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ISTOXX INDICES
EURO iSTOXX 50 Broad Infrastructure Tilted
Index Description
The EURO iSTOXX 50 Broad Infrastructure Tilted Index tracks the performance of all of the EURO STOXX 50 securities and the 10 largest securities form the STOXX Global Broad Infrastructure Index. The index is reviewed quarterly in March, June, September and December.
Key facts
- Replicates the performance of the EURO STOXX 50 Index and 10 largest securities from the STOXX Global Broad Infrastructure Index.
- Weights are set to achieve a 80:20 ratio for the EURO STOXX 50 company weights versus the weights of the 10 securities form the STOXX Global Broad Infrastructure Index.
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 iSTOXX 50 Broad Infrastructure Tilted | N/A | 1.1 | 0.0 | 0.0 | 0.1 | 0.0 | 7.3 | 0.4 | 11.2 |
EURO STOXX 50 | 4,988.0 | 3,858.6 | 77.2 | 61.2 | 354.7 | 18.8 | 9.2 | 0.5 | 5.2 |
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 Broad Infrastructure Tilted | 3.9 | 9.0 | 18.2 | 21.9 | 58.6 | N/A | N/A | 18.6 | 6.9 | 9.8 |
EURO STOXX 50 | 4.2 | 10.4 | 21.0 | 30.6 | 69.8 | N/A | N/A | 21.5 | 9.4 | 11.3 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
EURO iSTOXX 50 Broad Infrastructure Tilted | N/A | N/A | 13.2 | 18.9 | 20.9 | N/A | N/A | 1.0 | 0.3 | 0.4 |
EURO STOXX 50 | N/A | N/A | 15.2 | 22.1 | 23.7 | N/A | N/A | 1.1 | 0.3 | 0.4 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
EURO iSTOXX 50 Broad Infrastructure Tilted | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 2.8 | 3.6 | 3.4 | 4.5 | 4.6 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
EURO iSTOXX 50 Broad Infrastructure Tilted | 0.8 | 0.8 | 0.9 | 0.8 | 0.9 | -1.5 | -1.6 | -0.8 | -0.7 | -0.5 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(USD, Gross Return), all data as of March 29, 2024
ISTOXX INDICES
EURO iSTOXX 50 Broad Infrastructure 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 Broad Infrastructure Tilted | 16.2 | 14.0 | 15.8 | 15.8 | 2.2 | 3.9 | 1.5 | 26.4 |
EURO STOXX 50 | 15.8 | 13.9 | 15.4 | 15.4 | 2.1 | 3.9 | 1.4 | 29.8 |
Performance and annual returns
Methodology
The EURO iSTOXX 50 Broad Infrastructure Tilted Index selects 60 securities, all of the EURO STOXX 50 Index constituents and 10 of the largest securities belonging to Japan, US, Switzerland or the developed markets of the Eurozone from the STOXX Global Broad Infrastructure Index. The index is price weighted with weight factors based on free-float market capitalization and multipliers to achieve 80:20 weight ratio for the EURO STOXX 50 company weights versus the 10 Broad Infrastructure company weights within the EURO iSTOXX 50 Broad Infrastructure 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
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Gross Return EUR | CH1169653404 | ISX5BIGT | .ISX5BIGT | |
Net Return EUR | CH1169653412 | ISX5BIT | .ISX5BIT | |
Price EUR | CH1169653420 | ISX5BIE | ISX5BIE INDEX | .ISX5BIE |
Price USD | CH1169653396 | ISX5BIK | .ISX5BIK | |
Net Return USD | CH1169653388 | ISX5BIU | .ISX5BIU | |
Gross Return USD | CH1169653370 | ISX5BIGU | .ISX5BIGU |
Quick Facts
Weighting | Weights based on free-float market capitalization |
Cap Factor | - |
No. of components | 60 |
Review frequency | Quarterly |
Calculation/distribution | End of Day |
Calculation hours | 22:15:00 22:15:00 |
Base value/base date | 100 as of June. 18, 2012 |
History | Available from June. 18, 2012 |
Inception date | June. 27, 2022 |
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 Broad Infrastructure Tilted
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
ASML HLDG | Technology | Netherlands | 7.338% |
LVMH MOET HENNESSY | Consumer Products and Services | France | 4.796% |
SAP | Technology | Germany | 4.375% |
TOTALENERGIES | Energy | France | 3.385% |
Verizon Communications Inc. | Telecommunications | USA | 3.113% |
Comcast Corp. Cl A | Telecommunications | USA | 3.031% |
SIEMENS | Industrial Goods and Services | Germany | 2.962% |
SCHNEIDER ELECTRIC | Industrial Goods and Services | France | 2.684% |
Union Pacific Corp. | Industrial Goods and Services | USA | 2.645% |
ALLIANZ | Insurance | Germany | 2.432% |
3Net dividend yield is calculated as net return index return minus price index return
4Based on the composition as of March 29, 2024