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ISTOXX INDICES

iSTOXX Infrastructure True Exposure USA 75% DW

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Index Description

The iSTOXX Infrastructure True Exposure™ USA 75% DW Index is based on a pool of US stocks from three STOXX infrastructure indices: STOXX® Global Broad Infrastructure, STOXX® Global Extended Infrastructure 100 and STOXX® Global Infrastructure Suppliers 50. From these, it selects liquid stocks with high revenue exposure in the USA. The components are weighted according to their historical twelve-month dividend yield.

Key facts

  • Renowned selection concept based on true revenue exposure (STOXX TrueRU Exposure®™)
  • Attractive investment theme
  • Liquid universe
  • Weighting scheme designed to enhance dividends

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
iSTOXX Infrastructure True Exposure USA 75% DW N/A 1.3 0.0 0.0 0.1 0.0 5.2 0.1 29.4
STOXX USA Total Market 62,758.6 59,823.4 25.0 3.5 3,608.4 0.0 6.0 0.0 N/A

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 Infrastructure True Exposure USA 75% DW 6.0 34.0 36.4 42.3 61.6 N/A N/A 37.0 12.6 10.2
STOXX USA Total Market 6.7 27.9 34.7 34.2 102.5 N/A N/A 35.4 10.4 15.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Infrastructure True Exposure USA 75% DW N/A N/A 12.5 16.7 23.1 N/A N/A 2.3 0.5 0.4
STOXX USA Total Market N/A N/A 12.8 18.4 21.9 N/A N/A 2.1 0.4 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX Infrastructure True Exposure USA 75% DW 0.4 0.3 0.4 0.7 0.8 13.9 14.6 14.3 14.5 14.9
Index to benchmark Beta Annualized information ratio
iSTOXX Infrastructure True Exposure USA 75% DW 0.4 0.3 0.4 0.6 0.8 -0.6 0.3 0.0 0.0 -0.4

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

ISTOXX INDICES

iSTOXX Infrastructure True Exposure USA 75% DW

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 Infrastructure True Exposure USA 75% DW 28.0 24.2 23.3 23.3 2.7 5.3 2.5 62.8
STOXX USA Total Market 33.3 25.8 27.8 27.8 5.0 1.8 2.8 19.6

Performance and annual returns

Methodology

The index universe is defined by the US stocks from the three following indices: STOXX Global Broad Infrastructure, STOXX Global Extended Infrastructure 100 and STOXX Global Infrastructure Suppliers 50.
Companies that do not fulfill the liquidity requirements (three-month average daily trading value of more than 10 million US dollars) and generate less than 75% of their revenues in the USA are excluded, while all remaining stocks are included in the index and weighted according to their historical twelve-month dividend yield, with a cap of 10% per component.
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
Gross Return EUR CH0372009677 SXITRUUG .SXITRUUG
Net Return EUR CH0372009669 SXITRUUN .SXITRUUN
Price EUR CH0372009693 SXITRUUP .SXITRUUP
Price USD CH0372009685 SXITRUUL SXITRUUL INDEX .SXITRUUL
Gross Return USD CH0372009701 SXITRUUH SXITRUUH INDEX .SXITRUUH
Net Return USD CH0372009719 SXITRUUV SXITRUUV INDEX .SXITRUUV

Quick Facts

Weighting Dividend Yield
Cap Factor 10%
No. of components Variable
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: 15:30 CET – 22:00 CET
Base value/base date 100 on Sep. 24, 2007
History Available daily back to Sep. 24, 2007
Inception date Jul. 19, 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
COGENT COMMS.HOLDINGS Telecommunications USA 5.151%
KINDER MORGAN Energy USA 4.160%
AT&T Inc. Telecommunications USA 3.935%
Verizon Communications Inc. Telecommunications USA 3.551%
ONEOK Inc. Energy USA 3.475%
ANTERO MIDSTREAM Energy USA 3.330%
Crown Castle Real Estate USA 3.203%
Williams Cos. Energy USA 3.179%
Entergy Corp. Utilities USA 2.887%
Dominion Energy Utilities USA 2.828%

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.