NXS High Dividend Europe Equity Index

Performance & Volatility

	Intraday	1m	3m	ytd	1y	3y	5y
Performance accumulate	0.15%	2.29%	9.62%	n/a	33.65%	4.21%	31.83%
Volatilita'	n/a	n/a	10.98%	12.27%	21.51%	22.16%	19.39%

	Performance accumulate	Volatilita'
Intraday	0.15%	n/a
1m	2.29%	n/a
3m	9.62%	10.98%
ytd	n/a	12.27%
1y	33.65%	21.51%
3y	4.21%	22.16%
5y	31.83%	19.39%

Last valuation date: 26/05/2021

Rischio/Rendimento: 03/01/2002

Rendimento annualizzato	Volatilita'	Rapporto di Informazioni	Max Drawdown
6.41%	19.59%	0.33	-50.17%

Rendimento annualizzato	6.41%
Volatilita'	19.59%
Rapporto di Informazioni	0.33
Max Drawdown	-50.17%

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All information for an index prior to its Inception Date is back-tested, based on the methodology that was in effect on the Inception Date. Back-tested performance, which is hypothetical and not actual performance, is subject to inherent limitations because it reflects application of an Index methodology and selection of index constituents in hindsight. No theoretical approach can take into account all of the factors in the markets in general and the impact of decisions that might have been made during the actual operation of an index. Actual returns may differ from, and be lower than, back-tested returns.

The key elements of the index methodology are available upon demand.

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Extraordinary Events related to the cancellation of dividend payments

Principali caratteristiche

Index level

1,421.93

Strategy

To be included in the NXS High Dividend Europe Equity index, a stock must:
– be part of the STOXX® 600 Europe index;
– have a market capitalisation of over €1.5bn;
– show average liquidity over the preceding 6 months of over €15m a day in volume.

Among all the equities meeting those first criteria, 30 are chosen based on their relatively low level of volatility over the past year.
The selection is set according to the ICB sector classification. If for a given sector, there are less than 30 stocks, then all the stocks of the sector meeting these criteria are included.

Of the remaining stocks the 50 ones with the highest dividends are chosen. They will all satisfy the following sector diversification criteria: each of the 10 sectors is represented by at least one stock and by no more than 7 stocks.

Index Rationale

With a selection of companies paying high dividends, the aim is to offer a portfolio combining performance and low volatility. With this process, the selection relates to companies with high dividends.

Companies that regularly pay high dividends are generally in sound financial health. These groups are defensive and operate in non-cyclical sectors.

Moreover, academic research has shown a close correlation between dividend growth and the market performance of a stock. Also, the historical performance of a dividend index can be substantially improved by adding filters for low-volatility components. Furthermore, the strategy aims to correct the disadvantages stemming from the sector bias that is generally present in highdividend indices.

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