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ISTOXX INDICES

iSTOXX Europe Broad Demography

Index Description

The iSTOXX Global Broad Demography Index and the iSTOXX Europe Broad Demography Index are derived from the STOXX Global 1800 Index and the STOXX Europe 600 Index respectively, selecting stocks that will be impacted by demographic changes. Those constituents are weighted according to their free-float market cap, with a cap at 10%. The indices are reviewed quarterly.

Key facts

  • Selection from market-representative and liquid benchmarks
  • Innovative concept that focuses on seven industries that will be impacted by demographic changes
  • Broad indices, making them suitable for Exchange Traded Funds

Descriptive Statistics

Index Market Cap (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Europe Broad Demography 10,962.9 9,114.8 19.5 7.2 419.9 1.5 4.6 0.0 4.0
STOXX Europe 600 14,447.1 11,458.1 19.1 6.3 419.9 1.2 3.7 0.0 3.3

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 Broad Demography -1.4 5.0 13.2 19.0 50.1 N/A N/A 13.4 6.0 8.6
STOXX Europe 600 -1.8 3.5 8.4 12.6 43.4 N/A N/A 8.5 4.1 7.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe Broad Demography N/A N/A 13.6 19.2 21.2 N/A N/A 0.7 0.2 0.4
STOXX Europe 600 N/A N/A 13.5 18.9 20.5 N/A N/A 0.4 0.1 0.3
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe Broad Demography 1.0 1.0 1.0 1.0 1.0 1.7 1.8 1.6 1.8 1.9
Index to benchmark Beta Annualized information ratio
iSTOXX Europe Broad Demography 1.0 1.0 1.0 1.0 1.0 3.1 2.4 2.7 1.1 0.6

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of April 30, 2024

ISTOXX INDICES

iSTOXX Europe Broad Demography

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 Broad Demography 15.4 13.0 13.9 13.9 1.7 4.0 1.3 6.6
STOXX Europe 600 17.0 13.8 14.9 14.9 1.9 3.6 1.3 7.9

Performance and annual returns