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BLUE CHIP INDICES

EURO STOXX Oil & Gas Futures Switch

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Index Description

The EURO STOXX Oil & Gas Futures Switch Indices replicate a hypothetical portfolio of a series of long position EURO STOXX Oil & Gas futures contracts traded on Eurex. The portfolio is invested into the first nearby futures contract and then switched to the next nearby contract on the fourth day preceding the expiry date of the futures contract series, which is the third Friday in March, June, September and December. The excess return index replicates the financial outcome of a portfolio switching the first nearby STOXX index futures contract into the second nearby contract; the total return index, in addition, replicates the remuneration of the cash component at risk-free rate.

Key facts

  • Offers an alternative way to replicate the returns of the EURO STOXX Oil & Gas Index without need for physical investment as the replication is via futures.
  • Used as an underlying for EURO iSTOXX Oil & Gas Futures Leverage Long and Short Indices.
  • History available from 2002.
  • EUR Total Return and Excess Return available.

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO STOXX Oil & Gas Futures Switch N/A N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX Oil & Gas N/A N/A N/A N/A N/A N/A N/A N/A N/A

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
EURO STOXX Oil & Gas Futures Switch -0.5 -1.6 -2.7 25.6 27.5 N/A N/A -2.7 8.0 5.1
EURO STOXX Oil & Gas 0.0 2.5 2.1 36.6 39.9 N/A N/A 2.2 11.0 7.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX Oil & Gas Futures Switch N/A N/A 16.8 22.1 27.8 N/A N/A -0.4 0.3 0.1
EURO STOXX Oil & Gas N/A N/A 16.7 22.2 27.7 N/A N/A 0.2 0.4 0.2
Index to benchmark Correlation Tracking error (%)
EURO STOXX Oil & Gas Futures Switch 1.0 1.0 1.0 1.0 1.0 2.2 2.5 2.5 3.3 4.3
Index to benchmark Beta Annualized information ratio
EURO STOXX Oil & Gas Futures Switch 1.0 1.0 1.0 1.0 1.0 -2.8 -2.0 -2.0 -1.0 -0.5

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

2Based on EURIBOR1M

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

BLUE CHIP INDICES

EURO STOXX Oil & Gas Futures Switch

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
EURO STOXX Oil & Gas Futures Switch N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX Oil & Gas N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns