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STRATEGY INDICES

iSTOXX Europe Centenary Select 30

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Index Description

The iSTOXX Europe Centenary Select 30 Index selects those companies from the STOXX Europe 600 that are at least 100 years old, are expected to pay a dividend within the next month and have shown a high beta historically. The monthly selection process includes measures to exclude low liquidity stocks and to limit the number of companies per industry. All 30 constituents are weighted according to their three-month ADTV in EUR and capped at 10%.

Key facts

  • Companies are selected from one of Europes most representative indices, the STOXX Europe 600
  • Offers investment into established firms with a long history
  • High liquidity is ensured by applying a EUR 15 mn ADTV filter and ADTV weighting scheme
  • Attractive dividend yield thanks to an overlay that selects companies that are about to pay a dividend and by updating the portfolio monthly

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 Centenary Select 30 N/A 97.3 3.2 3.4 6.0 0.9 6.1 0.9 498.5
STOXX Europe 600 13,308.4 10,602.2 17.7 6.2 328.1 1.3 3.1 0.0 3.5

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 Centenary Select 30 -3.2 9.9 25.1 25.3 43.7 N/A N/A 25.4 7.9 7.6
STOXX Europe 600 -3.2 8.7 20.4 17.0 47.9 N/A N/A 20.7 5.4 8.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe Centenary Select 30 N/A N/A 14.7 20.3 24.4 N/A N/A 1.5 0.3 0.3
STOXX Europe 600 N/A N/A 10.2 14.5 17.6 N/A N/A 1.9 0.3 0.4
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe Centenary Select 30 0.8 0.9 0.9 0.9 0.9 8.4 7.1 7.1 9.1 10.6
Index to benchmark Beta Annualized information ratio
iSTOXX Europe Centenary Select 30 1.0 1.3 1.3 1.3 1.3 0.1 0.2 0.6 0.3 0.0

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of October 31, 2024

STRATEGY INDICES

iSTOXX Europe Centenary Select 30

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 Centenary Select 30 13.5 10.3 11.0 11.0 1.0 10.2 0.8 14.8
STOXX Europe 600 17.1 14.6 15.3 15.3 2.0 3.9 1.3 20.5

Performance and annual returns