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ISTOXX INDICES

iSTOXX Developed Markets Gold Miners 10 EW

Index Description

The iSTOXX Developed Markets Gold Miners 10 EW Index aims to select the 10 largest gold mining companies from the STOXX Developed Markets Total Market Index. The components are weighted equally.

Key facts

  • Offers exposure to gold
  • Incorporates screening based on ADTV to improve liquidity

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
iSTOXX Developed Markets Gold Miners 10 EW N/A 108.5 10.9 10.8 11.5 10.0 10.6 9.2 37.6
STOXX Global 1800 Industry Basic Materials 2,035.3 1,881.2 16.4 6.8 208.5 1.6 11.1 0.1 2.3

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 Developed Markets Gold Miners 10 EW 18.6 0.9 -1.6 9.1 46.7 N/A N/A -1.7 3.0 8.1
STOXX Global 1800 Industry Basic Materials 5.7 2.8 5.2 11.2 39.3 N/A N/A 5.4 3.7 6.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Developed Markets Gold Miners 10 EW N/A N/A 21.7 24.7 28.5 N/A N/A -0.2 0.1 0.2
STOXX Global 1800 Industry Basic Materials N/A N/A 12.4 15.2 18.1 N/A N/A 0.2 0.1 0.3
Index to benchmark Correlation Tracking error (%)
iSTOXX Developed Markets Gold Miners 10 EW 0.4 0.7 0.5 0.5 0.5 21.3 19.1 18.8 20.8 25.6
Index to benchmark Beta Annualized information ratio
iSTOXX Developed Markets Gold Miners 10 EW 1.4 1.7 0.9 0.9 0.7 7.1 -0.4 -0.4 0.0 0.0

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

iSTOXX Developed Markets Gold Miners 10 EW

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 Developed Markets Gold Miners 10 EW 41.4 23.8 24.4 24.4 1.8 2.2 4.2 44.6
STOXX Global 1800 Industry Basic Materials 23.8 17.1 19.8 19.8 2.1 3.4 1.4 23.5

Performance and annual returns

Methodology

The index universe is the STOXX Developed Markets Total Market Index and only the securi-ties classified under the Gold Mining ICB supersector are eligible for selection. Additionally, 3-month ADTV in EUR exceeding 7,000,000 is required. All remaining companies are ranked based on their free-float market capitalization, and the largest 10 securities are selected to compose the index. The components are weighted equally, and the composition is reviewed quarterly.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1110761694 IXDGM1P IXDGM1P INDEX .IXDGM1P
Net Return EUR CH1110761702 IXDGM1R IXDGM1R INDEX .IXDGM1R
Gross Return EUR CH1110761710 IXDGM1G IXDGM1G INDEX .IXDGM1G
Price USD CH1110761728 IXDGM1L .IXDGM1L
Net Return USD CH1110761736 IXDGM1V .IXDGM1V
Gross Return USD CH1110761744 IXDGM1U .IXDGM1U

Quick Facts

Weighting Equal
Cap Factor N/A
No. of components 10
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 100 as of Dec. 24, 2012
History Available since Dec. 24, 2012
Inception date Apr. 28, 2021
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

ISTOXX INDICES

iSTOXX Developed Markets Gold Miners 10 EW

Top 10 Components4

Company Supersector Country Weight
Kinross Gold Corp. Basic Resources Canada 10.587%
Agnico-Eagle Mines Ltd. Basic Resources Canada 10.265%
ALAMOS GOLD Basic Resources Canada 10.225%
ROYAL GOLD Basic Resources USA 10.168%
EVOLUTION MINING Basic Resources Australia 10.006%
WHEATON PRECIOUS METALS CORP. Basic Resources Canada 9.951%
FRANCO-NEVADA Basic Resources Canada 9.922%
NEWMONT Basic Resources USA 9.862%
Barrick Gold Corp. Basic Resources Canada 9.774%
NORTHERN STAR Basic Resources Australia 9.240%

3Net dividend yield is calculated as net return index return minus price index return

4Based on the composition as of March 29, 2024