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STRATEGY INDICES

iSTOXX Europe Demography 50

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Index Description

The iSTOXX Europe Demography 50 Index is derived from the STOXX Europe 600 Index; it selects stocks from sectors that will be impacted by demographic changes, which pay high dividends and display low volatility. Constraints on the number of constituents per industry are applied. The index composition is reviewed on a quarterly basis.

Key facts

  • Selection from one of Europe's most representative and liquid indices, the STOXX Europe 600 Index
  • First-of-its-kind concept that focuses on seven industries that will be impacted by demographic changes
  • Rules to prevent certain companies and industries from being overweight
  • Rules to limit turnover

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 Demography 50 N/A 103.2 2.1 2.0 3.5 1.6 3.4 1.5 97.5
STOXX Europe 600 14,162.7 11,303.8 18.8 6.6 343.9 1.2 3.0 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 Demography 50 -3.3 5.7 9.0 4.5 7.9 N/A N/A 9.2 1.5 1.5
STOXX Europe 600 -1.6 5.2 10.5 13.9 39.3 N/A N/A 10.7 4.5 6.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe Demography 50 N/A N/A 11.8 16.1 18.6 N/A N/A 0.4 -0.1 0.0
STOXX Europe 600 N/A N/A 12.7 18.8 20.6 N/A N/A 0.5 0.1 0.3
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe Demography 50 0.9 0.8 0.8 0.9 0.9 6.9 7.0 6.9 8.3 7.9
Index to benchmark Beta Annualized information ratio
iSTOXX Europe Demography 50 0.9 0.8 0.8 0.8 0.8 -3.1 0.0 -0.3 -0.5 -0.7

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of November 29, 2024

STRATEGY INDICES

iSTOXX Europe Demography 50

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 Demography 50 13.1 10.3 11.8 11.8 1.3 5.9 0.9 12.5
STOXX Europe 600 17.8 14.0 15.9 15.9 2.0 3.5 1.3 -80.8

Performance and annual returns

Methodology

All stocks in the relevant base universe are screened for 12-months historical volatility and 12-months historical dividend yield. If one or both values are not available for a stock, the company is removed from the base universe. The remaining constituents - composing the selection universe - are grouped into 7 industry clusters following the ICB matching table provided above (Finance, Infrastructure, Leisure & Luxury, Pharmaceuticals, Resources, Real Estate and Telecom & Media & Tech). In each group, all constituents are ranked according to the historical dividend yield in descending order and the top x% is selected for the next step.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0290807160 SXED50P SXED50P INDEX .SXED50P
Net Return EUR CH0290807285 SXED50R SXED50R INDEX .SXED50R
Gross Return EUR CH0290807319 SXED50GR .SXED50GR
Net Return USD CH0290807582 SXED50V .SXED50V
Price USD CH0290807327 SXED50L .SXED50L
Gross Return USD CH0290807590 SXED50GV .SXED50GV

Quick Facts

Weighting Inverse of the 12-month historical volatility
Cap Factor 10%
No. of components 50
Review frequency Quarterly
Calculation/distribution Price, net and gross return in EUR and USD
Calculation hours Price: real-time (9:00 am to 6:00 pm), others: end of day (6:00 pm)
Base value/base date 100 as of Mar. 22, 2004
History Available from Mar. 22, 2004
Inception date Aug. 13, 2015
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
KPN Telecommunications Netherlands 3.354%
IBERDROLA Utilities Spain 2.456%
ORANGE Telecommunications France 2.442%
SWISSCOM Telecommunications Switzerland 2.418%
Redeia Corporacion Utilities Spain 2.349%
ESSILORLUXOTTICA Health Care France 2.322%
TERNA Utilities Italy 2.255%
ITALGAS Utilities Italy 2.248%
TELEFONICA Telecommunications Spain 2.247%
POSTE ITALIANE Insurance Italy 2.239%

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

4Based on the composition as of November 29, 2024

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.