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ISTOXX INDICES

iSTOXX Global Women Leadership Select 30

Index Description

The iSTOXX Global Women Leadership Select 30 Index systematically selects stocks from the STOXX Global 1800 that have a relatively high proportion of women at board level, whilst maximizing overall dividend yield and minimizing overall volatility of the derived index.

Key facts

  • Higher representation of women in leadership roles has become a key topic in recent years as governments and regulators introduce quotas to encourage companies to invest in gender diversity
  • The iSTOXX Global Women Leadership Select 30 Index is among the first of its kind to incorporate the Women in Leadership theme with high dividend and low volatility, creating a tradable index with this theme
  • Gender diversity at board level has shown to produce improved corporate performance and governance

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 Global Women Leadership Select 30 N/A 1.0 0.0 0.0 0.0 0.0 4.5 2.7 137.5
STOXX Global 1800 66,571.2 60,763.2 33.7 11.1 2,895.3 1.1 4.8 0.0 2.9

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 Global Women Leadership Select 30 5.5 5.9 8.7 15.0 -1.9 N/A N/A 8.9 4.8 -0.4
STOXX Global 1800 3.4 11.4 26.1 39.5 86.3 N/A N/A 26.8 11.9 13.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global Women Leadership Select 30 N/A N/A 9.2 10.8 15.7 N/A N/A 0.6 0.3 -0.1
STOXX Global 1800 N/A N/A 9.8 13.7 17.3 N/A N/A 2.2 0.7 0.7
Index to benchmark Correlation Tracking error (%)
iSTOXX Global Women Leadership Select 30 0.2 0.2 0.5 0.5 0.7 9.6 10.7 9.9 12.2 12.6
Index to benchmark Beta Annualized information ratio
iSTOXX Global Women Leadership Select 30 0.1 0.1 0.4 0.4 0.6 2.7 -2.0 -1.6 -0.6 -1.1

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

2Based on EURIBOR1M

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

ISTOXX INDICES

iSTOXX Global Women Leadership Select 30

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 Global Women Leadership Select 30 16.1 11.3 11.8 11.8 1.5 7.2 1.3 16.8
STOXX Global 1800 23.7 19.4 21.8 21.8 3.2 2.6 2.2 2.3

Performance and annual returns

Methodology

The iSTOXX Global Women Leadership Select 30 Index aims to select from the STOXX Global 1800, 30 constituents that display a relatively high proportion of women at board level, in addition to high dividend and low volatility. The components are weighted according to the inverse of volatility, subject to a 10% cap at component level. The composition is reviewed on a quarterly basis.

The detailed methodology including the calculation formula can be found in our rulebook:
http://www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0349605201 SXGWOMR .SXGWOMR
Gross Return EUR CH0349605185 SXGWOMGR SXGWOMGR INDEX .SXGWOMGR
Price EUR CH0349605219 SXGWOMP SXGWOMP INDEX .SXGWOMP
Net Return USD CH0349605169 SXGWOMV .SXGWOMV
Price USD CH0349605136 SXGWOML SXGWOML INDEX .SXGWOML
Gross Return USD CH0349605227 SXGWOMGV .SXGWOMGV

Quick Facts

Weighting Volatility weighted
Cap Factor 10%
No. of components 30
Review frequency Quarterly
Calculation/distribution Price: real-time (every 15 seconds); Net Return and Gross Return: end-of-day
Calculation hours Please see data vendor codes sheet on www.stoxx.com/datavendorcodes
Base value/base date 100 as of Mar. 22, 2004
History Available from Mar. 22, 2004
Inception date Dec. 23, 2016
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 Global Women Leadership Select 30

Top 10 Components4

Company Supersector Country Weight
ORANGE Telecommunications France 4.467%
TELSTRA GROUP Telecommunications Australia 4.160%
RUBIS Retail France 4.158%
Redeia Corporacion Utilities Spain 4.034%
FREENET Telecommunications Germany 3.905%
ENGIE Utilities France 3.762%
IMPERIAL BRANDS Food, Beverage and Tobacco UK 3.569%
Bank of Nova Scotia Banks Canada 3.521%
ENEL Utilities Italy 3.520%
Enbridge Inc. Energy Canada 3.502%

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.