Summary
The iSTOXX Europe Demography 50 Index is derived from the STOXX Europe 600 and selects stocks from sectors that will be impacted by demographic changes and which pay high dividends and display low volatility.
In a first step, all companies are ranked into seven groups according to their ICB sector code: Finance, Infrastructure, Leisure & Luxury, Pharmaceuticals, Resources, Real Estate and Telecom & Media & Tech. All stocks whose ICB sector is not relevant are excluded. In each group, the top dividend payers are selected. In a second step, all remaining companies are ranked in ascending order by their 12-month historical volatility. The top 50 constituents are selected while applying a 40-60 buffer rule and a cap of maximum of 15 stocks per group. All selected stocks are weighted according to the inverse of their 12-month historical volatility with a 10% cap.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Top 10 Components
KPN | NL |
IBERDROLA | ES |
SWISSCOM | CH |
ESSILORLUXOTTICA | FR |
POSTE ITALIANE | IT |
ORANGE | FR |
Redeia Corporacion | ES |
ACS | ES |
PUBLICIS GRP | FR |
ENEL | IT |