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THEME INDICES

STOXX Global Lithium Miners and Producers

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Index Description

The STOXX Global Lithium Miners and Producers Index is comprised of companies with high exposure to the lithium industry through lithium miners and compounds manufacturers. Revere (RBICS) Focus, and Revenue datasets allow detailed breakdown of the revenue sources of the eligible companies, helping this index to select companies with substantial exposure to the lithium industry.

Key facts

  • Index provides targeted exposure to the lithium mining industry
  • Based on Factset Revere (RBICS) Focus and Revenue data sets
  • Inclusion of size and liquidity filters to ensure replicability of the index

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 Lithium Miners and Producers N/A 1,196.7 38.6 27.7 102.0 7.1 8.5 0.6 49.8
STOXX World AC All Cap 116,149.8 88,279.3 6.1 0.4 3,434.8 0.0 3.9 0.0 3.2

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 Lithium Miners and Producers -0.6 -33.2 -25.7 -59.9 159.7 N/A N/A -25.7 -26.2 21.0
STOXX World AC All Cap -2.3 15.1 32.3 14.3 64.8 N/A N/A 32.1 4.5 10.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Lithium Miners and Producers N/A N/A 33.3 33.7 35.6 N/A N/A -1.3 -1.0 0.4
STOXX World AC All Cap N/A N/A 10.5 14.5 17.3 N/A N/A 2.6 0.2 0.5
Index to benchmark Correlation Tracking error (%)
STOXX Global Lithium Miners and Producers 0.1 0.5 0.5 0.5 0.5 29.9 29.7 29.6 28.7 29.9
Index to benchmark Beta Annualized information ratio
STOXX Global Lithium Miners and Producers 0.2 1.5 1.5 1.2 1.1 0.6 -2.2 -1.9 -1.2 0.3

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

2Based on EURIBOR1M

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

THEME INDICES

STOXX Global Lithium Miners and Producers

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 Lithium Miners and Producers 23.1 -100.0 11.7 11.7 1.4 0.7 2.3 0.2
STOXX World AC All Cap -0.7 20.0 20.4 20.4 3.0 2.6 1.8 17.6

Performance and annual returns

Methodology

The parent index of the STOXX Global Lithium Miners and Producers Index is the STOXX Global Lithium Universe index. A set of country, size and liquidity screens are applied on the STOXX Global Lithium Miners and Producers Index to capture liquid companies from developed and emerging countries.
Companies that derive more than 50% of their most recent total annual revenue from sectors linked to lithium mining and manufacturing are selected. If there are fewer than 50 companies, companies with revenue exposure equal to or over 25% but less than 50% from relevant sectors are ranked by their revenue exposure and selected from the highest to the lowest revenue exposure until there are 50 stocks in the index.
The index is price-weighted with weighting factors based on free-float market capitalization with group and concentration capping, and its composition is reviewed annually in September.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1213354694 STXLIMEP .STXLIMEP
Gross Return EUR CH1213354702 STXLIMEG .STXLIMEG
Net Return EUR CH1213354710 STXLIMER .STXLIMER
Gross Return USD CH1213354793 STXLIMEZ STXLIMEZ INDEX .STXLIMEZ
Price USD CH1213354785 STXLIMEL STXLIMEL INDEX .STXLIMEL
Net Return USD CH1213354801 STXLIMEV STXLIMEV INDEX .STXLIMEV

Quick Facts

Weighting Price weighted
Cap Factor N/A
No. of components Variable
Review frequency Annually
Calculation/distribution Realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 1000 as of September. 18, 2017
History Available from Sep. 18, 2017
Inception date February. 14, 2023
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
Arcadium Lithium plc Chemicals USA 8.525%
ALBEMARLE Chemicals USA 7.155%
SOCIEDAD QUIMICA Y MIN. CH ADR Chemicals Chile 6.708%
PILBARA MINERALS Basic Resources Australia 6.475%
POSCO FUTURE M Basic Resources South Korea 6.221%
LITHIUM AMERICAS (NYS) Basic Resources USA 6.211%
MINERAL RESOURCES Basic Resources Australia 5.673%
SIGMA LITHIUM Basic Resources USA 4.997%
LITHIUM AMERICAS (ARGENTINA) Basic Resources USA 4.902%
LIONTOWN RESOURCES Basic Resources Australia 4.247%

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

4Based on the composition as of October 31, 2024

THEME INDICES

STOXX Global Lithium Miners and Producers

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.

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.