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ISTOXX INDICES

iSTOXX Singapore Developed REITs

Index Description

The iSTOXX Singapore Developed REITs Index is designed to represent the Developed REITs sector in Singapore, i.e. real estate investment trusts (REITs) in Singapore that derive the majority of their revenues from developed countries.

Key facts

  • Represents Singapore REITs with exposure in developed countries
  • Market-capitalization- and liquidity-screened
  • Weighted by free-float market capitalization

Descriptive Statistics

Index Market Cap (SGD bn) Components (SGD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Singapore Developed REITs 65.2 46.4 4.2 3.0 10.0 1.9 21.6 4.0 7.1
STOXX Singapore Total Market 452.6 282.9 2.3 0.5 49.1 0.0 17.3 0.0 0.0

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
iSTOXX Singapore Developed REITs 0.2 -6.9 -3.7 -5.5 8.8 N/A N/A -3.8 -1.9 1.7
STOXX Singapore Total Market 2.4 -2.6 1.5 10.7 20.2 N/A N/A 1.5 3.5 3.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Singapore Developed REITs N/A N/A 15.3 14.4 18.3 N/A N/A -0.4 -0.3 0.0
STOXX Singapore Total Market N/A N/A 11.1 12.5 15.7 N/A N/A -0.2 0.2 0.2
Index to benchmark Correlation Tracking error (%)
iSTOXX Singapore Developed REITs 0.8 0.7 0.7 0.7 0.7 9.7 10.6 10.7 10.8 12.4
Index to benchmark Beta Annualized information ratio
iSTOXX Singapore Developed REITs 1.1 1.0 1.0 0.8 0.9 -2.9 -1.8 -0.5 -0.5 -0.2

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

2Based on EURIBOR1M

(SGD, Net Return), all data as of March 29, 2024

ISTOXX INDICES

iSTOXX Singapore Developed REITs

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
iSTOXX Singapore Developed REITs 25.7 18.4 20.9 20.9 0.9 4.6 8.3 244.1
STOXX Singapore Total Market 13.1 10.9 11.1 11.1 1.0 4.8 1.1 10.7

Performance and annual returns

Methodology

The iSTOXX Singapore Developed REITs Index is designed to represent the Developed REITs sector in Singapore, which is made up of REITs that derive the majority of their revenues from developed countries. Stocks need to fulfill minimum liquidity and market-capitalization criteria before being added to the index. The constituents are weighted according to free-float market capitalization and reviewed quarterly.


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
Price EUR CH0476829277 ISXSDRP .ISXSDRP
Gross Return EUR CH0476829327 ISXSDRGR .ISXSDRGR
Net Return EUR CH0476829301 ISXSDRR .ISXSDRR
Price SGD CH0476829293 ISXSDRSP .ISXSDRSP
Gross Return SGD CH0476829251 ISXSDRSG .ISXSDRSG
Net Return SGD CH0476829335 ISXSDRSN ISXSDRSN INDEX .ISXSDRSN
Gross Return USD CH0476829269 ISXSDRGV .ISXSDRGV
Net Return USD CH0476829285 ISXSDRV .ISXSDRV
Price USD CH0476829319 ISXSDRL .ISXSDRL

Quick Facts

Weighting based on free float market cap
Cap Factor none
No. of components variable
Review frequency quarterly
Calculation/distribution dayend
Calculation hours 18:00:00 18:00:00
Base value/base date 100 as of Dec. 21, 2012
History 21-12-12
Inception date May. 15, 2019
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

iSTOXX Singapore Developed REITs

Top 10 Components4

Company Supersector Country Weight
CAPTIALAND INT COMM TRUST Real Estate Singapore 21.577%
CAPITALAND ASCENDAS REIT Real Estate Singapore 21.237%
MAPLETREE LOGIST.TRUST Real Estate Singapore 10.515%
MAPLETREE INDUSTIAL TST Real Estate Singapore 10.431%
FRASERS LOGIST & COM Real Estate Singapore 6.674%
MAPLETREE PAN ASIA COMM TRUST Real Estate Singapore 6.360%
CAPITALAND ASCOTT TRUST Real Estate Singapore 5.127%
KEPPEL DC REIT UNIT Real Estate Singapore 5.007%
ESR-LOGOS REIT Real Estate Singapore 4.614%
KEPPEL REIT Real Estate Singapore 4.421%

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.