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STRATEGY INDICES

STOXX Europe 600 Monthly Hedged

Index Description

Key facts

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Europe 600 Monthly Hedged N/A N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Europe 600 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
STOXX Europe 600 Monthly Hedged 4.2 7.8 15.7 30.8 57.4 N/A N/A 16.1 9.5 9.6
STOXX Europe 600 4.2 36.4 15.7 30.8 57.4 N/A N/A 16.1 9.5 9.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe 600 Monthly Hedged N/A N/A 10.0 14.6 17.7 N/A N/A 1.2 0.5 0.5
STOXX Europe 600 N/A N/A 10.0 14.6 17.7 N/A N/A 1.2 0.5 0.5
Index to benchmark Correlation Tracking error (%)
STOXX Europe 600 Monthly Hedged N/A N/A N/A 0.0 -0.1 N/A N/A N/A 19.8 25.3
Index to benchmark Beta Annualized information ratio
STOXX Europe 600 Monthly Hedged N/A N/A N/A 0.0 -0.1 N/A N/A N/A -0.1 -0.1

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

STRATEGY INDICES

STOXX Europe 600 Monthly Hedged

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 Europe 600 Monthly Hedged N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Europe 600 N/A N/A N/A N/A N/A N/A N/A N/A

Methodology

Placeholder5

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0129961386 SXXRHE SXXRHE INDEX .SXXRHE
Price CAD CH0148432021 SXXHCP SXXHCP INDEX nan
Gross Return CAD CH0148455634 SXXHCG SXXHCG INDEX nan
Net Return CAD CH0148461376 SXXHCN SXXHCN INDEX nan
Price EUR CH0148432054 SXXHEP SXXHEP INDEX nan
Gross Return EUR CH0148455667 SXXHEG SXXHEG INDEX nan
Gross Return GBP CH0148455576 SXXHGG SXXHGG INDEX nan
Net Return GBP CH0148457366 SXXHGN SXXHGN INDEX nan
Price GBP CH0148431569 SXXHGP SXXHGP INDEX nan
Gross Return JPY CH0148435545 SXXHJG SXXHJG INDEX nan
Net Return JPY CH0148457358 SXXHJN SXXHJN INDEX nan
Price JPY CH0148431544 SXXHJP SXXHJP INDEX nan
Net Return USD CH0148461343 SXXHUN SXXHUN INDEX nan
Price USD CH0148431957 SXXHUP SXXHUP INDEX nan
Gross Return USD CH0148455592 SXXHUG SXXHUG INDEX nan

Quick Facts

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.

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.