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BENCHMARK INDICES

STOXX Europe Total Market

Index Description

The STOXX Total Market Indices (TMI) cover 95% of the free-float market cap of the relevant investable stock universe by region or country. The STOXX Global TMI serves as the basis for all regional and country TMI indices. All TMI indices offer exposure to global equity markets with the broadest diversification within the STOXX equity universe in terms of regions, currencies and sectors.

Key facts

  • With 95% coverage of the free-float market cap of the relevant investable stock universe per region, the index forms a unique benchmark for a truly global investment approach

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 Europe Total Market 16,198.4 12,413.5 6.6 0.9 356.2 0.0 2.9 0.0 3.1
STOXX Global Total Market 101,728.8 87,074.1 7.1 0.6 3,434.8 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 Europe Total Market -6.0 6.5 23.7 8.2 42.6 N/A N/A 24.0 2.7 7.4
STOXX Global Total Market -2.2 15.4 33.1 17.6 71.0 N/A N/A 33.5 5.6 11.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe Total Market N/A N/A 12.9 18.8 20.6 N/A N/A 1.8 0.1 0.3
STOXX Global Total Market N/A N/A 10.7 14.6 17.4 N/A N/A 2.7 0.3 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Europe Total Market 0.8 0.7 0.7 0.7 0.8 6.2 9.6 9.8 13.1 13.1
Index to benchmark Beta Annualized information ratio
STOXX Europe Total Market 0.9 0.8 0.8 0.9 0.9 -7.2 -1.0 -0.8 -0.2 -0.3

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of October 31, 2024

BENCHMARK INDICES

STOXX Europe Total Market

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 Total Market -0.4 14.5 14.2 14.2 2.0 4.0 1.2 14.7
STOXX Global Total Market -0.7 19.9 20.1 20.1 3.0 2.6 1.8 17.1

Performance and annual returns

Methodology

The STOXX Global TMI Index comprises all shares of the eligible STOXX universe. The other regional TMI indices consist of components of the relevant Total Market Country indices. The detailed methodology including the calculation formula can be found in our rulebook: www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0009119717 BKXP BKXP INDEX .BKXP
Net Return EUR CH0009119766 BKXR BKXR INDEX .BKXR
Price USD CH0009119758 BKXL BKXL INDEX .BKXL
Net Return USD CH0009119782 BKXV BKXV INDEX .BKXV
Gross Return EUR CH0147787573 BKXGR
Gross Return USD CH0147790130 BKXGV

Quick Facts

Weighting Free-float market cap
Cap Factor No
No. of components Variable
Review frequency Quarterly (Mar., Jun., Sep., Dec.)
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

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.

BENCHMARK INDICES

STOXX Europe Total Market

Top 10 Components4

Company Supersector Country Weight
NOVO NORDISK B Health Care Denmark 2.869%
ASML HLDG Technology Netherlands 2.171%
NESTLE Food, Beverage and Tobacco Switzerland 1.991%
SAP Technology Germany 1.917%
ASTRAZENECA Health Care UK 1.773%
NOVARTIS Health Care Switzerland 1.757%
ROCHE HLDG P Health Care Switzerland 1.753%
SHELL Energy UK 1.688%
LVMH MOET HENNESSY Consumer Products and Services France 1.363%
HSBC Banks UK 1.357%

3Net dividend yield is calculated as net return index return minus price index return

4Based on the composition as of October 31, 2024

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.