Risk Based Indices

GLOBAL
AMERICAS
- All Americas
- North America
- Latin America
- USA
- Canada
- Brazil
- Other Regions
EMEA
- All Europe
- Europe
- Eurozone
- Nordics
- Eastern Europe
- France
- Germany
- Italy
- Spain
- Nigeria
- Switzerland
- UK
- Other Regions
ASIA/PACIFIC
- All Asia
- Asia/Pacific
- Pacific
- East Asia
- ASEAN
- Japan
- Other Regions

FLAGSHIP
- Benchmark
- Blue Chip
- Size
- Industry
- Supersector
- Sector
FACTOR & STRATEGY
THEME
OTHER
- Calculation Products
- Hedged

EMEA
- Eurozone

FLAGSHIP
- Bond
- Reference Rates

Currency Rates
- Spot Rate
- Tomorrow Next Rate

EMEA
- Europe
- Eurozone
- Nordics
- Other regions
GLOBAL
- All Global
- Global Developed
ASIA/PACIFIC
- Japan
- Asia/Pacific
AMERICAS
- USA

FACTOR & STRATEGY
FLAGSHIP
THEME
OTHER
- Specialized
- Hedged

EMEA
- UK

STOXX in the News Press Releases Announcements

THEME
- Liability Driven Investments

Customized Indices

STOXX Customized indices cater to specific client requirements and are not STOXX branded
DAX

STOXX is the marketing agent for all indices of Deutsche Börse AG

Press releases

Stay up to date on key product launches, index reviews and other company news

VIEW PRESS RELEASE

STOXX in the News

Don’t just take it from us: read STOXX-related articles and interviews published by other outlets

VIEW STOXX IN THE NEWS

INDEX UPDATES
Learn about component changes to STOXX indices
DISSEMINATION
View the dissemination schedule of STOXX indices
METHODOLOGY
In-depth information on the methodology for all STOXX indices
SYSTEMS & IT
Planned changes on STOXX Systems & IT

Research Papers PULSE ONLINE Webinars / Videos Monthly Market Updates Conferences & Events

Research Papers

Looking for in-depth analysis and more context? Read our research papers on selected indices

VIEW RESEARCH PAPERS

PULSE ONLINE

Conquer complexity with PULSE ONLINE - bringing you interviews and news stories with a deeper global perspective

VIEW PULSE ONLINE

Webinars / Videos

Learn more about STOXX indices through our webinars

VIEW WEBINARS / VIDEOS

Monthly Market Updates

Our Monthly Market Updates bring you performance figures on industry and country level

VIEW MONTHLY MARKET UPDATES

Conferences & Events

A look into the conferences STOXX attends and the events we host

VIEW CONFERENCES & EVENTS

Methodology Services Data Reports General

RULEBOOKS
WITHHOLDING TAXES
SECTOR CLASSIFICATION ICB
COUNTRY CLASSIFICATION
DISSEMINATION

ACADEMIC DATA
DATA ACCESS PERMISSION
LICENSE AGREEMENT FORM

END OF DAY

COMPOSITION LISTS
INDEX VALUES & DIVISORS
CURRENCY RATES
HISTORICAL COMPONENT CHANGES

PERIODIC REVIEW CALENDAR
SELECTION LISTS
REVIEW REPORTS
MONTHLY DATA

FACTSHEETS
INDEX REGULATIONS
MARKET CONSULTATIONS
TECHNICAL DOCUMENTATION

Data Vendor Codes

Includes official index names, index symbols, calculation period and vendor identifiers. The file also provides a classification of STOXX indices
Exchange-Traded Products

STOXX indices are licensed to about 500 companies globally, as underlyings for ETFs, futures and options and passively managed investment funds
Corporate Actions

Find all corporate actions effective on the current trading day, forecasts of corporate actions, and information on dividends, mergers & acquisitions and an IPO report

Indices >>

STOXX Equity Indices
- By Region
  - GLOBAL
  - AMERICAS
    - All Americas
    - North America
    - Latin America
    - USA
    - Brazil
    - Canada
    - Other Regions
  - EMEA
    - All Europe
    - Europe
    - Eurozone
    - Nordics
    - Eastern Europe
    - France
    - Germany
    - Italy
    - Spain
    - Nigeria
    - Switzerland
    - UK
    - Other Regions
  - ASIA/PACIFIC
    - All Asia
    - Asia/Pacific
    - Pacific
    - East Asia
    - ASEAN
    - Japan
    - Other Regions
- By Type
  - FLAGSHIP
    - Benchmark
    - Blue Chip
    - Size
    - Industry
    - Supersector
    - Sector
  - FACTOR & STRATEGY
  - THEME
  - OTHER
    - Calculation Products
    - Hedged
STOXX Fixed Income Indices
- By Region
  - EMEA
    - Eurozone
- By Type
  - FLAGSHIP
    - Bond
    - Reference Rates
STOXX Currency Indices
- By Type
  - Currency Rates
    - Spot Rate
    - Tomorrow Next Rate
iSTOXX Equity Indices
- By Region
  - EMEA
    - Europe
    - Eurozone
    - Nordics
    - Other Regions
  - GLOBAL
    - All Global
    - Global Developed
  - ASIA/PACIFIC
    - Japan
    - Asia/Pacific
  - AMERICAS
    - USA
- By Type
  - FACTOR & STRATEGY
  - FLAGSHIP
  - THEME
  - OTHER
    - Specialized
    - Hedged
iSTOXX Bond Indices
- By Region
  - EMEA
    - UK
- By Type
  - THEME
    - Liability Driven Investments
Customized IndicesSTOXX Customized indices cater to specific client requirements and are not STOXX branded
DAX STOXX is the marketing agent for all indices of Deutsche Börse AG

News >>

STOXX in the News
- STOXX in the News
  Stay up to date on the latest equity, fixed-income, forex, commodity and business news
  VIEW STOXX in the News
Press Releases
- Press Releases
  The latest news about STOXX
  VIEW PRESS RELEASES
Announcements
- INDEX UPDATES >>
  - Learn about component changes to STOXX indices
- DISSEMINATION >>
  - View the dissemination schedule of STOXX indices
- METHODOLOGY >>
  - In-depth information on the methodology for all STOXX indices
- SYSTEMS & IT >>
  - Planned changes on STOXX Systems & IT

Research >>

Research Paper
- Research Paper
  
  VIEW RESEARCH PAPER
PULSE ONLINE
- PULSE ONLINE
  Conquer complexity with PULSE ONLINE - bringing you interviews and news stories with a deeper global perspective.
  VIEW PULSE ONLINE
Webinars / Videos
- Webinars / Videos
  Learn more about STOXX indices through our webinars
  VIEW WEBINARS / VIDEOS
Monthly Market Updates
- Monthly Market Updates
  
  VIEW MONTHLY MARKET UPDATES
Conferences & Events
- Conferences & Events
  A look into the conferences STOXX attends and the events we host
  VIEW CONFERENCES & EVENTS

Resources >>

Methodology
Services
Data
Reports
- PERIODIC REVIEW CALENDAR >>
  - Periodic reviews about many STOXX indices are published quarterly
- SELECTION LISTS >>
  - Selection lists for STOXX indices are published monthly, quarterly or yearly, according to the index. Access to PDFs is free. Access to Excel files is reserved for STOXX licensees
- REVIEW REPORTS >>
  - Selection lists for STOXX indices are published monthly, quarterly or yearly, according to the index. Access to PDFs is free. Access to Excel files is reserved for STOXX licensees
- MONTHLY DATA >>
  - Monthly reports, published at the start of each month, provide key information on performance, correlations, components and weightings of many STOXX indices
General
Data Vendor CodesIncludes official index names, index symbols, calculation period and vendor identifiers. The file also provides a classification of STOXX indices
Exchange-Traded ProductsSTOXX indices are licensed to about 500 companies globally, as underlying for ETFs, futures and options and passively managed investment funds
Corporate ActionsFind all corporate actions effective on the current trading, forecasts of corporate actions, and information on dividends, mergers & acquisitions and an IPO report

Compare Indices

Reference List ()

Home
Indices
Risk Based Indices

Risk Based Indices

The following information will be shared.

Choose the sharing options:

Add to reference list

This page is Added to Reference List

You can add up to 20 per category, please delete to proceed

This Index/News/Research/Search result is already added

The following page will be added to reference list

Risk Based Indices

Please Login/ Register to add items to your Reference List.

STOXX offers many indices to mitigate risk across for global and regional markets and for several countries. These include the STOXX Risk Control, the STOXX Equal Risk and the STOXX Low Risk Weighted index families.

Select Type

Low Risk Weighted
Risk Control
Select
Sharpe Ratio
Strategy
Volatility

You have exceeded the maximum filter limit of five

Select Region

All Americas
All Asia
All Europe
All Global
Asia/Pacific
Australia
BRIC
Canada
Europe
Eurozone
France
Global Developed
Global Emerging
Hong Kong
Italy
Japan
Latin America
Nordic
Nordics
North America
Pacific
Singapore
Spain
UK
USA

You have exceeded the maximum filter limit of five

EUR (Price)

EURO STOXX 50® Volatility (VSTOXX®)

1Y RETURN

5.44%

1Y VOLATILITY

143.52%

Add Select to compare

Info

Index added to Compare Indices Tool

EUR (Excess Return - NR)

STOXX® Global Select Dividend 100 Risk Control 7.5% RV

1Y RETURN

2.07%

1Y VOLATILITY

7.2%

Add Select to compare

Info

Index added to Compare Indices Tool

STOXX® Europe ESG Leaders Select 30 EUR

1Y RETURN

0.47%

1Y VOLATILITY

10.06%

Add Select to compare

Info

Index added to Compare Indices Tool

STOXX® Europe Select 50 EUR

1Y RETURN

1.25%

1Y VOLATILITY

9.34%

Add Select to compare

Info

Index added to Compare Indices Tool

EURO STOXX® Low Risk Weighted 50

1Y RETURN

5.87%

1Y VOLATILITY

9.11%

Add Select to compare

Info

Index added to Compare Indices Tool

EUR (Price)

EURO STOXX 50® Volatility (VSTOXX® 1 month)

1Y RETURN

N/A

1Y VOLATILITY

N/A

Add Select to compare

Info

Index added to Compare Indices Tool

EUR (Price)

EURO STOXX 50® Volatility-of-volatility (V-VSTOXX)

1Y RETURN

N/A

1Y VOLATILITY

N/A

Add Select to compare

Info

Index added to Compare Indices Tool

STOXX® Europe Diversification Select 50 EUR

1Y RETURN

3.15%

1Y VOLATILITY

9.02%

Add Select to compare

Info

Index added to Compare Indices Tool

STOXX® Global Select 100 EUR

1Y RETURN

2.93%

1Y VOLATILITY

7.32%

Add Select to compare

Info

Index added to Compare Indices Tool