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ISTOXX INDICES

iSTOXX MUTB Japan Quality Dividend Growth 70

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Index Description

The iSTOXX MUTB Quality Dividend Growth indices select stocks form STOXX Japan 600 index that comply with dividend quality, fundamental and price stability criteria. When selecting additions to the index during the periodical rebalancing, priority is given to high dividend growth stocks. The component selection is conducted on a semi-annually basis in June and December.

Key facts

  • The index provides targeted exposure to stocks that comply with dividend quality, fundamental, and price stability criteria.
  • During periodic rebalancing, priority is given to high dividend growth stocks.
  • The index is reviewed semi-annually in June and December.

Descriptive Statistics

Index Market Cap (JPY bn) Components (JPY bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX MUTB Japan Quality Dividend Growth 70 N/A 996.3 14.2 13.4 26.8 8.8 2.7 0.9 N/A
STOXX Japan 600 876,735.5 752,008.1 1,253.3 403.7 32,100.9 76.1 4.3 0.0 2.6

Supersector weighting (top 10)

Created with Highcharts 9.3.3Chart title12.6% Industrial Goods and Services10.5% Automobiles and Parts9.7% Construction and Materials9.4% Chemicals8.8% Banks6.7% Consumer Products and Services6.6% Financial Services6.3% Real Estate6.1% Food, Beverage and Tobacco4.8% Basic ResourcesHighcharts.com

Country weighting

Created with Highcharts 9.3.3Chart title100% JapanHighcharts.com

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
iSTOXX MUTB Japan Quality Dividend Growth 70 -1.7 -2.0 6.7 60.2 100.2 N/A N/A 6.7 17.0 14.9
STOXX Japan 600 -3.9 -3.9 1.5 48.5 90.9 N/A N/A 1.5 14.3 14.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX MUTB Japan Quality Dividend Growth 70 N/A N/A 20.0 16.1 17.9 N/A N/A 0.1 0.8 0.7
STOXX Japan 600 N/A N/A 23.5 18.4 18.8 N/A N/A -0.1 0.6 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX MUTB Japan Quality Dividend Growth 70 0.9 0.9 1.0 0.9 0.9 4.5 5.4 7.5 7.2 7.6
Index to benchmark Beta Annualized information ratio
iSTOXX MUTB Japan Quality Dividend Growth 70 0.8 0.7 0.8 0.8 0.9 6.6 2.1 0.5 0.2 0.0

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

2Based on EURIBOR1M

(JPY, Net Return), all data as of February 28, 2025

ISTOXX INDICES

iSTOXX MUTB Japan Quality Dividend Growth 70

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
iSTOXX MUTB Japan Quality Dividend Growth 70 11.4 10.9 11.0 11.0 1.0 3.0 0.6 43.1
STOXX Japan 600 14.2 14.1 13.8 13.8 1.3 1.7 1.0 10.1

Performance and annual returns

Created with Highcharts 9.3.3Chart titleiSTOXX MUTB Japan Quality Dividend Growth 7020142015201620172018201920202021202220232024202550100150200250300350400Highcharts.com
Created with Highcharts 9.3.3Chart titleiSTOXX MUTB Japan Quality Dividend Growth 70STOXX Japan 60020182019202020212022202320242025-30-20-10010203040Highcharts.com

Methodology

The iSTOXX MUTB Quality Dividend Growth 70 index selects stocks from STOXX Japan 600 index that comply with dividend quality, fundamental and price stability criteria. When selecting additions to the index during the periodical rebalancing, priority is given to high dividend growth stocks. The component selection is conducted on a semi-annually basis in June and December.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1362047826 SX60JQDR .SX60JQDR
Gross Return EUR CH1362047834 SX60JQGR .SX60JQGR
Price EUR CH1362047818 SX60JQDP .SX60JQDP
Price JPY CH1362047875 SX60JQJP SX60JQJP INDEX .SX60JQJP
Net Return JPY CH1362047883 SX60JQDN SX60JQDN INDEX .SX60JQDN
Gross Return JPY CH1362047891 SX60JQDG SX60JQDG INDEX .SX60JQDG
Gross Return USD CH1362047867 SX60JQGV SX60JQGV INDEX .SX60JQGV
Price USD CH1362047842 SX60JQDL SX60JQDL INDEX .SX60JQDL
Net Return USD CH1362047859 SX60JQDV SX60JQDV INDEX .SX60JQDV

Quick Facts

Weighting Price weighted with a weighting factor and capping factor
Cap Factor capping factor of 4% applies at the semiannually rebalancing
No. of components 70
Review frequency Semi-Annual
Calculation/distribution realtime 15 sec
Calculation hours 00:00:00 18:00:00
Base value/base date 100 as of Dec. 30, 2013
History Available since 30 Dec 2013
Inception date Jan. 28, 2025
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
Meitec Group Holdings Industrial Goods and Services Japan 2.686%
Honda Motor Co. Ltd. Automobiles and Parts Japan 2.313%
HAZAMA ANDO Construction and Materials Japan 2.267%
Yamato Kogyo Co. Ltd. Basic Resources Japan 2.214%
Nomura Real Estate Holdings In Real Estate Japan 2.097%
Sojitz Corp. Industrial Goods and Services Japan 2.053%
SANKYO Travel and Leisure Japan 1.980%
Daiwa Securities Group Inc. Financial Services Japan 1.855%
Nippon Shokubai Co. Ltd. Chemicals Japan 1.825%
Mitsui Chemicals Inc. Chemicals Japan 1.804%

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

4Based on the composition as of February 28, 2025

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.