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ISTOXX INDICES

iSTOXX Global Women Leadership Select 30

Index Description

The iSTOXX Global Women Leadership Select 30 Index systematically selects stocks from the STOXX Global 1800 that have a relatively high proportion of women at board level, whilst maximizing overall dividend yield and minimizing overall volatility of the derived index.

Key facts

  • Higher representation of women in leadership roles has become a key topic in recent years as governments and regulators introduce quotas to encourage companies to invest in gender diversity
  • The iSTOXX Global Women Leadership Select 30 Index is among the first of its kind to incorporate the Women in Leadership theme with high dividend and low volatility, creating a tradable index with this theme
  • Gender diversity at board level has shown to produce improved corporate performance and governance

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 Women Leadership Select 30 N/A 1.0 0.0 0.0 0.0 0.0 4.5 2.7 137.5
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 Women Leadership Select 30 5.5 5.9 8.7 15.0 -1.9 N/A N/A 8.9 4.8 -0.4
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 Women Leadership Select 30 N/A N/A 9.2 10.8 15.7 N/A N/A 0.6 0.3 -0.1
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 Women Leadership Select 30 0.2 0.2 0.5 0.5 0.7 9.6 10.7 9.9 12.2 12.6
Index to benchmark Beta Annualized information ratio
iSTOXX Global Women Leadership Select 30 0.1 0.1 0.4 0.4 0.6 2.7 -2.0 -1.6 -0.6 -1.1

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 Women Leadership 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 Women Leadership Select 30 16.1 11.3 11.8 11.8 1.5 7.2 1.3 16.8
STOXX Global 1800 23.7 19.4 21.8 21.8 3.2 2.6 2.2 2.3

Performance and annual returns