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SUPERSECTOR INDICES

EURO iSTOXX Banks Cap 5%

Index Description

The EURO iSTOXX Banks Cap 5% Index replicates the returns of companies from the Eurozone categorized in the Banks supersector according to the Industry Classification Benchmark (ICB). Components are capped to a maximum of 5%.

Key facts

  • Categorization according to the primary source of revenues guarantees an accurate classification of companies in the Banks supersector
  • Suitable to serve as underlying index for products with strict diversification requirements

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 Banks Cap 5% 261.9 206.3 7.9 9.1 12.1 2.0 5.9 1.0 13.8
EURO STOXX 7,495.5 5,380.7 18.3 6.9 350.9 1.3 6.5 0.0 4.0

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 Banks Cap 5% 1.0 3.9 6.8 82.0 68.1 N/A N/A 6.9 22.3 11.1
EURO STOXX 3.3 5.3 12.9 34.1 58.9 N/A N/A 13.0 10.4 9.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX Banks Cap 5% N/A N/A 21.8 26.4 32.0 N/A N/A 0.2 0.7 0.3
EURO STOXX N/A N/A 12.7 16.8 19.7 N/A N/A 0.7 0.5 0.5
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX Banks Cap 5% 0.6 0.6 0.8 0.8 0.8 10.6 12.2 14.8 17.6 20.0
Index to benchmark Beta Annualized information ratio
EURO iSTOXX Banks Cap 5% 1.0 0.9 1.3 1.2 1.3 -2.6 -0.7 -0.3 0.6 0.1

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of February 29, 2024

SUPERSECTOR INDICES

EURO iSTOXX Banks Cap 5%

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 Banks Cap 5% 6.3 6.1 6.3 6.3 0.7 6.2 N/A -5.1
EURO STOXX 16.9 12.9 14.3 14.3 1.8 3.6 1.1 25.5

Performance and annual returns