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THEME INDICES

iSTOXX Europe Total Market Defense Enhanced

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Index Description

The iSTOXX Europe Total Market Defense Enhanced Index is designed to capture the performance of companies classified in the Aerospace and Defense sector, according to the ICB Classification, or that have a proven revenue exposure to Defense activities. The index also aims to place greater emphasis on companies whose core business model is focused on Defense activities. The Defense revenue exposure is defined using Revere (RBICS) data. Additionally, it takes into account the Nykredit exclusion list.

Key facts

  • The index provides targeted exposure to companies involved in Aerospace and Defense activities.
  • ICB Classification ensures an accurate classification of companies in their respective business environments.
  • FactSet Revere data allow detailed and accurate revenue breakdown of eligible companies.
  • The index is free-float market-capitalization weighted.
  • The index is reviewed quarterly in March, June, September and December.

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
iSTOXX Europe Total Market Defense Enhanced 284.1 195.4 6.1 2.5 22.0 0.1 11.2 0.0 N/A
STOXX Europe Total Market 16,039.4 12,324.4 6.6 0.9 271.3 0.0 2.2 0.0 2.9

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
iSTOXX Europe Total Market Defense Enhanced 15.2 66.7 74.7 245.7 462.6 N/A N/A 76.6 52.0 41.8
STOXX Europe Total Market 4.9 10.2 8.6 32.8 77.1 N/A N/A 8.8 10.1 12.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe Total Market Defense Enhanced N/A N/A 27.7 21.7 24.1 N/A N/A 2.0 1.8 1.4
STOXX Europe Total Market N/A N/A 15.0 13.8 15.0 N/A N/A 0.4 0.5 0.7
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe Total Market Defense Enhanced 0.4 0.6 0.6 0.6 0.7 22.1 28.6 22.0 17.1 18.1
Index to benchmark Beta Annualized information ratio
iSTOXX Europe Total Market Defense Enhanced 0.8 1.2 1.1 1.0 1.1 5.0 3.6 2.2 1.9 1.3

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of May 30, 2025

THEME INDICES

iSTOXX Europe Total Market Defense Enhanced

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 Europe Total Market Defense Enhanced 46.2 31.0 42.0 31.0 6.9 1.7 2.7 31.7
STOXX Europe Total Market -0.5 15.0 15.3 14.8 2.0 2.9 1.3 1.2

Performance and annual returns

Methodology

The index universe comprises all stocks included in the STOXX Europe Total Market Index.
Companies within this universe that appear on the Nykredit exclusion list are excluded from the selection. The remaining companies define the Eligible universe.
From the Eligible universe, securities are screened based on the ICB Sector Classification – specifically Aerospace and Defense sector - and RBICS sectors with revenue exposure to the Defense theme.
The index is reviewed quarterly in March, June, September and December. Constituents are initially weighted according to free-float market capitalization, then adjusted to place greater emphasis on companies whose core business model is focused on defense activities.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return DKK CH1362050671 SXDE1Z SXDE1Z INDEX .SXDE1Z
Price DKK CH1362050655 SXDE1X .SXDE1X
Net Return DKK CH1362050663 SXDE1Y SXDE1Y INDEX .SXDE1Y
Gross Return EUR CH1362050614 SXDEGR .SXDEGR
Net Return EUR CH1362050606 SXDER .SXDER
Price EUR CH1362050598 SXDEP .SXDEP
Gross Return NOK CH1362050739 SXDE3Z .SXDE3Z
Net Return NOK CH1362050721 SXDE3Y .SXDE3Y
Price NOK CH1362050713 SXDE3X .SXDE3X
Price SEK CH1362050689 SXDE2X .SXDE2X
Net Return SEK CH1362050697 SXDE2Y .SXDE2Y
Gross Return SEK CH1362050705 SXDE2Z .SXDE2Z
Price USD CH1362050622 SXDEL .SXDEL
Gross Return USD CH1362050648 SXDEGV .SXDEGV
Net Return USD CH1362050630 SXDEV .SXDEV

Quick Facts

Weighting Free Float MCAP with capping factor
Cap Factor 0.15
No. of components Variable
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 09:00:00 - 18:00:00
Base value/base date 100 as of December. 24, 2012
History Available from Dec. 24, 2012
Inception date May. 15, 2025
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
RHEINMETALL Industrial Goods and Services Germany 11.248%
BAE SYSTEMS Industrial Goods and Services UK 9.241%
LEONARDO Industrial Goods and Services Italy 9.201%
THALES Industrial Goods and Services France 8.676%
ROLLS ROYCE HLDG Industrial Goods and Services UK 8.389%
SAFRAN Industrial Goods and Services France 8.129%
AIRBUS Industrial Goods and Services France 7.574%
SAAB B Industrial Goods and Services Sweden 7.554%
MTU AERO ENGINES Industrial Goods and Services Germany 6.456%
KONGSBERG GRUPPEN Industrial Goods and Services Norway 4.666%

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

4Based on the composition as of May 30, 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.