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STRATEGY INDICES

iSTOXX Europe Demography 50

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 116.5 2.3 2.3 4.0 1.7 3.5 1.4 98.1
STOXX Europe 600 15,338.5 12,280.1 20.5 7.0 446.4 1.7 3.6 0.0 3.6

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 4.5 12.2 17.7 0.3 20.3 N/A N/A 18.0 0.1 3.8
STOXX Europe 600 3.9 12.3 20.0 13.1 57.1 N/A N/A 20.3 4.2 9.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe Demography 50 N/A N/A 12.7 16.0 18.6 N/A N/A 0.9 -0.1 0.2
STOXX Europe 600 N/A N/A 13.3 18.8 20.5 N/A N/A 1.0 0.1 0.4
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe Demography 50 0.8 0.9 0.9 0.9 0.9 8.1 6.7 6.4 8.2 7.8
Index to benchmark Beta Annualized information ratio
iSTOXX Europe Demography 50 0.8 0.8 0.8 0.8 0.8 0.9 -0.1 -0.3 -0.6 -0.8

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

2Based on EURIBOR1M

(USD, Net Return), all data as of August 30, 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 12.7 10.5 11.3 11.3 1.3 5.2 0.9 10.2
STOXX Europe 600 19.0 14.4 16.4 16.4 2.1 3.1 1.4 16.7

Performance and annual returns