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ISTOXX INDICES
EURO iSTOXX 50 Recovery Tilted
Index Description
The EURO iSTOXX 50 Recovery Tilted Index tracks the performance of a basket consisting of all of the EURO STOXX 50 securities and 10 additional securities, 2 from each of 5 megatrend indices that are associated to themes that are positively impacted by the driving forces of a post-pandemic era. The index is reviewed quarterly in March, June, September and December.
Key facts
- Replicates the performance of the EURO STOXX 50 Index and 10 large securities selected from five separate STOXX megatrend indices.
- Weights are set to achieve 80:20 ratio for the EURO STOXX 50 company weights versus the weights of the 10 megatrend 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 iSTOXX 50 Recovery Tilted | N/A | 1.0 | 0.0 | 0.0 | 0.1 | 0.0 | 7.4 | 0.4 | 16.1 |
EURO STOXX 50 | 4,618.5 | 3,572.7 | 71.5 | 56.6 | 328.4 | 17.4 | 9.2 | 0.5 | 5.2 |
Supersector weighting (top 10)
Technology | 27.3 |
---|---|
Industrial Goods and Services | 11.6 |
Consumer Products and Services | 10.5 |
Banks | 9.2 |
Health Care | 5.6 |
Retail | 5.6 |
Insurance | 5.3 |
Automobiles and Parts | 5.0 |
Energy | 4.1 |
Chemicals | 3.3 |
Country weighting
France | 32.9 |
---|---|
Germany | 20.7 |
USA | 19.6 |
Netherlands | 11.9 |
Italy | 6.8 |
Spain | 5.7 |
Finland | 1.2 |
Belgium | 1.1 |
Risk and return figures1
Index returns | Return (%) | Annualized return (%) | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Last month | YTD | 1Y | 3Y | 5Y | Last month | YTD | 1Y | 3Y | 5Y | |
EURO iSTOXX 50 Recovery Tilted | 4.2 | 14.7 | 27.0 | 41.4 | 78.8 | N/A | N/A | 27.7 | 12.4 | 12.5 |
EURO STOXX 50 | 4.2 | 12.4 | 17.8 | 29.7 | 51.7 | N/A | N/A | 18.3 | 9.2 | 8.8 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
EURO iSTOXX 50 Recovery Tilted | N/A | N/A | 11.5 | 16.9 | 19.7 | N/A | N/A | 1.9 | 0.6 | 0.6 |
EURO STOXX 50 | N/A | N/A | 11.9 | 18.0 | 20.9 | N/A | N/A | 1.2 | 0.4 | 0.4 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
EURO iSTOXX 50 Recovery Tilted | 0.9 | 0.9 | 0.9 | 1.0 | 1.0 | 3.8 | 5.0 | 4.5 | 5.3 | 5.7 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
EURO iSTOXX 50 Recovery Tilted | 1.1 | 0.9 | 0.9 | 0.9 | 0.9 | -0.2 | 1.7 | 1.7 | 0.5 | 0.5 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(EUR, Price), all data as of March 29, 2024
ISTOXX INDICES
EURO iSTOXX 50 Recovery 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 Recovery Tilted | 18.1 | 15.5 | 17.7 | 17.7 | 2.5 | 2.6 | 1.7 | 31.1 |
EURO STOXX 50 | 15.8 | 13.9 | 15.4 | 15.4 | 2.1 | 3.0 | 1.4 | 29.8 |
Performance and annual returns
EURO iSTOXX 50 Recovery Tilted | |
---|---|
1625011200000 | 207.3 |
1625097600000 | 208.09 |
1625184000000 | 208.98 |
1625443200000 | 209.05 |
1625529600000 | 208.35 |
1625616000000 | 209.66 |
1625702400000 | 205.69 |
1625788800000 | 209.06 |
1626048000000 | 210.22 |
1626134400000 | 210.29 |
1626220800000 | 210.61 |
1626307200000 | 208.32 |
1626393600000 | 206.8899 |
1626652800000 | 202.18 |
1626739200000 | 203.9199 |
1626825600000 | 207.05 |
1626912000000 | 208.72 |
1626998400000 | 211.47 |
1627257600000 | 211.22 |
1627344000000 | 209.05 |
1627430400000 | 210.76 |
1627516800000 | 210.78 |
1627603200000 | 208.93 |
1627862400000 | 209.89 |
1627948800000 | 210.31 |
1628035200000 | 211.63 |
1628121600000 | 212.59 |
1628208000000 | 213.18 |
1628467200000 | 213.3 |
1628553600000 | 213.63 |
1628640000000 | 214.2 |
1628726400000 | 215.43 |
1628812800000 | 215.44 |
1629072000000 | 214.56 |
1629158400000 | 213.99 |
1629244800000 | 213.05 |
1629331200000 | 210.83 |
1629417600000 | 212.3 |
1629676800000 | 214.03 |
1629763200000 | 214.11 |
1629849600000 | 214.27 |
1629936000000 | 213.63 |
1630022400000 | 214.92 |
1630281600000 | 216.01 |
1630368000000 | 215.77 |
1630454400000 | 216.93 |
1630540800000 | 216.97 |
1630627200000 | 215.91 |
1630886400000 | 217.77 |
1630972800000 | 217.2 |
1631059200000 | 215.12 |
1631145600000 | 214.88 |
1631232000000 | 214.19 |
1631491200000 | 215.04 |
1631577600000 | 214.84 |
1631664000000 | 213.15 |
1631750400000 | 214.29 |
1631836800000 | 212.15 |
1632096000000 | 207.58 |
1632182400000 | 209.82 |
1632268800000 | 212.18 |
1632355200000 | 214.46 |
1632441600000 | 213.15 |
1632700800000 | 213.17 |
1632787200000 | 207.71 |
1632873600000 | 208.78 |
1632960000000 | 207.4 |
1633046400000 | 207.04 |
1633305600000 | 204.16 |
1633392000000 | 207.6699 |
1633478400000 | 205.9199 |
1633564800000 | 209.69 |
1633651200000 | 208.4199 |
1633910400000 | 208.03 |
1633996800000 | 207.1699 |
1634083200000 | 208.45 |
1634169600000 | 211.79 |
1634256000000 | 213.53 |
1634515200000 | 212.77 |
1634601600000 | 213.6 |
1634688000000 | 213.76 |
1634774400000 | 213.37 |
1634860800000 | 213.77 |
1635120000000 | 214 |
1635206400000 | 215.82 |
1635292800000 | 215.51 |
1635379200000 | 216.43 |
1635465600000 | 217.35 |
1635724800000 | 218.58 |
1635811200000 | 219.52 |
1635897600000 | 220.56 |
1635984000000 | 222.85 |
1636070400000 | 224.33 |
1636329600000 | 223.86 |
1636416000000 | 223.74 |
1636502400000 | 223.16 |
1636588800000 | 223.86 |
1636675200000 | 225.1 |
1636934400000 | 226.05 |
1637020800000 | 227.09 |
1637107200000 | 227.17 |
1637193600000 | 227.49 |
1637280000000 | 227.02 |
1637539200000 | 225.93 |
1637625600000 | 223.48 |
1637712000000 | 223.79 |
1637798400000 | 224.42 |
1637884800000 | 214.38 |
1638144000000 | 216.57 |
1638230400000 | 214.27 |
1638316800000 | 217.87 |
1638403200000 | 215.22 |
1638489600000 | 213.55 |
1638748800000 | 216.52 |
1638835200000 | 223.83 |
1638921600000 | 221.96 |
1639008000000 | 220.59 |
1639094400000 | 220.41 |
1639353600000 | 219.02 |
1639440000000 | 217.24 |
1639526400000 | 219.49 |
1639612800000 | 219.57 |
1639699200000 | 217.81 |
1639958400000 | 215.12 |
1640044800000 | 218.95 |
1640131200000 | 220.96 |
1640217600000 | 223.21 |
1640304000000 | 222.68 |
1640563200000 | 224.74 |
1640649600000 | 225.64 |
1640736000000 | 224.17 |
1640822400000 | 224.89 |
1640908800000 | 224.15 |
1641168000000 | 226.52 |
1641254400000 | 227.27 |
1641340800000 | 226.96 |
1641427200000 | 224.15 |
1641513600000 | 222.84 |
1641772800000 | 220.28 |
1641859200000 | 222.6 |
1641945600000 | 223.88 |
1642032000000 | 222.68 |
1642118400000 | 221.21 |
1642377600000 | 222.59 |
1642464000000 | 219.98 |
1642550400000 | 219.7 |
1642636800000 | 220.18 |
1642723200000 | 216.15 |
1642982400000 | 208.99 |
1643068800000 | 209.2 |
1643155200000 | 212.9 |
1643241600000 | 213.83 |
1643328000000 | 213.29 |
1643587200000 | 215.95 |
1643673600000 | 218.19 |
1643760000000 | 218.73 |
1643846400000 | 213.27 |
1643932800000 | 212.08 |
1644192000000 | 213.32 |
1644278400000 | 214.33 |
1644364800000 | 218.13 |
1644451200000 | 216.77 |
1644537600000 | 213.85 |
1644796800000 | 210.56 |
1644883200000 | 214.7 |
1644969600000 | 214.53 |
1645056000000 | 212.32 |
1645142400000 | 210.22 |
1645401600000 | 206.51 |
1645488000000 | 206.03 |
1645574400000 | 204.54 |
1645660800000 | 200.47 |
1645747200000 | 206.56 |
1646006400000 | 204.72 |
1646092800000 | 197.75 |
1646179200000 | 200.95 |
1646265600000 | 197.15 |
1646352000000 | 189.23 |
1646611200000 | 185.96 |
1646697600000 | 185.45 |
1646784000000 | 197.22 |
1646870400000 | 192.46 |
1646956800000 | 193.5 |
1647216000000 | 194.76 |
1647302400000 | 195.94 |
1647388800000 | 203.57 |
1647475200000 | 203.49 |
1647561600000 | 205.46 |
1647820800000 | 204.76 |
1647907200000 | 207.33 |
1647993600000 | 204.58 |
1648080000000 | 205.44 |
1648166400000 | 205.77 |
1648425600000 | 207.13 |
1648512000000 | 211.92 |
1648598400000 | 209.29 |
1648684800000 | 206.28 |
1648771200000 | 207.2 |
1649030400000 | 209.7 |
1649116800000 | 207.46 |
1649203200000 | 202.5 |
1649289600000 | 201.52 |
1649376000000 | 203.28 |
1649635200000 | 201.31 |
1649721600000 | 200.8899 |
1649808000000 | 201.56 |
1649894400000 | 201.65 |
1650326400000 | 201.8 |
1650412800000 | 203.74 |
1650499200000 | 204.16 |
1650585600000 | 199.6 |
1650844800000 | 196.88 |
1650931200000 | 194.08 |
1651017600000 | 194.7 |
1651104000000 | 198.11 |
1651190400000 | 196.5 |
1651449600000 | 194.13 |
1651536000000 | 195.47 |
1651622400000 | 195.03 |
1651708800000 | 191.81 |
1651795200000 | 188.62 |
1652054400000 | 183.01 |
1652140800000 | 184.6699 |
1652227200000 | 187.3899 |
1652313600000 | 186.06 |
1652400000000 | 191.31 |
1652659200000 | 190.05 |
1652745600000 | 193.08 |
1652832000000 | 189.1 |
1652918400000 | 186.22 |
1653004800000 | 186.8899 |
1653264000000 | 189.21 |
1653350400000 | 185.61 |
1653436800000 | 187.45 |
1653523200000 | 190.96 |
1653609600000 | 195.1 |
1653868800000 | 196.26 |
1653955200000 | 194.54 |
1654041600000 | 193.38 |
1654128000000 | 195.75 |
1654214400000 | 194.21 |
1654473600000 | 196.84 |
1654560000000 | 195.69 |
1654646400000 | 194.53 |
1654732800000 | 191.02 |
1654819200000 | 184.74 |
1655078400000 | 179.48 |
1655164800000 | 178.35 |
1655251200000 | 181.71 |
1655337600000 | 175.82 |
1655424000000 | 176.76 |
1655683200000 | 177.78 |
1655769600000 | 179.76 |
1655856000000 | 178.4 |
1655942400000 | 177.97 |
1656028800000 | 183.22 |
1656288000000 | 182.86 |
1656374400000 | 182.31 |
1656460800000 | 181.09 |
1656547200000 | 178.1 |
1656633600000 | 178.22 |
1656892800000 | 178.27 |
1656979200000 | 176 |
1657065600000 | 179.1 |
1657152000000 | 182.93 |
1657238400000 | 183.7 |
1657497600000 | 181.66 |
1657584000000 | 182.11 |
1657670400000 | 180.46 |
1657756800000 | 178.82 |
1657843200000 | 182.49 |
1658102400000 | 183.04 |
1658188800000 | 187.3 |
1658275200000 | 188.08 |
1658361600000 | 189.1 |
1658448000000 | 188.03 |
1658707200000 | 188.1699 |
1658793600000 | 186.38 |
1658880000000 | 189.57 |
1658966400000 | 191.41 |
1659052800000 | 194.9 |
1659312000000 | 194.49 |
1659398400000 | 193.6399 |
1659484800000 | 197.16 |
1659571200000 | 197.99 |
1659657600000 | 196.65 |
1659916800000 | 197.3 |
1660003200000 | 195.12 |
1660089600000 | 197.25 |
1660176000000 | 197.25 |
1660262400000 | 199.51 |
1660521600000 | 200.3899 |
1660608000000 | 201.12 |
1660694400000 | 198.71 |
1660780800000 | 200.02 |
1660867200000 | 197.48 |
1661126400000 | 193.54 |
1661212800000 | 193.19 |
1661299200000 | 193.77 |
1661385600000 | 195.11 |
1661472000000 | 189.93 |
1661731200000 | 188.21 |
1661817600000 | 187.37 |
1661904000000 | 184.73 |
1661990400000 | 182.76 |
1662076800000 | 185.53 |
1662336000000 | 183.73 |
1662422400000 | 183.84 |
1662508800000 | 184.47 |
1662595200000 | 184.88 |
1662681600000 | 187.76 |
1662940800000 | 191.32 |
1663027200000 | 186.7 |
1663113600000 | 186.34 |
1663200000000 | 184.66 |
1663286400000 | 182.56 |
1663545600000 | 182.93 |
1663632000000 | 181.31 |
1663718400000 | 182.1 |
1663804800000 | 179.26 |
1663891200000 | 175.75 |
1664150400000 | 175.6399 |
1664236800000 | 175.2 |
1664323200000 | 175.9199 |
1664409600000 | 171.8899 |
1664496000000 | 172.72 |
1664755200000 | 174.63 |
1664841600000 | 181.28 |
1664928000000 | 180.1399 |
1665014400000 | 179.36 |
1665100800000 | 175.6399 |
1665360000000 | 174.77 |
1665446400000 | 173.77 |
1665532800000 | 173.4 |
1665619200000 | 175.29 |
1665705600000 | 174.83 |
1665964800000 | 178.4199 |
1666051200000 | 179.59 |
1666137600000 | 179.93 |
1666224000000 | 180.66 |
1666310400000 | 181.06 |
1666569600000 | 183.3 |
1666656000000 | 186.07 |
1666742400000 | 185.4 |
1666828800000 | 184.8 |
1666915200000 | 186.01 |
1667174400000 | 185.91 |
1667260800000 | 186.59 |
1667347200000 | 184.23 |
1667433600000 | 182.51 |
1667520000000 | 186.71 |
1667779200000 | 187.49 |
1667865600000 | 188.71 |
1667952000000 | 187.36 |
1668038400000 | 194.59 |
1668124800000 | 195.86 |
1668384000000 | 196.43 |
1668470400000 | 197.96 |
1668556800000 | 195.94 |
1668643200000 | 196 |
1668729600000 | 197.81 |
1668988800000 | 197.08 |
1669075200000 | 198.4199 |
1669161600000 | 199.1699 |
1669248000000 | 199.72 |
1669334400000 | 199.37 |
1669593600000 | 197.81 |
1669680000000 | 197.51 |
1669766400000 | 200.61 |
1669852800000 | 200.86 |
1669939200000 | 200.35 |
1670198400000 | 198.81 |
1670284800000 | 197.32 |
1670371200000 | 196.35 |
1670457600000 | 196.79 |
1670544000000 | 197.44 |
1670803200000 | 197.1399 |
1670889600000 | 200.06 |
1670976000000 | 199.23 |
1671062400000 | 192.18 |
1671148800000 | 190.54 |
1671408000000 | 190.28 |
1671494400000 | 189.7 |
1671580800000 | 193.27 |
1671667200000 | 190.29 |
1671753600000 | 190.19 |
1672099200000 | 189.9 |
1672185600000 | 188.43 |
1672272000000 | 190.85 |
1672358400000 | 188.55 |
1672617600000 | 191.06 |
1672704000000 | 192.3 |
1672790400000 | 195.9199 |
1672876800000 | 194.97 |
1672963200000 | 198.21 |
1673222400000 | 200.03 |
1673308800000 | 199.98 |
1673395200000 | 202.5 |
1673481600000 | 203.53 |
1673568000000 | 204.9199 |
1673827200000 | 205.19 |
1673913600000 | 205.9199 |
1674000000000 | 205.46 |
1674086400000 | 202.05 |
1674172800000 | 204.2 |
1674432000000 | 206.26 |
1674518400000 | 206.16 |
1674604800000 | 205.79 |
1674691200000 | 207.66 |
1674777600000 | 208.47 |
1675036800000 | 206.62 |
1675123200000 | 207.53 |
1675209600000 | 208.59 |
1675296000000 | 213.1 |
1675382400000 | 212.99 |
1675641600000 | 210.86 |
1675728000000 | 212.06 |
1675814400000 | 210.91 |
1675900800000 | 211.89 |
1675987200000 | 209.77 |
1676246400000 | 211.99 |
1676332800000 | 212.2 |
1676419200000 | 214.39 |
1676505600000 | 214.35 |
1676592000000 | 213.04 |
1676851200000 | 212.8 |
1676937600000 | 210.93 |
1677024000000 | 210.93 |
1677110400000 | 212.54 |
1677196800000 | 208.84 |
1677456000000 | 211.53 |
1677542400000 | 211.04 |
1677628800000 | 209.44 |
1677715200000 | 211.1 |
1677801600000 | 214.43 |
1678060800000 | 214.89 |
1678147200000 | 213.42 |
1678233600000 | 214.37 |
1678320000000 | 213.39 |
1678406400000 | 210.12 |
1678665600000 | 205.16 |
1678752000000 | 209.53 |
1678838400000 | 205.06 |
1678924800000 | 209.47 |
1679011200000 | 207.3 |
1679270400000 | 209.33 |
1679356800000 | 212.32 |
1679443200000 | 212.36 |
1679529600000 | 212.94 |
1679616000000 | 210.36 |
1679875200000 | 211.2 |
1679961600000 | 210.78 |
1680048000000 | 214.08 |
1680134400000 | 216.34 |
1680220800000 | 218.39 |
1680480000000 | 218.25 |
1680566400000 | 217.98 |
1680652800000 | 216.99 |
1680739200000 | 217.8 |
1681171200000 | 218.19 |
1681257600000 | 217.41 |
1681344000000 | 219.36 |
1681430400000 | 220.71 |
1681689600000 | 220.03 |
1681776000000 | 221 |
1681862400000 | 221.26 |
1681948800000 | 220.51 |
1682035200000 | 221.67 |
1682294400000 | 221.19 |
1682380800000 | 219.53 |
1682467200000 | 218.36 |
1682553600000 | 219.89 |
1682640000000 | 219.77 |
1682899200000 | 220.05 |
1682985600000 | 217.15 |
1683072000000 | 217.08 |
1683158400000 | 216.13 |
1683244800000 | 219.46 |
1683504000000 | 220.1 |
1683590400000 | 219.04 |
1683676800000 | 219.21 |
1683763200000 | 219.95 |
1683849600000 | 220.25 |
1684108800000 | 220.41 |
1684195200000 | 220.85 |
1684281600000 | 222.06 |
1684368000000 | 225.18 |
1684454400000 | 225.96 |
1684713600000 | 225.47 |
1684800000000 | 223.32 |
1684886400000 | 220.24 |
1684972800000 | 223.05 |
1685059200000 | 227.32 |
1685318400000 | 226.61 |
1685404800000 | 225.87 |
1685491200000 | 222.37 |
1685577600000 | 224.52 |
1685664000000 | 227.45 |
1685923200000 | 226.32 |
1686009600000 | 226.57 |
1686096000000 | 224.97 |
1686182400000 | 225.77 |
1686268800000 | 225.67 |
1686528000000 | 227.85 |
1686614400000 | 229.14 |
1686700800000 | 230.66 |
1686787200000 | 230.13 |
1686873600000 | 230.82 |
1687132800000 | 229.46 |
1687219200000 | 228.95 |
1687305600000 | 227.26 |
1687392000000 | 227.23 |
1687478400000 | 225.76 |
1687737600000 | 225.21 |
1687824000000 | 226.78 |
1687910400000 | 228.62 |
1687996800000 | 229 |
1688083200000 | 231.71 |
1688342400000 | 231.63 |
1688428800000 | 231.35 |
1688515200000 | 229.72 |
1688601600000 | 224.02 |
1688688000000 | 224.26 |
1688947200000 | 224.53 |
1689033600000 | 225.92 |
1689120000000 | 229.16 |
1689206400000 | 231.22 |
1689292800000 | 231.35 |
1689552000000 | 229.92 |
1689638400000 | 230.55 |
1689724800000 | 230.59 |
1689811200000 | 230.18 |
1689897600000 | 230.9 |
1690156800000 | 230.78 |
1690243200000 | 231.68 |
1690329600000 | 229.86 |
1690416000000 | 234.53 |
1690502400000 | 236.02 |
1690761600000 | 236.45 |
1690848000000 | 233.73 |
1690934400000 | 229.7 |
1691020800000 | 228.31 |
1691107200000 | 229.4 |
1691366400000 | 230.11 |
1691452800000 | 227.94 |
1691539200000 | 228.06 |
1691625600000 | 230.7 |
1691712000000 | 227.89 |
1691971200000 | 229.66 |
1692057600000 | 227.29 |
1692144000000 | 226.73 |
1692230400000 | 224.22 |
1692316800000 | 223.52 |
1692576000000 | 225.15 |
1692662400000 | 226.5 |
1692748800000 | 227.79 |
1692835200000 | 225.43 |
1692921600000 | 225.97 |
1693180800000 | 228.59 |
1693267200000 | 231.02 |
1693353600000 | 230.54 |
1693440000000 | 230.47 |
1693526400000 | 229.92 |
1693785600000 | 229.9 |
1693872000000 | 229.71 |
1693958400000 | 227.39 |
1694044800000 | 226.31 |
1694131200000 | 226.93 |
1694390400000 | 227.94 |
1694476800000 | 227.05 |
1694563200000 | 226.57 |
1694649600000 | 229.55 |
1694736000000 | 229.24 |
1694995200000 | 227.32 |
1695081600000 | 226.88 |
1695168000000 | 227.26 |
1695254400000 | 223.67 |
1695340800000 | 223.64 |
1695600000000 | 222.72 |
1695686400000 | 220.12 |
1695772800000 | 220.64 |
1695859200000 | 222.05 |
1695945600000 | 222.58 |
1696204800000 | 222.14 |
1696291200000 | 219.52 |
1696377600000 | 220.19 |
1696464000000 | 220.15 |
1696550400000 | 222.8 |
1696809600000 | 221.53 |
1696896000000 | 225.43 |
1696982400000 | 225.74 |
1697068800000 | 226.05 |
1697155200000 | 222.82 |
1697414400000 | 223.7 |
1697500800000 | 223.08 |
1697587200000 | 220.42 |
1697673600000 | 219.48 |
1697760000000 | 215.9 |
1698019200000 | 216.91 |
1698105600000 | 218.57 |
1698192000000 | 217.09 |
1698278400000 | 215.31 |
1698364800000 | 214.35 |
1698624000000 | 215.56 |
1698710400000 | 217.18 |
1698796800000 | 219.69 |
1698883200000 | 223.4 |
1698969600000 | 223.58 |
1699228800000 | 223.3 |
1699315200000 | 223.85 |
1699401600000 | 225.05 |
1699488000000 | 226.95 |
1699574400000 | 226.83 |
1699833600000 | 228.06 |
1699920000000 | 230.78 |
1700006400000 | 231.42 |
1700092800000 | 230.96 |
1700179200000 | 232.67 |
1700438400000 | 233.03 |
1700524800000 | 232.24 |
1700611200000 | 233.49 |
1700697600000 | 233.7 |
1700784000000 | 233.72 |
1701043200000 | 233.05 |
1701129600000 | 232.46 |
1701216000000 | 233.33 |
1701302400000 | 233.76 |
1701388800000 | 235.78 |
1701648000000 | 235.06 |
1701734400000 | 237.39 |
1701820800000 | 238.23 |
1701907200000 | 238.87 |
1701993600000 | 241.36 |
1702252800000 | 242.02 |
1702339200000 | 242.24 |
1702425600000 | 242.42 |
1702512000000 | 241.9 |
1702598400000 | 243.04 |
1702857600000 | 242.47 |
1702944000000 | 242.76 |
1703030400000 | 242.09 |
1703116800000 | 242.15 |
1703203200000 | 241.87 |
1703635200000 | 241.89 |
1703721600000 | 241.36 |
1703808000000 | 241.7 |
1704153600000 | 240.78 |
1704240000000 | 237.81 |
1704326400000 | 238.23 |
1704412800000 | 237.91 |
1704672000000 | 240.35 |
1704758400000 | 240.29 |
1704844800000 | 240.7 |
1704931200000 | 239.84 |
1705017600000 | 241.35 |
1705276800000 | 240.34 |
1705363200000 | 240.55 |
1705449600000 | 238.5 |
1705536000000 | 241.64 |
1705622400000 | 242.62 |
1705881600000 | 244.07 |
1705968000000 | 244.03 |
1706054400000 | 248.4 |
1706140800000 | 249.78 |
1706227200000 | 251.65 |
1706486400000 | 252.63 |
1706572800000 | 252.91 |
1706659200000 | 250.97 |
1706745600000 | 251.38 |
1706832000000 | 253.89 |
1707091200000 | 255.05 |
1707177600000 | 256.21 |
1707264000000 | 256.3399 |
1707350400000 | 257.5299 |
1707436800000 | 258.69 |
1707696000000 | 259.73 |
1707782400000 | 256.94 |
1707868800000 | 258.44 |
1707955200000 | 259.12 |
EURO iSTOXX 50 Recovery Tilted | EURO STOXX 50 | |
---|---|---|
2017 | 8.6977511 | 6.5911341 |
2018 | -12.354288 | -14.5490045 |
2019 | 28.0776526 | 25.2116303 |
2020 | 2.4209392 | -5.1790449 |
2021 | 24.8095877 | 21.1708518 |
2022 | -16.0518756 | -11.8722519 |
2023 | 28.6817689 | 19.5126646 |
2024 | 76.3374616 | 62.1726966 |
Methodology
The EURO iSTOXX 50 Recovery Tilted Index selects 60 securities, all the EURO STOXX 50 Index constituents and 10 of the largest securities from 5 different STOXX thematic indices (STOXX Global Breakthrough Healthcare, STOXX Global Digitalization, STOXX Global Next Generation Telecoms, STOXX Global Smart City Infrastructure and STOXX Global Automation & Robotics indices). 2 components are selected from each megatrend index. The index is price weighted with weight factors based on free-float market capitalization, revenue exposure and multipliers. These factors are set to achieve 80:20 ratio for the EURO STOXX 50 company weights versus 10 company weights within the 5 megatrend indices.
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 |
---|---|---|---|---|
Price EUR | CH1121824275 | ISX5RVE | ISX5RVE INDEX | .ISX5RVE |
Gross Return EUR | CH1121824259 | ISX5RVGT | .ISX5RVGT | |
Net Return EUR | CH1121824267 | ISX5RVT | .ISX5RVT | |
Price USD | CH1121824242 | ISX5RVK | .ISX5RVK | |
Gross Return USD | CH1121824226 | ISX5RVGU | .ISX5RVGU | |
Net Return USD | CH1121824234 | ISX5RVU | .ISX5RVU |
Quick Facts
Weighting | Weights based on free-float market capitalization, revenue |
Cap Factor | - |
No. of components | 60 |
Review frequency | Quarterly |
Calculation/distribution | realtime 15 sec |
Calculation hours | 00:00:01 22:15:00 |
Base value/base date | 100 as of Jun. 24, 2013 |
History | Available from Jun. 24, 2013 |
Inception date | Jun. 30, 2021 |
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://qontigo.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.
ISTOXX INDICES
EURO iSTOXX 50 Recovery Tilted
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
ASML HLDG | Technology | Netherlands | 7.390% |
NVIDIA Corp. | Technology | USA | 4.848% |
LVMH MOET HENNESSY | Consumer Products and Services | France | 4.829% |
SAP | Technology | Germany | 4.406% |
Amazon.com Inc. | Retail | USA | 4.403% |
Apple Inc. | Technology | USA | 3.528% |
TOTALENERGIES | Energy | France | 3.409% |
SIEMENS | Industrial Goods and Services | Germany | 2.982% |
META PLATFORMS CLASS A | Technology | USA | 2.844% |
SCHNEIDER ELECTRIC | Industrial Goods and Services | France | 2.703% |
3Net dividend yield is calculated as net return index return minus price index return
4Based on the composition as of March 29, 2024
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.