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ISTOXX INDICES

EURO iSTOXX 50 Artificial Intelligence Tilted

Index Description

The EURO iSTOXX 50 Artificial Intelligence Tilted Index tracks the performance of all the EURO STOXX 50 securities and the 10 largest US and Japanese securities form the STOXX Global Artificial Intelligence Index. The index is reviewed quarterly in March, June, September and December.

Key facts

  • Replicates the performance of the EURO STOXX 50 Index and the 10 largest US and Japanese securities from the STOXX Global Artificial Intelligence Index.
  • Weights are set to achieve 80:20 weight ratio for the EURO STOXX 50 company weights versus 10 AI company weights within the index.

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 iSTOXX 50 Artificial Intelligence Tilted N/A 1.0 0.0 0.0 0.1 0.0 6.4 0.2 11.9
EURO STOXX 50 4,051.3 3,123.2 62.5 47.3 251.2 17.1 8.0 0.5 5.7

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 iSTOXX 50 Artificial Intelligence Tilted 8.2 34.7 27.0 45.8 83.1 N/A N/A 27.2 13.5 13.0
EURO STOXX 50 8.0 18.4 13.4 34.6 55.4 N/A N/A 13.5 10.5 9.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX 50 Artificial Intelligence Tilted N/A N/A 15.1 18.1 20.8 N/A N/A 1.5 0.6 0.6
EURO STOXX 50 N/A N/A 14.9 18.2 21.1 N/A N/A 0.7 0.5 0.4
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX 50 Artificial Intelligence Tilted 0.9 0.9 0.9 0.9 1.0 4.8 6.1 6.0 6.5 6.6
Index to benchmark Beta Annualized information ratio
EURO iSTOXX 50 Artificial Intelligence Tilted 0.7 0.9 0.9 0.9 0.9 0.4 2.3 1.9 0.4 0.5

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of November 30, 2023

ISTOXX INDICES

EURO iSTOXX 50 Artificial Intelligence Tilted

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 iSTOXX 50 Artificial Intelligence Tilted 14.3 12.7 13.7 13.7 2.1 2.6 1.3 19.6
EURO STOXX 50 12.3 11.2 11.9 11.9 1.8 2.8 1.1 17.0

Performance and annual returns

Methodology

The EURO iSTOXX 50 Artificial Intelligence Tilted Index selects 60 securities, all of the EURO STOXX 50 Index constituents and 10 of the largest US and Japanese securities from the STOXX Global Artificial Intelligence Index. The index is price weighted with weight factors based on free-float market capitalization, revenue exposure and multipliers to achieve 80:20 weight ratio for the EURO STOXX 50 company weights versus 10 AI company weights within the EURO iSTOXX 50 Artificial Intelligence Tilted Index.

The reviews are conducted on a quarterly basis in March, June, September and December. The review cut-off date for the underlying data is the last calculation day of February, May, August and November respectively.

The detailed methodology including the calculation formula can be found in our rulebooks: www.stoxx.com/rulebooks

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH0591523102 ISX5AIGT .ISX5AIGT
Net Return EUR CH0591523128 ISX5AIT .ISX5AIT
Price EUR CH0591523078 ISX5AIE ISX5AIE INDEX .ISX5AIE
Gross Return USD CH0591523110 ISX5AIGU .ISX5AIGU
Net Return USD CH0591523086 ISX5AIU .ISX5AIU
Price USD CH0591523094 ISX5AIK .ISX5AIK

Quick Facts

Weighting Weights based on free-float market capitalization, revenue exposure and multipliers
Cap Factor -
No. of components 60
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 100 as of Jun. 18, 2012
History Available since 18 June 2012
Inception date Jan. 27, 2021
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

ISTOXX INDICES

EURO iSTOXX 50 Artificial Intelligence Tilted

Top 10 Components4

Company Supersector Country Weight
ASML HLDG Technology Netherlands 6.421%
Microsoft Corp. Technology USA 5.417%
NVIDIA Corp. Technology USA 4.771%
LVMH MOET HENNESSY Consumer Products and Services France 4.646%
TOTALENERGIES Energy France 3.976%
META PLATFORMS CLASS A Technology USA 3.932%
SAP Technology Germany 3.804%
SIEMENS Industrial Goods and Services Germany 2.949%
L'OREAL Consumer Products and Services France 2.674%
SANOFI Health Care France 2.504%

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

4Based on the composition as of November 30, 2023