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STRATEGY INDICES

STOXX Europe 600 Banks Daily Leverage

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Index Description

The STOXX Europe 600 Banks Daily Leverage aims to replicate the daily performance of the STOXX Europe 600 Banks with a multiplicative factor.

Key facts

  • Provides an exposure that reflects a strong, bullish conviction on the STOXX Europe 600 Banks
  • Includes a liquidity spread over overnight interest rates as financing cost of the leveraged position
  • Serves as an underlying for a variety of financial products such as options, futures, and ETFs

Descriptive Statistics

Index Market Cap (USD ) Components (USD ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Europe 600 Banks Daily Leverage N/A N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Europe 600 Banks 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
STOXX Europe 600 Banks Daily Leverage -4.1 46.5 96.6 68.0 82.9 N/A N/A 98.2 19.1 13.0
STOXX Europe 600 Banks -1.8 24.9 45.5 49.3 77.0 N/A N/A 46.1 14.4 12.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe 600 Banks Daily Leverage N/A N/A 36.1 52.6 60.9 N/A N/A 1.8 0.3 0.2
STOXX Europe 600 Banks N/A N/A 18.0 26.4 30.5 N/A N/A 1.9 0.4 0.3
Index to benchmark Correlation Tracking error (%)
STOXX Europe 600 Banks Daily Leverage 1.0 1.0 1.0 1.0 1.0 14.3 18.5 18.1 26.4 30.5
Index to benchmark Beta Annualized information ratio
STOXX Europe 600 Banks Daily Leverage 2.0 2.0 2.0 2.0 2.0 -1.7 1.2 1.9 0.4 0.3

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

2Based on EURIBOR1M

(USD, Total Return - NR), all data as of October 31, 2024

STRATEGY INDICES

STOXX Europe 600 Banks 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
STOXX Europe 600 Banks Daily Leverage N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Europe 600 Banks N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns