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BLUE CHIP INDICES

STOXX Europe 600 Oil & Gas Futures Switch

Index Description

The STOXX Europe 600 Oil & Gas Futures Switch Indices replicate a hypothetical portfolio of a series of long position STOXX Europe 600 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 4th day preceding the expiry date of the futures contract series.

Key facts

  • Offers an alternative way to replicate the returns of the STOXX Europe 600 Oil & Gas Index without need for physical investment as the replication is via futures.
  • Used as an underlying for iSTOXX Europe 600 Oil & Gas Futures Leverage Long and Short Indices.
  • History available from 2004.
  • 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
STOXX Europe 600 Oil & Gas Futures Switch N/A N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Europe 600 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
STOXX Europe 600 Oil & Gas Futures Switch -3.0 3.3 11.6 51.2 31.2 N/A N/A 11.9 15.1 5.7
STOXX Europe 600 Oil & Gas -2.6 3.3 11.8 41.6 12.6 N/A N/A 12.0 12.4 2.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe 600 Oil & Gas Futures Switch N/A N/A 15.8 23.5 29.2 N/A N/A 0.5 0.5 0.2
STOXX Europe 600 Oil & Gas N/A N/A 15.4 23.0 28.8 N/A N/A 0.6 0.4 0.1
Index to benchmark Correlation Tracking error (%)
STOXX Europe 600 Oil & Gas Futures Switch N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
Index to benchmark Beta Annualized information ratio
STOXX Europe 600 Oil & Gas Futures Switch N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A

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

2Based on EURIBOR1M

(EUR, Excess Return), all data as of June 28, 2024

BLUE CHIP INDICES

STOXX Europe 600 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
STOXX Europe 600 Oil & Gas Futures Switch N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Europe 600 Oil & Gas N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns