Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

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 2.7 1.6 157.1
STOXX Global 1800 64,629.5 58,900.0 32.7 10.4 2,840.9 0.8 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 0.1 1.1 2.8 23.7 19.1 N/A N/A 2.8 7.4 3.6
STOXX Global 1800 4.7 7.8 22.7 44.0 85.2 N/A N/A 23.0 13.0 13.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global Demography Select 50 N/A N/A 7.8 8.3 13.5 N/A N/A -0.1 0.7 0.2
STOXX Global 1800 N/A N/A 10.5 13.8 17.3 N/A N/A 1.6 0.8 0.7
Index to benchmark Correlation Tracking error (%)
iSTOXX Global Demography Select 50 0.1 0.2 0.6 0.5 0.7 11.4 10.1 8.8 11.8 12.4
Index to benchmark Beta Annualized information ratio
iSTOXX Global Demography Select 50 0.1 0.2 0.4 0.3 0.6 -5.0 -3.9 -2.1 -0.5 -0.8

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of February 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 13.8 11.8 12.1 12.1 1.4 6.0 1.4 10.0
STOXX Global 1800 23.0 18.8 21.1 21.1 3.2 2.6 2.1 29.5

Performance and annual returns