Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

STRATEGY INDICES

EURO STOXX 50 Optimal Daily Leverage

Export PDF

Index Description

The STOXX Optimal Daily Leverage Indices provide an advanced leverage index concept, replicating a leveraged investment strategy based on the representative blue-chip index. The indices are based on a dynamic leverage that takes into account the risk-return profile of the underlying index.

Key facts

  • Developed for investors with a good appetite for risk and linked to the movements of the underlying index with a variable leverage factor
  • Take into account financing cost, which arises from raising capital and reinvestment in the underlying index portfolio

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 Optimal Daily Leverage 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 STOXX 50 Optimal Daily Leverage -12.4 -3.6 6.2 28.3 47.0 N/A N/A 3.1 4.3 4.0
EURO STOXX 50 -9.1 -3.5 9.5 42.1 65.8 N/A N/A 9.6 12.6 10.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX 50 Optimal Daily Leverage N/A N/A 639.8 602.6 583.5 N/A N/A -40.6 -43.1 -44.6
EURO STOXX 50 N/A N/A 17.3 14.8 17.2 N/A N/A 0.3 0.6 0.5
Index to benchmark Correlation Tracking error (%)
EURO STOXX 50 Optimal Daily Leverage 0.2 0.2 0.2 0.1 0.1 770.2 735.9 637.7 600.3 582.4
Index to benchmark Beta Annualized information ratio
EURO STOXX 50 Optimal Daily Leverage 6.5 7.5 6.3 5.2 3.0 -22.2 -23.3 -40.8 -43.3 -44.6

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

2Based on EURIBOR1M

(EUR, Total Return - GR), all data as of March 31, 2026

STRATEGY INDICES

EURO STOXX 50 Optimal Daily Leverage

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 Optimal Daily Leverage 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

Methodology

The STOXX Optimal Daily Leverage Indices are linked to the performance of the relevant underlying index and reflect its development with an optimal leverage factor. A leverage factor of two means that if the underlying, e.g. the EURO STOXX 50 Index, rose by 2%, then the EURO STOXX 50 Optimal Daily Leverage Index will rise by 4% and vice versa, less the costs of cash borrowing (EUR EONIA). The STOXX Optimal Daily Leverage Indices are based on a dynamic leverage factor that takes account of the risk-return profile of the underlying index. The leverage factor is calculated on a monthly basis within a range of 0.5 to 4.0. The detailed methodology including the calculation formula can be found in our rulebook : www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Total Return - NR EUR CH0123471655 SX5ODLEN SX5ODLEN INDEX .SX5ODLEN
Total Return - GR EUR CH0148428987 SX5ODLG SX5ODLG INDEX .SX5ODLG

Quick Facts

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.