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Index Description

Key facts

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 101.4 1.0 1.0 1.5 0.8 1.5 0.8 58.5
STOXX Europe 600 13,964.0 11,145.9 18.6 6.6 249.4 1.4 2.2 0.0 3.3

Supersector weighting (top 10)

Created with Highcharts 9.3.3Chart title12.1% Utilities10.4% Insurance10.3% Financial Services8% Telecommunications7.7% Industrial Goods and Services6.9% Construction and Materials6.1% Energy5.9% Food, Beverage and Tobacco5.5% Banks5.5% Health CareHighcharts.com

Country weighting

Created with Highcharts 9.3.3Chart title27.8% France17.7% Germany14.7% Italy13.3% Spain10.9% Netherlands8% Belgium5.6% Finland1% Ireland0.9% AustriaHighcharts.com

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 1.4 10.1 12.2 19.8 60.7 N/A N/A 12.3 6.3 10.1
STOXX Europe 600 -3.8 5.8 6.9 26.7 88.2 N/A N/A 7.0 8.3 13.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX Low Risk Weighted 100 N/A N/A 9.5 11.0 12.9 N/A N/A 0.9 0.3 0.7
STOXX Europe 600 N/A N/A 11.3 13.0 15.1 N/A N/A 0.3 0.4 0.8
Index to benchmark Correlation Tracking error (%)
EURO STOXX Low Risk Weighted 100 0.9 0.9 0.9 0.9 0.9 7.9 6.2 5.7 5.6 6.0
Index to benchmark Beta Annualized information ratio
EURO STOXX Low Risk Weighted 100 0.6 0.6 0.7 0.8 0.8 8.3 2.6 0.8 -0.4 -0.6

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of March 31, 2025

STRATEGY INDICES

EURO STOXX Low Risk Weighted 100

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 15.9 13.7 14.8 13.7 1.7 3.5 1.2 0.2
STOXX Europe 600 18.2 14.1 16.7 14.0 2.0 2.7 1.4 0.8

Performance and annual returns

Created with Highcharts 9.3.3Chart titleEURO STOXX Low Risk Weighted 100200220042006200820102012201420162018202020222024050100150200250300350Highcharts.com
Created with Highcharts 9.3.3Chart titleEURO STOXX Low Risk Weighted 100STOXX Europe 60020182019202020212022202320242025-200204060Highcharts.com

Methodology

Placeholder5

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0190733011 SXLV1T SXLV1T INDEX .SXLV1T
Price EUR CH0190733060 SXLV1E SXLV1E INDEX .SXLV1E
Gross Return EUR CH0190732971 SXLV1GT SXLV1GT INDEX .SXLV1GT
Gross Return USD CH0190732997 SXLV1GU SXLV1GU INDEX .SXLV1GU
Net Return USD CH0190733037 SXLV1U SXLV1U INDEX .SXLV1U
Price USD CH0190733086 SXLV1K SXLV1K INDEX .SXLV1K

Quick Facts

Top 10 Components4

Company Supersector Country Weight
KPN Telecommunications Netherlands 1.460%
DANONE Food, Beverage and Tobacco France 1.397%
GRP BRUXELLES LAMBERT Financial Services Belgium 1.338%
IBERDROLA Utilities Spain 1.287%
KLEPIERRE Real Estate France 1.268%
TERNA Utilities Italy 1.232%
DEUTSCHE BOERSE Financial Services Germany 1.230%
ALLIANZ Insurance Germany 1.220%
DEUTSCHE TELEKOM Telecommunications Germany 1.190%
Redeia Corporacion Utilities Spain 1.188%

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

4Based on the composition as of March 31, 2025