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STRATEGY INDICES

STOXX DM Asia Pacific Monthly Hedged

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Index Description

A currency-hedged index is designed to represent returns for global index investment strategies that involve hedging currency risk, but not the underlying constituent risk. The currency-hedged strategy indices eliminate the risk of currency fluctuations at the cost of potential currency gains. An investor who will receive a payment in a foreign currency at a future date and expects the domestic (hedged) currency to appreciate against that foreign currency, can enter a forward contract to sell the foreign currency in the future at a predefined exchange rate. If, at the maturity of the forward contract, the domestic currency has appreciated against foreign currency, the investor can make a profit by selling the payment proceeds (in foreign currency) at a lower rate than the one prevailing on the market.

Key facts

  • Parent index is constructed using the building-block approach from the STOXX Investable Global Index Methodology.
  • The index eliminates the risk of currency fluctuations at the cost of potential currency gains

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
STOXX DM Asia Pacific Monthly Hedged N/A N/A N/A N/A N/A N/A N/A N/A N/A
STOXX DM Asia Pacific N/A N/A N/A N/A N/A N/A N/A N/A N/A

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
STOXX DM Asia Pacific Monthly Hedged 3.0 18.8 29.0 80.6 104.6 N/A N/A 29.0 21.8 15.4
STOXX DM Asia Pacific 2.2 19.8 24.1 54.8 53.3 N/A N/A 24.1 15.7 8.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX DM Asia Pacific Monthly Hedged N/A N/A 425.5 750.8 742.2 N/A N/A -20.8 -8.6 -4.4
STOXX DM Asia Pacific N/A N/A 16.9 18.1 16.7 N/A N/A 1.1 0.7 0.4
Index to benchmark Correlation Tracking error (%)
STOXX DM Asia Pacific Monthly Hedged -0.2 -0.1 0.0 0.0 0.0 266.3 302.1 425.1 751.2 742.5
Index to benchmark Beta Annualized information ratio
STOXX DM Asia Pacific Monthly Hedged -4.2 -0.9 -0.2 0.0 -0.4 3.7 -13.8 -20.9 -8.7 -4.5

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of August 31, 2026

STRATEGY INDICES

STOXX DM Asia Pacific Monthly Hedged

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
STOXX DM Asia Pacific Monthly Hedged N/A N/A N/A N/A N/A N/A N/A N/A
STOXX DM Asia Pacific N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The STOXX DM Asia Pacific Monthly Hedged is a currency-hedged index designed to represent the returns of an investment strategy that mitigates currency risk while retaining exposure to the underlying constituent risk. The index is based on the STOXX DM Asia Pacific (XXDPC) and has a base date of 30 April 2021 and a base value of 1,000.
The detailed methodology, including calculation formula and full requirements, can be found in our rulebook www.stoxx.com/indices/rulebooks.html

Quick Facts

Weighting na
Cap Factor na
No. of components Variable
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 09:00:00 22:30:00
Base value/base date 1000 as of April 30, 2021
History Available from April 30, 2021
Inception date Jul 24, 2026
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

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.