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ISTOXX INDICES

iSTOXX Global Demography Select 50

Index Description

The iSTOXX Global Demography Select 50 Index is derived from the STOXX Global 1800 Index, selecting stocks that will be impacted by demographic changes, as well as pay high dividends and display low volatility. The component selection process first excludes all stocks whose ICB sector is not linked to one of the eligible Industry groups. Among the eligible stocks, the stocks with the highest 3- and 12-month historical volatilities are excluded. Among the remaining stocks, the stocks with the highest 12-month historical dividend yields are selected to be included in the index. The percentage of exclusion/inclusion for the volatility screening and dividend yield screening is the same. Those constituents are weighted according to the inverse of their volatility, with a cap at 10%. The indices are reviewed quarterly.

Key facts

  • Selection from market-representative and liquid benchmarks
  • Innovative concept that focuses on seven industries that will be impacted by demographic changes
  • Balanced approach between the different screenings
  • Lower volatility stocks get the biggest weight
  • Suitable for Structured Products

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 Global Demography Select 50 N/A 1.0 0.0 0.0 0.0 0.0 2.8 1.6 149.8
STOXX Global 1800 66,571.2 60,763.2 33.7 11.1 2,895.3 1.1 4.8 0.0 2.9

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 Global Demography Select 50 2.8 4.0 8.1 18.1 18.6 N/A N/A 8.3 5.8 3.5
STOXX Global 1800 3.4 11.4 26.1 39.5 86.3 N/A N/A 26.8 11.9 13.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global Demography Select 50 N/A N/A 7.6 8.0 13.5 N/A N/A 0.7 0.5 0.2
STOXX Global 1800 N/A N/A 9.8 13.7 17.3 N/A N/A 2.2 0.7 0.7
Index to benchmark Correlation Tracking error (%)
iSTOXX Global Demography Select 50 0.3 0.2 0.5 0.5 0.7 8.3 9.6 8.4 11.6 12.4
Index to benchmark Beta Annualized information ratio
iSTOXX Global Demography Select 50 0.1 0.2 0.4 0.3 0.5 -0.9 -3.1 -1.9 -0.6 -0.8

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of March 29, 2024

ISTOXX INDICES

iSTOXX Global Demography 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 Global Demography Select 50 15.0 12.9 13.8 13.8 1.5 6.2 1.4 13.2
STOXX Global 1800 23.7 19.4 21.8 21.8 3.2 2.6 2.2 2.3

Performance and annual returns

Methodology

The index universe is all constituents in the STOXX Global 1800 Index. All companies linked to one of the following seven groups according to their ICB sector code are selected: Finance, Infrastructure, Leisure & Luxury, Pharmaceuticals, Resources, Real Estate and Telecom, Media & Tech. All constituents whose ICB sector is not relevant are excluded.


All stocks in the eligible universe are screened for 12-month historical daily pricing data and 12-month historical dividend yield. If one or both values are not available for a stock, the company is removed from the base universe.


The detailed methodology including the calculation formula can be found in our rulebook: www.stoxx.com/rulebooks.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0321940899 SXGD50P SXGD50P INDEX .SXGD50P
Net Return EUR CH0321940907 SXGD50R SXGD50R INDEX .SXGD50R
Gross Return EUR CH0321940915 SXGD50GR .SXGD50GR

Quick Facts

Weighting Volatility weighted
Cap Factor 10%
No. of components 50
Review frequency Quarterly
Calculation/distribution Price: real-time (every 15 seconds); Net and Gross Return: end-of-day
Calculation hours Please see data vendor codes sheet on www.stoxx.com/datavendorcodes
Base value/base date 100 as of Mar. 22, 2004
History Available from Mar. 24, 2003
Inception date Apr. 29, 2016
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://qontigo.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.

ISTOXX INDICES

iSTOXX Global Demography Select 50

Top 10 Components4

Company Supersector Country Weight
NETLINK Telecommunications Singapore 2.817%
Oversea-Chinese Banking Corp. Banks Singapore 2.643%
ORANGE Telecommunications France 2.557%
United Overseas Bank Ltd. Banks Singapore 2.537%
DBS Group Holdings Ltd. Banks Singapore 2.516%
TELSTRA GROUP Telecommunications Australia 2.382%
Redeia Corporacion Utilities Spain 2.309%
ASSICURAZIONI GENERALI Insurance Italy 2.281%
ZURICH INSURANCE GROUP Insurance Switzerland 2.245%
FREENET Telecommunications Germany 2.236%

3Net dividend yield is calculated as net return index return minus price index return

4Based on the composition as of March 29, 2024

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.