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STRATEGY INDICES

STOXX Global Infrastructure Select 30 USD

Index Description

The STOXX Global Infrastructure Select 30 Indices aim at selecting 30 low volatility and high dividend stocks from a pool of infrastructure stocks defined as a blend of three STOXX infrastructure indices: the STOXX Global Broad Infrastructure, the STOXX Global Extended Infrastructure 100 and the STOXX Global Infrastructure Suppliers 50 indices.

Key facts

  • Balanced approach between the different screenings
  • Low volatility anomaly: stocks with low volatility perform better
  • High dividend screening to generate returns
  • Attractive structured product pricing that benefits both the issuer and the final client
  • Attractive theme (Infrastructure)

Descriptive Statistics

Index Market Cap (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Global Infrastructure Select 30 USD N/A 1.1 0.0 0.0 0.1 0.0 5.1 2.6 109.3
STOXX Global Total Market 94,154.5 79,797.1 7.0 0.7 3,074.3 0.0 3.9 0.0 2.6

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
STOXX Global Infrastructure Select 30 USD -0.5 -2.0 3.3 10.7 16.2 N/A N/A 3.3 3.5 3.1
STOXX Global Total Market 4.1 4.6 23.2 23.0 67.2 N/A N/A 23.5 7.2 10.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Infrastructure Select 30 USD N/A N/A 9.8 10.6 15.7 N/A N/A -0.1 0.2 0.2
STOXX Global Total Market N/A N/A 10.6 14.5 17.4 N/A N/A 1.6 0.4 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Global Infrastructure Select 30 USD 0.3 0.3 0.6 0.6 0.8 12.1 10.7 9.5 11.5 11.2
Index to benchmark Beta Annualized information ratio
STOXX Global Infrastructure Select 30 USD 0.3 0.3 0.5 0.5 0.7 -4.7 -3.8 -1.9 -0.4 -0.7

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

2Based on EURIBOR1M

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

STRATEGY INDICES

STOXX Global Infrastructure Select 30 USD

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
STOXX Global Infrastructure Select 30 USD 19.7 15.2 16.7 16.7 2.0 5.0 1.5 22.1
STOXX Global Total Market 22.4 17.2 19.0 19.0 2.7 2.6 1.6 27.9

Performance and annual returns