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SECTOR INDICES

EURO STOXX ex Financials ex REITs Low Risk Weighted 100

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Index Description

The EURO STOXX ex Financials ex REITs Low Risk Weighted 100 Index represents the least volatile companies from the EURO STOXX excluding securities from the Financials ICB Industry (ICB code 30) or the Real Estate Investment Trusts ICB Sector (ICB code 351020). The components are ranked from lowest to highest 12-month volatility. The 100 top ranked components are selected for the index and weighted by the inverse of their 12-month historical volatility.

Key facts

  • Components are weighted by the inverse of their 12-month historical volatility.
  • Fixed number of components.

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 ex Financials ex REITs Low Risk Weighted 100 N/A 95.0 0.9 0.9 1.5 0.7 1.6 0.7 N/A
EURO STOXX Low Risk Weighted 100 N/A 101.4 1.0 1.0 1.5 0.8 1.5 0.8 58.5

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
EURO STOXX ex Financials ex REITs Low Risk Weighted 100 -0.4 6.9 6.7 14.3 52.6 N/A N/A 6.8 4.6 8.9
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
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX ex Financials ex REITs Low Risk Weighted 100 N/A N/A 9.6 11.0 13.0 N/A N/A 0.3 0.2 0.6
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
Index to benchmark Correlation Tracking error (%)
EURO STOXX ex Financials ex REITs Low Risk Weighted 100 1.0 1.0 1.0 1.0 1.0 3.3 2.7 1.9 1.7 1.8
Index to benchmark Beta Annualized information ratio
EURO STOXX ex Financials ex REITs Low Risk Weighted 100 1.1 1.1 1.0 1.0 1.0 -6.8 -4.4 -2.6 -1.0 -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

SECTOR INDICES

EURO STOXX ex Financials ex REITs 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 ex Financials ex REITs Low Risk Weighted 100 24.3 14.1 16.8 14.1 1.7 3.0 0.9 0.2
EURO STOXX Low Risk Weighted 100 15.9 13.7 14.8 13.7 1.7 3.5 1.2 0.2

Performance and annual returns

Methodology

The EURO STOXX ex Financials ex REITs Low Risk Weighted 100 index selects and weights major European companies and provides access to a low volatility portfolio. Financial companies and Real Estate Investment Trusts are excluded.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1362047990 SXXFLVT SXXFLVT INDEX .SXXFLVT
Gross Return EUR CH1362048006 SXXFLVGT .SXXFLVGT
Price EUR CH1362047982 SXXFLVE .SXXFLVE

Quick Facts

Weighting Price weighted with a weighting factor and capping factor
Cap Factor 0.1
No. of components 100
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 09:00:00 18:00:00
Base value/base date 1000 as of Mar. 20, 2015
History Available since 20 Mar 2015
Inception date Mar 31, 2025
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
KPN Telecommunications Netherlands 1.591%
DANONE Food, Beverage and Tobacco France 1.522%
IBERDROLA Utilities Spain 1.402%
TERNA Utilities Italy 1.342%
DEUTSCHE TELEKOM Telecommunications Germany 1.296%
Redeia Corporacion Utilities Spain 1.295%
ORANGE Telecommunications France 1.276%
ENEL Utilities Italy 1.269%
Getlink Industrial Goods and Services France 1.269%
ENGIE Utilities France 1.264%

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

4Based on the composition as of March 31, 2025

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.