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STRATEGY INDICES
EURO STOXX Low Risk Weighted 50
Index Description
STOXX Low Risk Weighted Indices represent the lowest volatility companies within the respective underlying index, such as the EURO STOXX 50, the STOXX Europe 600 and the EURO STOXX. Components are selected according to their 12-month historical volatility and weighted by the inverse of their 12-month historical volatility.
Key facts
- The indices provide an alternative weighting concept based on stock price volatility rather than market cap.
- Minimum average daily value traded (ADVT) facilitates trading and is based on well-known equity indices - EURO STOXX 50, EURO STOXX, STOXX Europe 600
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 | |
EURO STOXX Low Risk Weighted 50 | N/A | 104.8 | 2.1 | 2.0 | 3.1 | 1.7 | 3.0 | 1.6 | 66.0 |
EURO STOXX | 7,762.0 | 5,653.3 | 19.0 | 7.0 | 277.9 | 1.2 | 4.9 | 0.0 | 3.3 |
Supersector weighting (top 10)
Telecommunications | 15.6 |
---|---|
Insurance | 14.3 |
Utilities | 13.9 |
Construction and Materials | 9.2 |
Financial Services | 8.7 |
Food, Beverage and Tobacco | 7.5 |
Industrial Goods and Services | 5.7 |
Energy | 5.4 |
Personal Care, Drug and Grocery Stores | 4.3 |
Media | 4.2 |
Country weighting
France | 32.4 |
---|---|
Germany | 17.5 |
Italy | 15.9 |
Netherlands | 12.7 |
Spain | 8.2 |
Belgium | 7.8 |
Finland | 3.8 |
Ireland | 1.8 |
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 50 | -2.3 | 6.3 | 9.0 | 3.1 | 10.8 | N/A | N/A | 9.1 | 1.0 | 2.1 |
EURO STOXX | -2.6 | 3.9 | 8.6 | 12.9 | 38.3 | N/A | N/A | 8.7 | 4.2 | 6.8 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
EURO STOXX Low Risk Weighted 50 | N/A | N/A | 11.4 | 16.4 | 18.6 | N/A | N/A | 0.4 | -0.1 | 0.1 |
EURO STOXX | N/A | N/A | 14.5 | 21.3 | 22.7 | N/A | N/A | 0.3 | 0.1 | 0.2 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
EURO STOXX Low Risk Weighted 50 | 0.9 | 0.8 | 0.8 | 0.9 | 0.9 | 7.4 | 8.1 | 8.0 | 8.8 | 8.9 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
EURO STOXX Low Risk Weighted 50 | 0.7 | 0.7 | 0.7 | 0.7 | 0.8 | 0.4 | 0.2 | 0.0 | -0.5 | -0.6 |
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
EURO STOXX Low Risk Weighted 50
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 50 | 15.8 | 12.5 | 15.2 | 15.2 | 1.9 | 4.1 | 1.1 | 13.4 |
EURO STOXX | 16.1 | 13.4 | 14.6 | 14.6 | 1.7 | 3.5 | 1.2 | -9.7 |
Performance and annual returns
EURO STOXX Low Risk Weighted 50 | |
---|---|
984960000000 | 35.24 |
985046400000 | 35.58 |
985132800000 | 34.77 |
985219200000 | 33.25 |
985305600000 | 33.92 |
985564800000 | 34.55 |
985651200000 | 35.05 |
985737600000 | 34.6 |
985824000000 | 34.5 |
985910400000 | 34.75 |
986169600000 | 34.93 |
986256000000 | 34.93 |
986342400000 | 35.23 |
986428800000 | 35.51 |
986515200000 | 35.67 |
986774400000 | 35.86 |
986860800000 | 35.47 |
986947200000 | 35.34 |
987033600000 | 35.6 |
987120000000 | 35.65 |
987379200000 | 35.28 |
987465600000 | 35.04 |
987552000000 | 35.6 |
987638400000 | 35.86 |
987724800000 | 35.99 |
987984000000 | 35.45 |
988070400000 | 35.63 |
988156800000 | 35.71 |
988243200000 | 35.99 |
988329600000 | 35.61 |
988588800000 | 35.74 |
988675200000 | 35.91 |
988761600000 | 35.96 |
988848000000 | 35.53 |
988934400000 | 35.63 |
989193600000 | 35.63 |
989280000000 | 35.28 |
989366400000 | 35.47 |
989452800000 | 35.51 |
989539200000 | 35.5 |
989798400000 | 35.24 |
989884800000 | 35.47 |
989971200000 | 35.67 |
990057600000 | 35.77 |
990144000000 | 35.74 |
990403200000 | 35.53 |
990489600000 | 35.12 |
990576000000 | 34.87 |
990662400000 | 34.98 |
990748800000 | 34.84 |
991008000000 | 35 |
991094400000 | 34.83 |
991180800000 | 34.92 |
991267200000 | 34.6 |
991353600000 | 34.71 |
991612800000 | 34.61 |
991699200000 | 35.15 |
991785600000 | 35.09 |
991872000000 | 35.1 |
991958400000 | 35.17 |
992217600000 | 34.68 |
992304000000 | 34.61 |
992390400000 | 34.96 |
992476800000 | 35.2 |
992563200000 | 34.96 |
992822400000 | 34.64 |
992908800000 | 34.36 |
992995200000 | 34.39 |
993081600000 | 34.17 |
993168000000 | 34.27 |
993427200000 | 34.5 |
993513600000 | 34.41 |
993600000000 | 34.42 |
993686400000 | 33.89 |
993772800000 | 34.28 |
994032000000 | 34.46 |
994118400000 | 34.59 |
994204800000 | 34.47 |
994291200000 | 34.11 |
994377600000 | 34.22 |
994636800000 | 34.15 |
994723200000 | 34.41 |
994809600000 | 34.45 |
994896000000 | 34.12 |
994982400000 | 34.29 |
995241600000 | 34.24 |
995328000000 | 34.35 |
995414400000 | 34.61 |
995500800000 | 34.81 |
995587200000 | 34.85 |
995846400000 | 34.74 |
995932800000 | 34.89 |
996019200000 | 34.93 |
996105600000 | 34.94 |
996192000000 | 35.06 |
996451200000 | 35.15 |
996537600000 | 35.31 |
996624000000 | 35.62 |
996710400000 | 35.62 |
996796800000 | 35.54 |
997056000000 | 35.54 |
997142400000 | 35.36 |
997228800000 | 35.27 |
997315200000 | 35.4 |
997401600000 | 35.47 |
997660800000 | 35.63 |
997747200000 | 35.94 |
997833600000 | 36.18 |
997920000000 | 36.24 |
998006400000 | 36.02 |
998265600000 | 35.85 |
998352000000 | 35.91 |
998438400000 | 36.06 |
998524800000 | 36.25 |
998611200000 | 36.33 |
998870400000 | 36.35 |
998956800000 | 36.13 |
999043200000 | 36.25 |
999129600000 | 36.26 |
999216000000 | 36.02 |
999475200000 | 35.74 |
999561600000 | 34.84 |
999648000000 | 34.59 |
999734400000 | 34.56 |
999820800000 | 34.4 |
1000080000000 | 33.67 |
1000166400000 | 32.59 |
1000252800000 | 32.39 |
1000339200000 | 32.72 |
1000425600000 | 31.88 |
1000684800000 | 31.73 |
1000771200000 | 31.48 |
1000857600000 | 31.49 |
1000944000000 | 29.93 |
1001030400000 | 28.8 |
1001289600000 | 29.99 |
1001376000000 | 30.62 |
1001462400000 | 30.98 |
1001548800000 | 31.14 |
1001635200000 | 31.62 |
1001894400000 | 31.49 |
1001980800000 | 31.62 |
1002067200000 | 31.64 |
1002153600000 | 32.12 |
1002240000000 | 32.07 |
1002499200000 | 32.07 |
1002585600000 | 31.79 |
1002672000000 | 32.26 |
1002758400000 | 32.21 |
1002844800000 | 32.58 |
1003104000000 | 31.92 |
1003190400000 | 32.11 |
1003276800000 | 32.11 |
1003363200000 | 32.06 |
1003449600000 | 31.53 |
1003708800000 | 31.53 |
1003795200000 | 31.81 |
1003881600000 | 32.07 |
1003968000000 | 31.71 |
1004054400000 | 31.91 |
1004313600000 | 31.98 |
1004400000000 | 31.52 |
1004486400000 | 31.72 |
1004572800000 | 31.84 |
1004659200000 | 31.74 |
1004918400000 | 31.85 |
1005004800000 | 31.82 |
1005091200000 | 32.06 |
1005177600000 | 32.37 |
1005264000000 | 32.1 |
1005523200000 | 31.72 |
1005609600000 | 31.71 |
1005696000000 | 31.86 |
1005782400000 | 31.87 |
1005868800000 | 32.18 |
1006128000000 | 32.63 |
1006214400000 | 32.58 |
1006300800000 | 32.41 |
1006387200000 | 32.55 |
1006473600000 | 32.55 |
1006732800000 | 32.52 |
1006819200000 | 32.34 |
1006905600000 | 32.35 |
1006992000000 | 32.52 |
1007078400000 | 32.88 |
1007337600000 | 32.53 |
1007424000000 | 32.52 |
1007510400000 | 32.72 |
1007596800000 | 33.09 |
1007683200000 | 32.81 |
1007942400000 | 32.46 |
1008028800000 | 32.45 |
1008115200000 | 32.45 |
1008201600000 | 31.95 |
1008288000000 | 32.21 |
1008547200000 | 32.66 |
1008633600000 | 32.5 |
1008720000000 | 32.3 |
1008806400000 | 32.09 |
1008892800000 | 32.11 |
1009152000000 | 32.26 |
1009238400000 | 31.89 |
1009324800000 | 31.92 |
1009411200000 | 32.43 |
1009497600000 | 32.62 |
1009756800000 | 32.69 |
1009843200000 | 32.88 |
1009929600000 | 33.15 |
1010016000000 | 33.18 |
1010102400000 | 32.84 |
1010361600000 | 32.63 |
1010448000000 | 32.44 |
1010534400000 | 32.24 |
1010620800000 | 32.14 |
1010707200000 | 32.23 |
1010966400000 | 32.11 |
1011052800000 | 32.2 |
1011139200000 | 32 |
1011225600000 | 32.24 |
1011312000000 | 32.37 |
1011571200000 | 32.33 |
1011657600000 | 32.54 |
1011744000000 | 32.39 |
1011830400000 | 32.55 |
1011916800000 | 31.97 |
1012176000000 | 32.07 |
1012262400000 | 32.08 |
1012348800000 | 31.87 |
1012435200000 | 32 |
1012521600000 | 32.21 |
1012780800000 | 32.44 |
1012867200000 | 32.22 |
1012953600000 | 32.15 |
1013040000000 | 32.18 |
1013126400000 | 32.29 |
1013385600000 | 32.43 |
1013472000000 | 32.46 |
1013558400000 | 32.5 |
1013644800000 | 32.91 |
1013731200000 | 32.8 |
1013990400000 | 32.6 |
1014076800000 | 32.58 |
1014163200000 | 32.28 |
1014249600000 | 32.34 |
1014336000000 | 32.54 |
1014595200000 | 32.45 |
1014681600000 | 32.32 |
1014768000000 | 32.56 |
1014854400000 | 32.72 |
1014940800000 | 32.79 |
1015200000000 | 33.34 |
1015286400000 | 33.26 |
1015372800000 | 33.5 |
1015459200000 | 33.77 |
1015545600000 | 33.45 |
1015804800000 | 33.72 |
1015891200000 | 33.65 |
1015977600000 | 33.68 |
1016064000000 | 33.96 |
1016150400000 | 34.09 |
1016409600000 | 34.28 |
1016496000000 | 34.31 |
1016582400000 | 34.37 |
1016668800000 | 34.28 |
1016755200000 | 34.17 |
1017014400000 | 34.16 |
1017100800000 | 34.25 |
1017187200000 | 34.15 |
1017273600000 | 34.24 |
1017360000000 | 34.3 |
1017619200000 | 34.58 |
1017705600000 | 34.58 |
1017792000000 | 34.66 |
1017878400000 | 34.5 |
1017964800000 | 34.48 |
1018224000000 | 34.12 |
1018310400000 | 34.42 |
1018396800000 | 34.69 |
1018483200000 | 34.68 |
1018569600000 | 34.75 |
1018828800000 | 34.79 |
1018915200000 | 35.04 |
1019001600000 | 35.25 |
1019088000000 | 35.31 |
1019174400000 | 35.46 |
1019433600000 | 35.39 |
1019520000000 | 35.49 |
1019606400000 | 35.62 |
1019692800000 | 35.71 |
1019779200000 | 35.96 |
1020038400000 | 35.97 |
1020124800000 | 36.06 |
1020211200000 | 36.26 |
1020297600000 | 35.95 |
1020384000000 | 36.6 |
1020643200000 | 36.51 |
1020729600000 | 36.34 |
1020816000000 | 36.36 |
1020902400000 | 36.39 |
1020988800000 | 36.53 |
1021248000000 | 36.67 |
1021334400000 | 36.58 |
1021420800000 | 36.7 |
1021507200000 | 36.81 |
1021593600000 | 37.18 |
1021852800000 | 37.15 |
1021939200000 | 37.14 |
1022025600000 | 37.29 |
1022112000000 | 37.22 |
1022198400000 | 37.19 |
1022457600000 | 37.23 |
1022544000000 | 37.6 |
1022630400000 | 37.86 |
1022716800000 | 38.01 |
1022803200000 | 37.58 |
1023062400000 | 37.7 |
1023148800000 | 37.39 |
1023235200000 | 37.42 |
1023321600000 | 37.83 |
1023408000000 | 37.68 |
1023667200000 | 37.7 |
1023753600000 | 37.97 |
1023840000000 | 37.65 |
1023926400000 | 37.34 |
1024012800000 | 36.79 |
1024272000000 | 37.14 |
1024358400000 | 37.33 |
1024444800000 | 37.42 |
1024531200000 | 37.21 |
1024617600000 | 37.4 |
1024876800000 | 36.75 |
1024963200000 | 37.27 |
1025049600000 | 37.25 |
1025136000000 | 37.3 |
1025222400000 | 38.11 |
1025481600000 | 38.21 |
1025568000000 | 37.47 |
1025654400000 | 37.12 |
1025740800000 | 37.23 |
1025827200000 | 37.57 |
1026086400000 | 38.1 |
1026172800000 | 38.13 |
1026259200000 | 37.45 |
1026345600000 | 36.69 |
1026432000000 | 36.73 |
1026691200000 | 36.53 |
1026777600000 | 36.23 |
1026864000000 | 36.64 |
1026950400000 | 36.78 |
1027036800000 | 36.42 |
1027296000000 | 35.17 |
1027382400000 | 34.07 |
1027468800000 | 33.59 |
1027555200000 | 34.2 |
1027641600000 | 34.03 |
1027900800000 | 34.73 |
1027987200000 | 34.79 |
1028073600000 | 34.57 |
1028160000000 | 34.38 |
1028246400000 | 34.22 |
1028505600000 | 33.53 |
1028592000000 | 33.43 |
1028678400000 | 33.6 |
1028764800000 | 33.77 |
1028851200000 | 34.16 |
1029110400000 | 34.26 |
1029196800000 | 34.39 |
1029283200000 | 34.34 |
1029369600000 | 34.74 |
1029456000000 | 34.78 |
1029715200000 | 34.99 |
1029801600000 | 34.87 |
1029888000000 | 35.22 |
1029974400000 | 35.01 |
1030060800000 | 34.97 |
1030320000000 | 34.89 |
1030406400000 | 35.63 |
1030492800000 | 35.02 |
1030579200000 | 34.83 |
1030665600000 | 34.94 |
1030924800000 | 34.91 |
1031011200000 | 34.7 |
1031097600000 | 34.63 |
1031184000000 | 34.37 |
1031270400000 | 34.37 |
1031529600000 | 34.1 |
1031616000000 | 34.2 |
1031702400000 | 34.66 |
1031788800000 | 34.33 |
1031875200000 | 33.88 |
1032134400000 | 33.64 |
1032220800000 | 33.5 |
1032307200000 | 33.07 |
1032393600000 | 32.95 |
1032480000000 | 32.81 |
1032739200000 | 31.97 |
1032825600000 | 31.39 |
1032912000000 | 31.5 |
1032998400000 | 32.06 |
1033084800000 | 31.94 |
1033344000000 | 31.54 |
1033430400000 | 31.63 |
1033516800000 | 32.05 |
1033603200000 | 31.8 |
1033689600000 | 31.33 |
1033948800000 | 31.11 |
1034035200000 | 30.9 |
1034121600000 | 31.04 |
1034208000000 | 30.97 |
1034294400000 | 31.66 |
1034553600000 | 31.53 |
1034640000000 | 31.92 |
1034726400000 | 31.83 |
1034812800000 | 31.66 |
1034899200000 | 31.72 |
1035158400000 | 31.96 |
1035244800000 | 32.02 |
1035331200000 | 31.5 |
1035417600000 | 31.63 |
1035504000000 | 31.6 |
1035763200000 | 31.92 |
1035849600000 | 31.45 |
1035936000000 | 31.7 |
1036022400000 | 32.3 |
1036108800000 | 32.42 |
1036368000000 | 32.96 |
1036454400000 | 33.04 |
1036540800000 | 32.89 |
1036627200000 | 33.08 |
1036713600000 | 33.1 |
1036972800000 | 32.95 |
1037059200000 | 33.09 |
1037145600000 | 32.8 |
1037232000000 | 33.05 |
1037318400000 | 33.18 |
1037577600000 | 33.19 |
1037664000000 | 32.94 |
1037750400000 | 32.88 |
1037836800000 | 33.18 |
1037923200000 | 33.07 |
1038182400000 | 33.03 |
1038268800000 | 32.92 |
1038355200000 | 33.13 |
1038441600000 | 33.29 |
1038528000000 | 33.38 |
1038787200000 | 33.46 |
1038873600000 | 33.23 |
1038960000000 | 33.45 |
1039046400000 | 33.32 |
1039132800000 | 33.48 |
1039392000000 | 33.3 |
1039478400000 | 33.36 |
1039564800000 | 33.49 |
1039651200000 | 33.62 |
1039737600000 | 33.47 |
1039996800000 | 33.74 |
1040083200000 | 33.84 |
1040169600000 | 33.61 |
1040256000000 | 33.66 |
1040342400000 | 33.75 |
1040601600000 | 33.71 |
1040688000000 | 33.91 |
1040774400000 | 33.93 |
1040860800000 | 34.01 |
1040947200000 | 34.07 |
1041206400000 | 34.24 |
1041292800000 | 34.44 |
1041379200000 | 34.45 |
1041465600000 | 34.44 |
1041552000000 | 34.75 |
1041811200000 | 34.93 |
1041897600000 | 34.71 |
1041984000000 | 34.79 |
1042070400000 | 34.87 |
1042156800000 | 34.96 |
1042416000000 | 34.91 |
1042502400000 | 35.02 |
1042588800000 | 34.99 |
1042675200000 | 35.2 |
1042761600000 | 35.05 |
1043020800000 | 35.04 |
1043107200000 | 35.12 |
1043193600000 | 34.9 |
1043280000000 | 35.04 |
1043366400000 | 35.36 |
1043625600000 | 34.91 |
1043712000000 | 34.71 |
1043798400000 | 34.52 |
1043884800000 | 34.56 |
1043971200000 | 34.72 |
1044230400000 | 34.81 |
1044316800000 | 34.9 |
1044403200000 | 34.74 |
1044489600000 | 34.71 |
1044576000000 | 34.52 |
1044835200000 | 34.13 |
1044921600000 | 34.32 |
1045008000000 | 34.11 |
1045094400000 | 34.47 |
1045180800000 | 34.47 |
1045440000000 | 34.43 |
1045526400000 | 34.41 |
1045612800000 | 34.62 |
1045699200000 | 34.89 |
1045785600000 | 34.76 |
1046044800000 | 34.68 |
1046131200000 | 34.18 |
1046217600000 | 34.14 |
1046304000000 | 34.28 |
1046390400000 | 34.55 |
1046649600000 | 34.89 |
1046736000000 | 34.61 |
1046822400000 | 34.77 |
1046908800000 | 34.7 |
1046995200000 | 34.54 |
1047254400000 | 34.39 |
1047340800000 | 34.19 |
1047427200000 | 33.73 |
1047513600000 | 33.66 |
1047600000000 | 34 |
1047859200000 | 33.69 |
1047945600000 | 33.8 |
1048032000000 | 33.86 |
1048118400000 | 33.96 |
1048204800000 | 34.14 |
1048464000000 | 34.16 |
1048550400000 | 34.17 |
1048636800000 | 34.42 |
1048723200000 | 34.33 |
1048809600000 | 34.69 |
1049068800000 | 34.77 |
1049155200000 | 34.89 |
1049241600000 | 34.85 |
1049328000000 | 34.87 |
1049414400000 | 35.09 |
1049673600000 | 35.22 |
1049760000000 | 35.23 |
1049846400000 | 35.57 |
1049932800000 | 35.61 |
1050019200000 | 35.75 |
1050278400000 | 35.87 |
1050364800000 | 36.2 |
1050451200000 | 36.45 |
1050537600000 | 36.43 |
1050624000000 | 36.51 |
1050883200000 | 36.36 |
1050969600000 | 36.67 |
1051056000000 | 36.97 |
1051142400000 | 37.03 |
1051228800000 | 36.97 |
1051488000000 | 37.01 |
1051574400000 | 37.37 |
1051660800000 | 37.89 |
1051747200000 | 38.08 |
1051833600000 | 38.14 |
1052092800000 | 38.56 |
1052179200000 | 39.05 |
1052265600000 | 39.12 |
1052352000000 | 39.26 |
1052438400000 | 39.15 |
1052697600000 | 39.43 |
1052784000000 | 39.46 |
1052870400000 | 39.54 |
1052956800000 | 39.11 |
1053043200000 | 39.69 |
1053302400000 | 39.74 |
1053388800000 | 40.01 |
1053475200000 | 39.95 |
1053561600000 | 39.94 |
1053648000000 | 40.42 |
1053907200000 | 40.55 |
1053993600000 | 40.5 |
1054080000000 | 40.38 |
1054166400000 | 40.94 |
1054252800000 | 40.72 |
1054512000000 | 41.03 |
1054598400000 | 40.97 |
1054684800000 | 41.3 |
1054771200000 | 41.9 |
1054857600000 | 41.8 |
1055116800000 | 41.88 |
1055203200000 | 41.6 |
1055289600000 | 42.11 |
1055376000000 | 42.24 |
1055462400000 | 42.48 |
1055721600000 | 42.58 |
1055808000000 | 42.66 |
1055894400000 | 42.16 |
1055980800000 | 42.07 |
1056067200000 | 41.75 |
1056326400000 | 41.23 |
1056412800000 | 40.89 |
1056499200000 | 41.55 |
1056585600000 | 41.02 |
1056672000000 | 41.11 |
1056931200000 | 41.21 |
1057017600000 | 41.4 |
1057104000000 | 41.57 |
1057190400000 | 41.38 |
1057276800000 | 41.26 |
1057536000000 | 41.14 |
1057622400000 | 41 |
1057708800000 | 40.93 |
1057795200000 | 41.15 |
1057881600000 | 41.09 |
1058140800000 | 41.37 |
1058227200000 | 40.93 |
1058313600000 | 41.05 |
1058400000000 | 40.98 |
1058486400000 | 41.44 |
1058745600000 | 41.44 |
1058832000000 | 41.46 |
1058918400000 | 42.09 |
1059004800000 | 42.15 |
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1669939200000 | 167.82 |
1670198400000 | 167.79 |
1670284800000 | 167.08 |
1670371200000 | 166.77 |
1670457600000 | 166.6399 |
1670544000000 | 167.63 |
1670803200000 | 166.45 |
1670889600000 | 169.25 |
1670976000000 | 169.8 |
1671062400000 | 166.7 |
1671148800000 | 163.99 |
1671408000000 | 164.11 |
1671494400000 | 164.6399 |
1671580800000 | 166.38 |
1671667200000 | 165.71 |
1671753600000 | 166 |
1672099200000 | 166.27 |
1672185600000 | 165.27 |
1672272000000 | 167.13 |
1672358400000 | 164.93 |
1672617600000 | 166.43 |
1672704000000 | 165.49 |
1672790400000 | 168.62 |
1672876800000 | 166.34 |
1672963200000 | 168.97 |
1673222400000 | 172 |
1673308800000 | 171.55 |
1673395200000 | 172.75 |
1673481600000 | 174.4 |
1673568000000 | 174.57 |
1673827200000 | 175.35 |
1673913600000 | 175.29 |
1674000000000 | 175.3 |
1674086400000 | 173.52 |
1674172800000 | 174.88 |
1674432000000 | 175.63 |
1674518400000 | 175.76 |
1674604800000 | 175.75 |
1674691200000 | 174.7 |
1674777600000 | 174.62 |
1675036800000 | 175.52 |
1675123200000 | 175.02 |
1675209600000 | 176.96 |
1675296000000 | 178.62 |
1675382400000 | 176.6399 |
1675641600000 | 173.77 |
1675728000000 | 172.84 |
1675814400000 | 174.1 |
1675900800000 | 174.96 |
1675987200000 | 172.57 |
1676246400000 | 174.24 |
1676332800000 | 174.96 |
1676419200000 | 175.91 |
1676505600000 | 176.47 |
1676592000000 | 176.82 |
1676851200000 | 177.49 |
1676937600000 | 177.3 |
1677024000000 | 176.35 |
1677110400000 | 175.24 |
1677196800000 | 174.22 |
1677456000000 | 176.62 |
1677542400000 | 175.86 |
1677628800000 | 176.34 |
1677715200000 | 176.12 |
1677801600000 | 176.81 |
1678060800000 | 178.11 |
1678147200000 | 175.86 |
1678233600000 | 175.97 |
1678320000000 | 176.43 |
1678406400000 | 177.5 |
1678665600000 | 175.68 |
1678752000000 | 177.35 |
1678838400000 | 171.86 |
1678924800000 | 175.53 |
1679011200000 | 173.9199 |
1679270400000 | 177.27 |
1679356800000 | 180.15 |
1679443200000 | 180.3899 |
1679529600000 | 182.38 |
1679616000000 | 178.38 |
1679875200000 | 179.98 |
1679961600000 | 180.81 |
1680048000000 | 182.6699 |
1680134400000 | 184.66 |
1680220800000 | 184.87 |
1680480000000 | 185.16 |
1680566400000 | 187.19 |
1680652800000 | 187.73 |
1680739200000 | 189.3899 |
1681171200000 | 189.33 |
1681257600000 | 190.6399 |
1681344000000 | 191.84 |
1681430400000 | 190.52 |
1681689600000 | 189.6 |
1681776000000 | 190.91 |
1681862400000 | 192.32 |
1681948800000 | 192.88 |
1682035200000 | 193.49 |
1682294400000 | 194.09 |
1682380800000 | 193.23 |
1682467200000 | 194.41 |
1682553600000 | 193.79 |
1682640000000 | 195.13 |
1682899200000 | 194.07 |
1682985600000 | 191.93 |
1683072000000 | 194.38 |
1683158400000 | 192.8 |
1683244800000 | 193.79 |
1683504000000 | 194.21 |
1683590400000 | 193.1699 |
1683676800000 | 192.3899 |
1683763200000 | 191.46 |
1683849600000 | 191.25 |
1684108800000 | 191.45 |
1684195200000 | 191.3 |
1684281600000 | 189.24 |
1684368000000 | 188.33 |
1684454400000 | 189.54 |
1684713600000 | 189.81 |
1684800000000 | 189.04 |
1684886400000 | 186.63 |
1684972800000 | 184.41 |
1685059200000 | 184.71 |
1685318400000 | 185.04 |
1685404800000 | 184.09 |
1685491200000 | 181.78 |
1685577600000 | 184.01 |
1685664000000 | 184.9 |
1685923200000 | 184.09 |
1686009600000 | 184.06 |
1686096000000 | 183.61 |
1686182400000 | 184.4199 |
1686268800000 | 183.82 |
1686528000000 | 183.97 |
1686614400000 | 185.06 |
1686700800000 | 186.4199 |
1686787200000 | 187.57 |
1686873600000 | 189.27 |
1687132800000 | 187.1 |
1687219200000 | 186.9 |
1687305600000 | 186.96 |
1687392000000 | 186.21 |
1687478400000 | 184.81 |
1687737600000 | 185.15 |
1687824000000 | 186.59 |
1687910400000 | 186.84 |
1687996800000 | 186.7 |
1688083200000 | 188.48 |
1688342400000 | 188.63 |
1688428800000 | 188.16 |
1688515200000 | 186.38 |
1688601600000 | 183.3 |
1688688000000 | 184.01 |
1688947200000 | 184.28 |
1689033600000 | 185.11 |
1689120000000 | 189.1 |
1689206400000 | 191.35 |
1689292800000 | 192.44 |
1689552000000 | 191.48 |
1689638400000 | 191.35 |
1689724800000 | 191.12 |
1689811200000 | 191.58 |
1689897600000 | 191.9199 |
1690156800000 | 191.47 |
1690243200000 | 190.99 |
1690329600000 | 191.35 |
1690416000000 | 191.31 |
1690502400000 | 191.7 |
1690761600000 | 189.53 |
1690848000000 | 187.82 |
1690934400000 | 184.98 |
1691020800000 | 183.8899 |
1691107200000 | 185.62 |
1691366400000 | 185.32 |
1691452800000 | 184.08 |
1691539200000 | 185.53 |
1691625600000 | 188.03 |
1691712000000 | 185.84 |
1691971200000 | 185.13 |
1692057600000 | 184.53 |
1692144000000 | 183.75 |
1692230400000 | 182.11 |
1692316800000 | 181.3899 |
1692576000000 | 181.59 |
1692662400000 | 181.22 |
1692748800000 | 182 |
1692835200000 | 182.07 |
1692921600000 | 181.37 |
1693180800000 | 183.26 |
1693267200000 | 184.68 |
1693353600000 | 186.22 |
1693440000000 | 184.34 |
1693526400000 | 183.27 |
1693785600000 | 181.95 |
1693872000000 | 179.86 |
1693958400000 | 179.84 |
1694044800000 | 180.31 |
1694131200000 | 181.15 |
1694390400000 | 182.41 |
1694476800000 | 181.46 |
1694563200000 | 181.29 |
1694649600000 | 181.72 |
1694736000000 | 182.58 |
1694995200000 | 181.78 |
1695081600000 | 182.84 |
1695168000000 | 184.1699 |
1695254400000 | 181.24 |
1695340800000 | 180.1699 |
1695600000000 | 176.83 |
1695686400000 | 176.3899 |
1695772800000 | 173.9 |
1695859200000 | 175.24 |
1695945600000 | 176.31 |
1696204800000 | 172.55 |
1696291200000 | 170.49 |
1696377600000 | 170.95 |
1696464000000 | 172.3899 |
1696550400000 | 173.27 |
1696809600000 | 173.33 |
1696896000000 | 176.82 |
1696982400000 | 177.81 |
1697068800000 | 176.09 |
1697155200000 | 173.9199 |
1697414400000 | 174.8 |
1697500800000 | 175.21 |
1697587200000 | 173.82 |
1697673600000 | 173.15 |
1697760000000 | 171.79 |
1698019200000 | 172.4199 |
1698105600000 | 172.82 |
1698192000000 | 173.5 |
1698278400000 | 172.15 |
1698364800000 | 171.41 |
1698624000000 | 173.46 |
1698710400000 | 174.08 |
1698796800000 | 174.76 |
1698883200000 | 178.07 |
1698969600000 | 179.87 |
1699228800000 | 179.22 |
1699315200000 | 177.8 |
1699401600000 | 178.6399 |
1699488000000 | 180.07 |
1699574400000 | 178.37 |
1699833600000 | 179.69 |
1699920000000 | 183.91 |
1700006400000 | 183.9199 |
1700092800000 | 184.23 |
1700179200000 | 185.32 |
1700438400000 | 186.16 |
1700524800000 | 186.3899 |
1700611200000 | 186.18 |
1700697600000 | 187.4199 |
1700784000000 | 188.63 |
1701043200000 | 188.1399 |
1701129600000 | 189.01 |
1701216000000 | 188.9 |
1701302400000 | 188.37 |
1701388800000 | 188.28 |
1701648000000 | 188.05 |
1701734400000 | 188.9 |
1701820800000 | 188.91 |
1701907200000 | 189.03 |
1701993600000 | 189.62 |
1702252800000 | 189.16 |
1702339200000 | 190.12 |
1702425600000 | 190.23 |
1702512000000 | 193.34 |
1702598400000 | 191.1699 |
1702857600000 | 190.4199 |
1702944000000 | 191.58 |
1703030400000 | 191.98 |
1703116800000 | 191.8899 |
1703203200000 | 192.72 |
1703635200000 | 194.36 |
1703721600000 | 193.94 |
1703808000000 | 193.11 |
1704153600000 | 192.19 |
1704240000000 | 190.6399 |
1704326400000 | 193.61 |
1704412800000 | 193.44 |
1704672000000 | 194.19 |
1704758400000 | 193.2 |
1704844800000 | 193.7 |
1704931200000 | 192.98 |
1705017600000 | 195.59 |
1705276800000 | 195.61 |
1705363200000 | 194.04 |
1705449600000 | 192.1699 |
1705536000000 | 192.18 |
1705622400000 | 192.62 |
1705881600000 | 194.1 |
1705968000000 | 191.65 |
1706054400000 | 193.53 |
1706140800000 | 191.98 |
1706227200000 | 193.51 |
1706486400000 | 191.57 |
1706572800000 | 192.34 |
1706659200000 | 193.3899 |
1706745600000 | 192.15 |
1706832000000 | 191.37 |
1707091200000 | 190.29 |
1707177600000 | 190.96 |
1707264000000 | 190.13 |
1707350400000 | 190.06 |
1707436800000 | 189.66 |
1707696000000 | 190.48 |
1707782400000 | 188.63 |
1707868800000 | 188.28 |
1707955200000 | 190.2 |
1708041600000 | 190.58 |
1708300800000 | 190.81 |
1708387200000 | 193.15 |
1708473600000 | 192.84 |
1708560000000 | 193.55 |
1708646400000 | 193.85 |
1708905600000 | 193.08 |
1708992000000 | 193.28 |
1709078400000 | 192.57 |
1709164800000 | 192.37 |
1709251200000 | 192.9199 |
1709510400000 | 193.62 |
1709596800000 | 194.77 |
1709683200000 | 195.15 |
1709769600000 | 197.07 |
1709856000000 | 198.23 |
1710115200000 | 197.58 |
1710201600000 | 197.52 |
1710288000000 | 198.62 |
1710374400000 | 196.95 |
1710460800000 | 197.08 |
1710720000000 | 196.54 |
1710806400000 | 196.46 |
1710892800000 | 196.79 |
1710979200000 | 196.82 |
1711065600000 | 196.53 |
1711324800000 | 197.2 |
1711411200000 | 197.99 |
1711497600000 | 198.76 |
1711584000000 | 198.09 |
1712016000000 | 195.94 |
1712102400000 | 196.88 |
1712188800000 | 197.44 |
1712275200000 | 194.41 |
1712534400000 | 195.1 |
1712620800000 | 194.51 |
1712707200000 | 192.54 |
1712793600000 | 191.3 |
1712880000000 | 190.62 |
1713139200000 | 190.29 |
1713225600000 | 188.87 |
1713312000000 | 189.78 |
1713398400000 | 191.4199 |
1713484800000 | 192.59 |
1713744000000 | 193.83 |
1713830400000 | 196.33 |
1713916800000 | 195.41 |
1714003200000 | 194.63 |
1714089600000 | 195.03 |
1714348800000 | 196.4199 |
1714435200000 | 195.08 |
1714521600000 | 194.9199 |
1714608000000 | 195.3899 |
1714694400000 | 197.81 |
1714953600000 | 198.98 |
1715040000000 | 200.37 |
1715126400000 | 201.79 |
1715212800000 | 203.45 |
1715299200000 | 204.47 |
1715558400000 | 205.3899 |
1715644800000 | 205.43 |
1715731200000 | 207.44 |
1715817600000 | 207.79 |
1715904000000 | 208.53 |
1716163200000 | 208.4199 |
1716249600000 | 207.98 |
1716336000000 | 206.62 |
1716422400000 | 205.36 |
1716508800000 | 206.1699 |
1716768000000 | 207.31 |
1716854400000 | 206.02 |
1716940800000 | 203.19 |
1717027200000 | 204.72 |
1717113600000 | 205.57 |
1717372800000 | 207.16 |
1717459200000 | 207.16 |
1717545600000 | 208.21 |
1717632000000 | 208.83 |
1717718400000 | 206.15 |
1717977600000 | 203.27 |
1718064000000 | 200.35 |
1718150400000 | 204.09 |
1718236800000 | 200.33 |
1718323200000 | 196.26 |
1718582400000 | 196.71 |
1718668800000 | 198.88 |
1718755200000 | 198.51 |
1718841600000 | 199.84 |
1718928000000 | 198.44 |
1719187200000 | 200.74 |
1719273600000 | 199.22 |
1719360000000 | 197.52 |
1719446400000 | 197.09 |
1719532800000 | 196.05 |
1719792000000 | 198.26 |
1719878400000 | 197.5 |
1719964800000 | 199.84 |
1720051200000 | 201.04 |
1720137600000 | 201.3 |
1720396800000 | 201.3 |
1720483200000 | 199.58 |
1720569600000 | 201.54 |
1720656000000 | 203.51 |
1720742400000 | 205.33 |
1721001600000 | 204.07 |
1721088000000 | 203.03 |
1721174400000 | 204.3899 |
1721260800000 | 205.1399 |
1721347200000 | 203.55 |
1721606400000 | 204.95 |
1721692800000 | 204.33 |
1721779200000 | 203.56 |
1721865600000 | 203.74 |
1721952000000 | 206.08 |
1722211200000 | 203.96 |
1722297600000 | 205.35 |
1722384000000 | 205.65 |
1722470400000 | 202.48 |
1722556800000 | 203.8899 |
1722816000000 | 200.57 |
1722902400000 | 199.31 |
1722988800000 | 202.68 |
1723075200000 | 201.66 |
1723161600000 | 202.54 |
1723420800000 | 203.04 |
1723507200000 | 204.38 |
1723593600000 | 206.77 |
1723680000000 | 206.73 |
1723766400000 | 207.82 |
1724025600000 | 209.99 |
1724112000000 | 210.31 |
1724198400000 | 211.27 |
1724284800000 | 211.33 |
1724371200000 | 214.16 |
1724630400000 | 214.5 |
1724716800000 | 214.67 |
1724803200000 | 215.52 |
1724889600000 | 214.77 |
1724976000000 | 215.51 |
1725235200000 | 215.77 |
1725321600000 | 215.14 |
1725408000000 | 215.91 |
1725494400000 | 216.59 |
1725580800000 | 216.24 |
1725840000000 | 216.56 |
1725926400000 | 215.51 |
1726012800000 | 215.15 |
1726099200000 | 216.16 |
1726185600000 | 218.28 |
1726444800000 | 219.56 |
1726531200000 | 219.75 |
1726617600000 | 218.46 |
1726704000000 | 219.26 |
1726790400000 | 218.71 |
1727049600000 | 219.98 |
1727136000000 | 220.8 |
1727222400000 | 221.1 |
1727308800000 | 221.68 |
1727395200000 | 222.6 |
1727654400000 | 220.15 |
1727740800000 | 218.57 |
1727827200000 | 216.76 |
1727913600000 | 213.93 |
1728000000000 | 213.48 |
1728259200000 | 213.56 |
1728345600000 | 214.08 |
1728432000000 | 214.67 |
1728518400000 | 214.05 |
1728604800000 | 215.65 |
1728864000000 | 216.4 |
1728950400000 | 217.01 |
1729036800000 | 217.24 |
1729123200000 | 217.15 |
1729209600000 | 217.74 |
1729468800000 | 215.6 |
1729555200000 | 213.23 |
1729641600000 | 212.23 |
1729728000000 | 213.09 |
1729814400000 | 213 |
1730073600000 | 214.26 |
1730160000000 | 212.69 |
1730246400000 | 211.56 |
1730332800000 | 210.19 |
1730419200000 | 211.36 |
1730678400000 | 211.61 |
1730764800000 | 212.4 |
1730851200000 | 207.08 |
1730937600000 | 208.25 |
1731024000000 | 207.25 |
1731283200000 | 206.85 |
1731369600000 | 202.53 |
1731456000000 | 201.84 |
1731542400000 | 203.84 |
1731628800000 | 202.73 |
1731888000000 | 204.11 |
1731974400000 | 203.86 |
1732060800000 | 202.02 |
1732147200000 | 202.25 |
1732233600000 | 202.56 |
1732492800000 | 204.1 |
1732579200000 | 203.02 |
1732665600000 | 204.68 |
1732752000000 | 204.83 |
1732838400000 | 205.32 |
EURO STOXX Low Risk Weighted 50 | EURO STOXX | |
---|---|---|
2017 | 30.725469168728 | 29.589539795457 |
2018 | -9.6830603447517 | -16.5015211882 |
2019 | 15.512822100477 | 25.267448552406 |
2020 | 1.073427336307 | 9.9749230108024 |
2021 | 9.3346788391538 | 14.781341445077 |
2022 | -21.067084878046 | -17.283836174374 |
2023 | 17.374970773875 | 24.050250859334 |
2024 | 6.9573162748277 | 4.2622128661454 |
Methodology
Components are selected based on a 12-month historical volatility ranking. Components are ranked from lowest to highest volatility. Weights are calculated by using the inverse of the 12-month historical volatility. The detailed methodology, including calculation formula and full requirements, can be found in our rulebook: www.stoxx.com/indices/rulebooks.html
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Net Return EUR | CH0190732898 | SXLV5T | SXLV5T INDEX | .SXLV5T |
Gross Return EUR | CH0190732849 | SXLV5GT | SXLV5GT INDEX | .SXLV5GT |
Price EUR | CH0190732930 | SXLV5E | SXLV5E INDEX | .SXLV5E |
Gross Return USD | CH0190732864 | SXLV5GU | SXLV5GU INDEX | .SXLV5GU |
Net Return USD | CH0190732914 | SXLV5U | SXLV5U INDEX | .SXLV5U |
Price USD | CH0190732955 | SXLV5K | SXLV5K INDEX | .SXLV5K |
Quick Facts
Weighting | Inverse of 12-month historical volatility |
Cap Factor | 10% |
No. of components | Fixed, number of components indicated in the index name |
Review frequency | Quarterly (March, June, September, December) |
Calculation/distribution | Price (EUR): realtime (every 15 seconds) Price (USD), net return, gross return (EUR, USD): end-of-day |
Calculation hours | Realtime: 9:00 am - 6:00 pm CET End-of-day: 6:00 pm CET |
Base value/base date | 100 as of Jan. 31, 2011 |
History | Available daily back to Mar. 19, 2001 |
Inception date | Oct. 4, 2012 |
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 |
---|---|---|---|
KPN | Telecommunications | Netherlands | 2.996% |
DEUTSCHE TELEKOM | Telecommunications | Germany | 2.894% |
DANONE | Food, Beverage and Tobacco | France | 2.523% |
ASSICURAZIONI GENERALI | Insurance | Italy | 2.420% |
DEUTSCHE BOERSE | Financial Services | Germany | 2.342% |
GRP BRUXELLES LAMBERT | Financial Services | Belgium | 2.279% |
ALLIANZ | Insurance | Germany | 2.278% |
BEIERSDORF | Personal Care, Drug and Grocery Stores | Germany | 2.245% |
WOLTERS KLUWER | Media | Netherlands | 2.238% |
IBERDROLA | Utilities | Spain | 2.194% |
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.