEX nan
Price GBP CH0148432526 SX5HGP SX5HGP INDEX nan
Gross Return JPY CH0148432369 SX5HJG SX5HJG INDEX nan
Net Return JPY CH0148432013 SX5HJN SX5HJN INDEX nan
Price JPY CH0148432559 SX5HJP SX5HJP INDEX nan
Price USD CH0148432427 SX5HUP SX5HUP INDEX nan
Gross Return USD CH0148432211 SX5HUG SX5HUG INDEX nan
Net Return CHF CH0313264209 SX5EMCHD SX5EMCHD INDEX .SX5EMCHD
Gross Return CHF CH0313264217 SX5EMCGD nan .SX5EMCGD
Price CHF CH0313264191 SX5EMCHC nan .SX5EMCHC

Quick Facts

Weighting Not Applicable
Cap Factor Not Applicable
No. of components Not Applicable
Review frequency Not Applicable
Calculation/distribution Dayend
Calculation hours 19:15 CET-19:15 CET
Base value/base date 100 as of January 31, 2011
History Available from January 2, 2001
Inception date April. 04, 2012
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

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.