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THEME INDICES

STOXX Global Broad Infrastructure

Index Description

The STOXX Global Broad Infrastructure Index is derived from the STOXX Developed and Emerging Markets Total Market Index (TMI) and offers a diversified representation of companies that generate more than 50% of their revenue from selected infrastructure sectors. STOXX partnered with Revere Data, which defines 17 subsectors for the infrastructure industry. These 17 subsectors are rolled into five supersectors - Communications, Energy, Government Outsourcing/Social, Transportation and Utilities.

Key facts

  • Infrastructure companies display a lower sensitivity to market cycles compared to the broader equity market, thereby mitigating their losses in bear markets
  • Companies display significantly lower cash flow and operating income variability compared to the broader equity market, indicating that infrastructure companies are subject to lower business risk
  • A cap factor is applied not only at the component level (5%) to ensure that no company can dominate the index, but also on supersector (30%) and country (40%) levels to ensure a high level of diversification
  • Identification of the index universe is performed by an external independent party, Revere Data, LLC (San Francisco, USA), to guarantee transparent and independent stock selection

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 Global Broad Infrastructure 2,385.8 1,954.4 11.2 4.7 77.3 0.0 4.0 0.0 9.9
STOXX Global 1800 76,229.3 69,882.4 38.8 12.2 3,331.4 1.3 4.8 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 Global Broad Infrastructure 3.8 10.5 17.7 8.9 33.2 N/A N/A 17.7 2.9 5.9
STOXX Global 1800 2.8 17.0 25.0 22.8 87.2 N/A N/A 25.4 7.1 13.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Broad Infrastructure N/A N/A 10.4 12.2 15.4 N/A N/A 1.2 0.1 0.3
STOXX Global 1800 N/A N/A 11.1 15.2 18.0 N/A N/A 1.7 0.3 0.7
Index to benchmark Correlation Tracking error (%)
STOXX Global Broad Infrastructure 0.8 0.6 0.7 0.8 0.9 11.8 9.4 8.8 9.2 8.5
Index to benchmark Beta Annualized information ratio
STOXX Global Broad Infrastructure 0.5 0.5 0.6 0.6 0.8 0.9 -0.9 -0.7 -0.5 -0.8

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of August 30, 2024

THEME INDICES

STOXX Global Broad Infrastructure

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 Global Broad Infrastructure 19.7 17.2 18.9 18.9 2.2 4.1 1.9 6.6
STOXX Global 1800 24.8 20.1 22.8 22.8 3.3 2.4 2.2 17.2

Performance and annual returns