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STOXX Launches Euro STOXX 50 Multi-Asset Indices That Blend Equities And Bonds

Date 24/05/2016

STOXX Ltd., the operator of Deutsche Boerse Group’s index business, and a global provider of innovative and tradable index concepts, today launched the EURO STOXX 50 Multi-Asset Indices that combine the core asset classes equity and fixed income. The indices replicate a hypothetical portfolio which tracks the performance of the EURO STOXX 50 Index and the EURO STOXX 50 Corporate Bond Index, thus creating multi-asset index concepts with pre-defined equity and bond exposure levels.

“The launch of the EURO STOXX 50 Multi-Asset Indices marks an important milestone for STOXX, as these are the first indices in the STOXX offering which provide market participants with a highly liquid solution for diversification over two complementary asset classes: core equities and fixed income within the EURO STOXX 50 universe,” said Matteo Andreetto, chief executive officer, STOXX Limited. “By offering indices with built-in exposure levels to equity and fixed income, these indices offer the possibility to construct portfolios according to individual risk preferences, as well as various macroeconomic factors.”

The methodology used for the index construction is straightforward, transparent and rules-based. This makes the concept fully accessible and coherent for investors, while allowing the indices to serve as an underlying for exchange-traded funds and derivatives. The EURO STOXX 50 Multi-Asset Indices combine the performance of two indices - EURO STOXX 50 and EURO STOXX 50 Corporate Bond Indices, following a model with pre-defined exposure levels to the parent benchmarks. The indices are rebalanced on a quarterly basis at the last trading day of March, June, September and December. All indices are available in price and total return version and are calculated in euro.

In addition to the EURO STOXX 50 Multi-Asset Indices, STOXX introduced currency hedged and unhedged index versions for the EURO STOXX 50 Corporate Bond Index. They are available in USD, JPY, GBP and CHF.

Please see the tables below for a full list of available indices:

EURO STOXX 50 Multi-Asset High Growth

weight

EURO STOXX 50 Corporate Bond Index

20%

EURO STOXX 50 Equity Index

80%

EURO STOXX 50 Multi-Asset Growth

weight

EURO STOXX 50 Corporate Bond Index

40%

EURO STOXX 50 Equity Index

60%

EURO STOXX 50 Multi-Asset Balanced

weight

EURO STOXX 50 Corporate Bond Index

50%

EURO STOXX 50 Equity Index

50%

EURO STOXX 50 Multi-Asset Stability

weight

EURO STOXX 50 Corporate Bond Index

60%

EURO STOXX 50 Equity Index

40%

EURO STOXX 50 Multi-Asset High Stability

weight

EURO STOXX 50 Corporate Bond Index

80%

EURO STOXX 50 Equity Index

20%

 

Please visit www.stoxx.com for further information.