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ISTOXX INDICES

EURO iSTOXX 50 GR Decrement TRF Spread 10x

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Index Description

The EURO iSTOXX 50 GR Decrement TRF Spread 10x Index replicates the performance of the gross return version of the EURO STOXX 50, while incorporating a constant performance deduction. The deduction, or decrement, is reset on a yearly basis, and is based on the average settlement price of the following year expiry EURO STOXX 50 Total Return Futures contract, as well as a fixed leverage factor.

Key facts

  • Decrement is based on the average level of the one year expiry price of the EURO STOXX 50 Total Return Future.
  • Decrement is reset on a yearly basis, with rebalancing date being the 3rd Friday of December.
  • The index is based on EURO STOXX 50 Gross Return version

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 GR Decrement TRF Spread 10x 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 GR Decrement TRF Spread 10x -0.4 10.1 11.6 34.5 53.8 N/A N/A 11.8 10.5 9.1
EURO STOXX 50 0.3 19.4 21.7 57.5 89.5 N/A N/A 22.2 16.6 13.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX 50 GR Decrement TRF Spread 10x N/A N/A 16.9 15.1 17.1 N/A N/A 0.6 0.5 0.4
EURO STOXX 50 N/A N/A 16.9 15.1 17.1 N/A N/A 1.1 0.8 0.6
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX 50 GR Decrement TRF Spread 10x 1.0 1.0 1.0 1.0 1.0 0.3 0.3 0.3 0.3 0.2
Index to benchmark Beta Annualized information ratio
EURO iSTOXX 50 GR Decrement TRF Spread 10x 1.0 1.0 1.0 1.0 1.0 -27.6 -27.5 -27.0 -18.3 -17.0

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

2Based on EURIBOR1M

(EUR, Price), all data as of November 28, 2025

ISTOXX INDICES

EURO iSTOXX 50 GR Decrement TRF Spread 10x

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 GR Decrement TRF Spread 10x 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 EURO iSTOXX 50 GR Decrement TRF Spread 10x Index replicates the performance of the gross return version of the underlying index, while incorporating a constant performance deduction. The deduction, or decrement, is reset on a yearly basis, and is based on the average settlement price of the following year expiry EURO STOXX 50 Total Return Futures contract, as well as a fixed leverage factor. The decrement is reset on the calculation date following the Decrement Rebalancing Date (3rd Friday of December).

Quick Facts

Weighting NA
Cap Factor NA
No. of components 50
Review frequency Annually
Calculation/distribution Realtime 15 sec
Calculation hours 9:00:00 19:15:00
Base value/base date 1000 as of December. 24, 2018
History Available from Dec. 24, 2018
Inception date January. 25, 2024
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.