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STRATEGY INDICES

STOXX Global Infrastructure Select 30 USD

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Index Description

The STOXX Global Infrastructure Select 30 Indices aim at selecting 30 low volatility and high dividend stocks from a pool of infrastructure stocks defined as a blend of three STOXX infrastructure indices: the STOXX Global Broad Infrastructure, the STOXX Global Extended Infrastructure 100 and the STOXX Global Infrastructure Suppliers 50 indices.

Key facts

  • Balanced approach between the different screenings
  • Low volatility anomaly: stocks with low volatility perform better
  • High dividend screening to generate returns
  • Attractive structured product pricing that benefits both the issuer and the final client
  • Attractive theme (Infrastructure)

Descriptive Statistics

Index Market Cap (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Global Infrastructure Select 30 USD N/A 1.1 0.0 0.0 0.1 0.0 4.6 2.6 92.4
STOXX Global Total Market 105,106.0 90,430.6 7.4 0.6 3,608.4 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
STOXX Global Infrastructure Select 30 USD 1.8 14.6 18.4 18.7 21.7 N/A N/A 18.7 5.9 4.0
STOXX Global Total Market 4.1 20.1 26.6 25.8 73.6 N/A N/A 27.0 8.0 11.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Infrastructure Select 30 USD N/A N/A 8.8 10.8 15.8 N/A N/A 1.6 0.3 0.2
STOXX Global Total Market N/A N/A 10.5 14.6 17.5 N/A N/A 2.0 0.3 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Global Infrastructure Select 30 USD 0.1 0.4 0.4 0.6 0.8 11.2 10.8 10.5 11.9 11.6
Index to benchmark Beta Annualized information ratio
STOXX Global Infrastructure Select 30 USD 0.1 0.3 0.4 0.4 0.7 -2.4 -0.5 -0.7 -0.3 -0.7

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of November 29, 2024

STRATEGY INDICES

STOXX Global Infrastructure Select 30 USD

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
STOXX Global Infrastructure Select 30 USD 18.0 15.9 18.0 18.0 2.5 6.7 1.8 -34.1
STOXX Global Total Market -1.0 20.5 18.9 18.9 3.1 2.4 1.9 18.0

Performance and annual returns

Methodology

The STOXX Global Infrastructure Select 30 Indices uses a blend of three STOXX infrastructure indices as base universe: the STOXX Global Broad Infrastructure, the STOXX Global Extended Infrastructure 100 and the STOXX Global Infrastructure Suppliers 50 indices. Companies that do not fulfil a minimum liquidity level are excluded from this universe.

All stocks from the Eligible Universe are sorted in ascending order in terms of volatility (maximum between the 3-month and 12-month historical volatility in the currency of the final index) and those that do not belong to the top x%, are excluded from the selection process (x being calculated as the square root of the number of eligible stocks divided by 30; the target number of stocks in the index).

All remaining stocks are then ranked in descending order in terms of dividend yield and the highest ranked 30 stocks are selected for the final index, and weighed according to the inverse of volatility, with a cap of 10% per component.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price USD CH0354103837 SXIFSEL SXIFSEL INDEX .SXIFSEL
Net Return USD CH0354103860 SXIFSEV .SXIFSEV
Gross Return USD CH0354103894 SXIFSEGV SXIFSEGV INDEX .SXIFSEGV

Quick Facts

Weighting Inverse of volatility
Cap Factor 10% per component
No. of components 30
Review frequency Quarterly
Calculation/distribution Price: real-time (every 15’’). Net and Gross return: end-of-Day
Calculation hours Please see data vendor codes sheet on: https://www.stoxx.com/data-vendor-codes
Base value/base date 100 as of Jun. 21, 2004
History Available daily back to Jun. 21, 2004
Inception date Jan. 31, 2016
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
KINDER MORGAN Energy USA 4.592%
PEMBINA PIPELINE CORP Energy Canada 4.390%
KPN Telecommunications Netherlands 4.143%
Entergy Corp. Utilities USA 4.084%
Williams Cos. Energy USA 4.021%
ONEOK Inc. Energy USA 3.985%
Enbridge Inc. Energy Canada 3.938%
KEYERA CORP Energy Canada 3.765%
TC ENERGY Energy Canada 3.688%
SWISSCOM Telecommunications Switzerland 3.662%

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.