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DIVIDEND INDICES

EURO iSTOXX ex Financials High Dividend 50

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Index Description

The EURO iSTOXX ex Financials High Dividend 50 Index is an extension of the EURO STOXX ex Financials family of indices. The index aims to select the top 50 stocks by dividend yield in the EURO STOXX ex Financials universe. The constituents are weighted according to their one-year historical dividend yield (with a 10% constituent cap).

Key facts

  • Constituents are weighted according to their one-year historical dividend yield
  • Highly liquid benchmark
  • Excludes stocks that are allocated to the industry 'Financials' according to the Industry Classification Benchmark (ICB).

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
EURO iSTOXX ex Financials High Dividend 50 N/A 1.1 0.0 0.0 0.0 0.0 3.4 1.2 76.0
EURO STOXX ex Financials 6,570.8 4,647.1 19.1 6.8 269.5 1.4 5.8 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
EURO iSTOXX ex Financials High Dividend 50 -5.8 0.7 14.7 13.7 31.2 N/A N/A 14.9 4.4 5.6
EURO STOXX ex Financials -6.5 2.3 19.6 -0.1 33.3 N/A N/A 19.9 0.0 6.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX ex Financials High Dividend 50 N/A N/A 13.3 18.8 22.2 N/A N/A 1.1 0.2 0.2
EURO STOXX ex Financials N/A N/A 14.7 21.1 22.2 N/A N/A 1.4 0.0 0.3
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX ex Financials High Dividend 50 0.7 0.8 0.8 0.9 0.9 8.7 8.8 8.2 8.7 9.2
Index to benchmark Beta Annualized information ratio
EURO iSTOXX ex Financials High Dividend 50 0.6 0.7 0.8 0.8 0.9 0.9 -0.3 -0.6 0.4 -0.1

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

2Based on EURIBOR1M

(USD, Net Return), all data as of October 31, 2024

DIVIDEND INDICES

EURO iSTOXX ex Financials High Dividend 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
EURO iSTOXX ex Financials High Dividend 50 8.4 8.9 7.9 7.9 0.8 4.4 0.4 13.2
EURO STOXX ex Financials 21.2 16.4 17.8 17.8 2.1 2.5 1.1 20.5

Performance and annual returns