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BLUE CHIP INDICES

STOXX Europe 50

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Index Description

The regional blue-chip indices are derived from regional subsets of the STOXX Global 1800 Index. The indices cover the largest supersector leaders of their region in terms of free-float market cap.

Key facts

  • Diversified, as they incorporate a capping factor to ensure that no country/component can dominate the index
  • Buffers are used to achieve the fixed number of components and to maintain stability of the indices by reducing index composition changes
  • A fast-exit rule ensures the index accurately represents the performance of only the biggest and most liquid stocks

Descriptive Statistics

Index Market Cap (CAD bn) Components (CAD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Europe 50 9,334.8 8,081.7 161.6 115.5 585.8 53.6 7.2 0.7 3.7
STOXX Europe 600 20,398.7 16,362.6 27.3 9.4 585.8 2.5 3.6 0.0 3.6

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
STOXX Europe 50 2.0 15.5 17.9 40.7 69.9 N/A N/A 18.2 12.2 11.3
STOXX Europe 600 3.4 13.9 17.0 24.8 59.6 N/A N/A 17.2 7.8 9.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe 50 N/A N/A 10.4 14.1 16.4 N/A N/A 1.2 0.7 0.6
STOXX Europe 600 N/A N/A 10.7 15.1 17.1 N/A N/A 1.1 0.4 0.5
Index to benchmark Correlation Tracking error (%)
STOXX Europe 50 1.0 1.0 1.0 1.0 1.0 3.2 2.8 3.1 3.5 3.6
Index to benchmark Beta Annualized information ratio
STOXX Europe 50 1.1 1.0 0.9 0.9 0.9 -4.8 0.9 0.2 1.1 0.3

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

2Based on EURIBOR1M

(CAD, Gross Return), all data as of July 31, 2024

BLUE CHIP INDICES

STOXX Europe 50

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
STOXX Europe 50 17.5 14.8 16.4 14.8 2.6 3.8 2.0 19.6
STOXX Europe 600 18.2 14.2 15.8 14.1 2.0 3.8 1.4 16.7

Performance and annual returns

Methodology

The regional blue-chip indices are derived from the relevant benchmark index: STOXX Europe 50 is selected from the STOXX Europe 600 Index; STOXX Nordic 30 is selected from STOXX Nordic Total Market Index; STOXX Asia/Pacific 50 is selected from the STOXX Asia/Pacific 600 Index; STOXX North America 50 is selected from the STOXX North America 600 Index. The target is to cover the largest supersector leaders from the benchmark index. 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
Net Return EUR EU0009658178 SX5R SX5R INDEX .STOXX50R
Price EUR EU0009658160 SX5P SX5P INDEX .STOXX50
Net Return USD EU0009659010 SX5V SX5V INDEX .STOXX50DR
Price USD EU0009659002 SX5L SX5L INDEX .STOXX50D
Gross Return EUR CH0108730844 SX5GR SX5GR INDEX .SX5GR
Gross Return CAD CH0148120956 SX5PGDA SX5PGDA INDEX .SX5PGDA
Price CAD CH0148120931 SX5PCA SX5PCA INDEX .SX5PCA
Net Return CAD CH0148120949 SX5PDA SX5PDA INDEX .SX5PDA
Price GBP CH0148120873 SX5PGB SX5PGB INDEX .SX5PGB
Gross Return GBP CH0148120899 SX5PGHB SX5PGHB INDEX .SX5PGHB
Net Return GBP CH0148120881 SX5PHB SX5PHB INDEX .SX5PHB
Gross Return JPY CH0148120923 SX5PGLP SX5PGLP INDEX .SX5PGLP
Net Return JPY CH0148120915 SX5PLP SX5PLP INDEX .SX5PLP
Price JPY CH0148120907 SX5PJP SX5PJP INDEX .SX5PJP
Gross Return USD CH0148120865 SX5GV SX5PGV INDEX .SX5PGV

Quick Facts

Weighting Free-float market cap
Cap Factor 10%
No. of components Fixed, number of stocks indicated in index name
Review frequency Annually (September)
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
NOVO NORDISK B Health Care Denmark 7.247%
ASML HLDG Technology Netherlands 6.285%
NESTLE Food, Beverage and Tobacco Switzerland 4.534%
ASTRAZENECA Health Care UK 4.209%
SHELL Energy UK 3.976%
ROCHE HLDG P Health Care Switzerland 3.898%
NOVARTIS Health Care Switzerland 3.890%
SAP Technology Germany 3.687%
LVMH MOET HENNESSY Consumer Products and Services France 3.094%
HSBC Banks UK 2.900%

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

4Based on the composition as of July 31, 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.