STRATEGY INDICES

EURO STOXX Low Risk Weighted 100

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
EURO STOXX Low Risk Weighted 100	N/A	103.3	1.0	1.0	1.8	0.7	1.8	0.7	48.4
STOXX Europe 600	13,857.2	11,094.2	18.5	6.3	403.3	1.5	3.6	0.0	3.6

Risk and return figures¹

Index returns	Return (%)					Annualized return (%)
	Last month	YTD	1Y	3Y	5Y	Last month	YTD	1Y	3Y	5Y
EURO STOXX Low Risk Weighted 100	2.1	9.2	13.1	5.8	22.6	N/A	N/A	13.3	1.9	4.2
STOXX Europe 600	1.5	12.1	17.6	20.7	56.3	N/A	N/A	17.9	6.5	9.4
Index volatility and risk	Annualized volatility (%)					Annualized Sharpe ratio2
EURO STOXX Low Risk Weighted 100	N/A	N/A	9.2	12.6	15.8	N/A	N/A	0.9	0.0	0.2
STOXX Europe 600	N/A	N/A	10.3	14.6	17.6	N/A	N/A	1.2	0.3	0.5
Index to benchmark	Correlation					Tracking error (%)
EURO STOXX Low Risk Weighted 100	0.9	0.9	0.9	0.9	0.9	7.4	5.2	4.9	5.6	6.2
Index to benchmark	Beta					Annualized information ratio
EURO STOXX Low Risk Weighted 100	0.7	0.8	0.8	0.8	0.8	0.8	-0.8	-0.9	-0.9	-0.9

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

²Based on EURIBOR1M

(EUR, Net Return), all data as of August 30, 2024

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
EURO STOXX Low Risk Weighted 100	15.5	12.8	14.3	14.3	1.6	3.4	1.0	13.5
STOXX Europe 600	19.0	14.4	16.4	16.4	2.1	3.0	1.4	16.7