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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 4.7 2.6 142.7
STOXX Global Total Market 99,513.4 85,618.8 7.0 0.6 3,416.4 0.0 4.0 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 3.8 20.0 21.6 28.9 29.8 N/A N/A 21.9 8.9 5.4
STOXX Global Total Market 7.0 25.6 30.8 34.1 81.3 N/A N/A 31.3 10.4 12.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global Transitions Select 30 N/A N/A 8.1 8.9 14.5 N/A N/A 2.1 0.7 0.3
STOXX Global Total Market N/A N/A 11.2 13.6 16.9 N/A N/A 2.2 0.5 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX Global Transitions Select 30 0.3 0.4 0.4 0.5 0.7 13.3 11.3 11.1 12.0 12.2
Index to benchmark Beta Annualized information ratio
iSTOXX Global Transitions Select 30 0.2 0.3 0.3 0.3 0.6 -2.9 -0.5 -0.8 -0.2 -0.6

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of November 29, 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 15.7 13.6 14.8 14.8 1.8 6.8 1.1 -20.9
STOXX Global Total Market -1.0 20.5 18.9 18.9 3.1 2.5 1.9 18.0

Performance and annual returns

Methodology

The index universe is all constituents in the STOXX Global 3000, STOXX Global Broad Infrastructure, STOXX Global Infrastructure Extended 100 and STOXX Global Infrastructure Suppliers 50 indices.
All companies with 3-month ADTV over 8 million EUR and linked to one of the following three thematic groups according to their ICB sector code are selected: Social Evolutions, Resources Scarcity and Infrastructure.

The component selection process first excludes all stocks with the highest previous 3- and 12-month historical volatilities inside each group. Among the remaining stocks, the stocks with the highest 12-month historical dividend yields are selected to be included in the index, with a minimum of seven stocks per group. The percentage of exclusion/inclusion at each step is the same. Those constituents are weighted according to the inverse of their volatility, with a cap at 10% per component. The indices are reviewed quarterly.

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

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0358652284 SXGTRSR .SXGTRSR
Price EUR CH0358652110 SXGTRSP SXGTRSP INDEX .SXGTRSP
Gross Return EUR CH0358652334 SXGTRSGR .SXGTRSGR
Price USD CH0358652391 SXGTRSL SXGTRSL INDEX .SXGTRSL
Net Return USD CH0358652425 SXGTRSV .SXGTRSV
Gross Return USD CH0358652441 SXGTRSGV .SXGTRSGV

Quick Facts

Weighting Inverse Volatility weighted
Cap Factor 10%
No. of components 30
Review frequency Quarterly
Calculation/distribution Price: real-time (every 15’’), Net and Gross Return: end-of-day. Currency: EUR and USD
Calculation hours Real-time: 00:00 CET – 22:00 CET
Base value/base date 100 as of Mar. 22. 2004
History Available daily back to Mar. 22. 2004
Inception date Mar. 28. 2017
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
ZURICH INSURANCE GROUP Insurance Switzerland 4.679%
PEMBINA PIPELINE CORP Energy Canada 4.333%
KINDER MORGAN Energy USA 4.059%
Enbridge Inc. Energy Canada 3.876%
KEYERA CORP Energy Canada 3.627%
TC ENERGY Energy Canada 3.619%
Great-West Lifeco Inc. Insurance Canada 3.560%
ALLIANZ Insurance Germany 3.527%
CANADIAN UTILITIES 'A' Utilities Canada 3.477%
TRYG Insurance Denmark 3.391%

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

4Based on the composition as of November 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.

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.