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ISTOXX INDICES

iSTOXX Europe Economic Growth Select 50

Index Description

The iSTOXX Europe Economic Growth Select 50 Index aims at investing in liquid, low volatility and high dividend stocks from the STOXX Europe 600 Index. The 50 constituents are weighted according to an Economic Growth score defined as an exposure weighted average of the IMF’s GDP growth projection for the countries in which those companies generate their revenues. This way, companies with the highest exposure to countries with the highest estimated Economic growth, receive the biggest weight.

Key facts

  • Liquid universe
  • Balanced approach between the volatility and dividend screenings
  • Innovative weighting scheme whereby companies with the highest exposure to countries with the highest estimated Economic growth receive the largest weight

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 Economic Growth Select 50 N/A 1.0 0.0 0.0 0.0 0.0 4.6 0.4 111.0
STOXX Europe 600 13,831.3 11,003.9 18.3 6.4 403.4 1.0 3.7 0.0 3.3

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 Economic Growth Select 50 4.2 8.4 13.4 21.8 24.5 N/A N/A 13.5 6.9 4.5
STOXX Europe 600 3.5 10.7 18.6 27.8 63.2 N/A N/A 18.8 8.6 10.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe Economic Growth Select 50 N/A N/A 9.1 12.4 17.3 N/A N/A 0.9 0.4 0.2
STOXX Europe 600 N/A N/A 9.9 14.5 17.6 N/A N/A 1.2 0.5 0.5
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe Economic Growth Select 50 0.8 0.7 0.8 0.8 0.9 4.7 6.5 6.2 7.9 7.9
Index to benchmark Beta Annualized information ratio
iSTOXX Europe Economic Growth Select 50 0.8 0.7 0.7 0.7 0.9 1.5 -0.8 -0.8 -0.3 -0.7

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

2Based on EURIBOR1M

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

ISTOXX INDICES

iSTOXX Europe Economic Growth Select 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 Economic Growth Select 50 14.4 10.9 12.6 12.6 1.5 7.4 0.9 15.2
STOXX Europe 600 17.7 14.1 15.6 15.6 2.0 3.9 1.4 7.8

Performance and annual returns