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ISTOXX INDICES

iSTOXX Global Transitions Select 30

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Index Description

The iSTOXX Global Transitions Select 30 Index defines three major channels of global transitions: Social Evolutions, Resources Scarcity and Infrastructure. The index provides exposure to these universes via investing in liquid, low volatility and high dividend stocks.

Key facts

  • Selection from market-representative and liquid benchmarks
  • Innovative concept focusing on three universes that will be impacted by global transitions
  • Minimum number of constituents per universe (seven)
  • Balanced approach between the volatility and dividend screenings
  • Lower volatility stocks get the biggest 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 Global Transitions Select 30 N/A 1.0 0.0 0.0 0.0 0.0 4.4 2.8 142.7
STOXX Global Total Market 93,703.1 80,204.6 6.5 0.6 3,163.8 0.0 3.9 0.0 2.6

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 Transitions Select 30 -0.1 15.7 23.3 23.9 28.0 N/A N/A 23.6 7.5 5.1
STOXX Global Total Market 0.5 17.4 29.5 25.4 75.7 N/A N/A 29.9 7.9 12.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global Transitions Select 30 N/A N/A 8.0 8.9 14.4 N/A N/A 2.4 0.6 0.3
STOXX Global Total Market N/A N/A 10.7 13.5 16.8 N/A N/A 2.3 0.4 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX Global Transitions Select 30 0.6 0.4 0.4 0.5 0.7 7.4 11.1 10.6 11.9 12.1
Index to benchmark Beta Annualized information ratio
iSTOXX Global Transitions Select 30 0.6 0.3 0.3 0.3 0.6 -1.0 -0.2 -0.6 -0.1 -0.6

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

2Based on EURIBOR1M

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

ISTOXX INDICES

iSTOXX Global Transitions Select 30

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 Transitions Select 30 16.2 13.4 15.3 15.3 1.7 7.0 1.1 15.2
STOXX Global Total Market -0.7 19.9 20.1 20.1 3.0 2.5 1.8 17.1

Performance and annual returns