Summary
Traditional equity indices bundle companies based on their country of domicile and primary listing, regardless of where the selected companies generate their revenues. In the absence of such consideration, the outcome is overlaps in regional revenue exposure among indices. Viewed in a portfolio context, revenue overlaps among portfolio constituents increase correlations between indices. STOXX TRU Indices take into account each company's revenue exposure to single countries in the selection process and focus on companies that generate all or a significant portion of their revenues in targeted countries or regions.
This enables STOXX TRU Indices to offer similar levels of volatility but significantly lower correlations. Viewed in a portfolio context, a combination of STOXX TRU indices is therefore found to increase portfolio efficiency, i.e. to offer more return per unit of risk taken compared to the use of traditional equity indices.
This enables STOXX TRU Indices to offer similar levels of volatility but significantly lower correlations. Viewed in a portfolio context, a combination of STOXX TRU indices is therefore found to increase portfolio efficiency, i.e. to offer more return per unit of risk taken compared to the use of traditional equity indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Symbol
SXTRUAHD
Calculation
End-of-day
Dissemination Period
18:00-18:00 CET
ISIN
CH0283326103
Last Value
257.63
-2.08 (-0.80%)
As of
CETWeek to Week Change
0.75%
52 Week Change
25.86%
Year to Date Change
14.77%
Daily Low
257.63
Daily High
257.63
52 Week Low
199.63 — 30 Oct 2023
52 Week High
259.71 — 17 Oct 2024
Top 10 Components
Westpac Banking Corp. | AU |
Commonwealth Bank of Australia | AU |
TELSTRA GROUP | AU |
ANZ GROUP | AU |
Transurban Group | AU |
Wesfarmers Ltd. | AU |
WOOLWORTHS GROUP | AU |
Coles Group | AU |
SUNCORP GROUP LTD. | AU |
NORTHERN STAR | AU |
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