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ISTOXX INDICES

EURO iSTOXX 50 Equal Weight NR Decrement 5%

Index Description

The EURO iSTOXX 50 Equal Weight NR Decrement 5% Index replicates the performance of the EURO STOXX 50 Equal Weight Net Return Index while assuming a constant dividend markdown. Over the course of a year, 5% of the performance of the underlying index is gradually subtracted according to the corresponding day-to-day year fraction. This index is subject to the STOXX Decrement Indices – Quality Charter.

Key facts

  • Due to the percentage of performance being subtracted, the index underperforms the EURO STOXX 50 Equal Weight Net Return Index which includes a dividend investment net of taxes.
  • The decrement index may perform better than the EURO STOXX 50 Equal Weight Price Index that does not consider dividend investments if the net dividend yield of the base index is greater than the value being subtracted.

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO iSTOXX 50 Equal Weight NR Decrement 5% N/A N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 Equal Weight 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
EURO iSTOXX 50 Equal Weight NR Decrement 5% 2.4 17.2 17.2 14.1 24.7 N/A N/A 17.5 4.6 4.6
EURO STOXX 50 Equal Weight 2.8 20.1 19.7 22.8 41.3 N/A N/A 20.1 7.2 7.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX 50 Equal Weight NR Decrement 5% N/A N/A 14.3 17.8 21.1 N/A N/A 0.8 0.2 0.2
EURO STOXX 50 Equal Weight N/A N/A 14.3 17.8 21.1 N/A N/A 0.9 0.3 0.3
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX 50 Equal Weight NR Decrement 5% 0.1 0.0 0.0 0.0 0.0 9.5 19.8 19.8 25.1 29.4
Index to benchmark Beta Annualized information ratio
EURO iSTOXX 50 Equal Weight NR Decrement 5% 9.6 2.5 2.5 1.3 3.1 -4.0 -0.5 -0.5 -0.2 -0.2

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

2Based on EURIBOR1M

(EUR, Price), all data as of December 29, 2023

ISTOXX INDICES

EURO iSTOXX 50 Equal Weight NR Decrement 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 50 Equal Weight NR Decrement 5% N/A N/A N/A N/A N/A N/A N/A N/A
EURO STOXX 50 Equal Weight N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns