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THEME INDICES
STOXX Global Lithium Universe
Index Description
The STOXX Global Lithium Universe index is comprised of companies with exposure to the lithium mining industry. The exposure screening uses Revere (RBICS) Focus and Revenue datasets that allow detailed breakdown of the revenue sources of the eligible companies.
Key facts
- Index provides exposure to the lithium mining industry
- Based on Factset Revere (RBICS) Focus and Revenue data sets
- Weighted by free-float market cap
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 Universe | 285.9 | 190.3 | 1.6 | 0.5 | 67.7 | 0.0 | 35.6 | 0.0 | 16.4 |
STOXX World AC All Cap | 110,573.3 | 86,137.2 | 6.3 | 0.5 | 3,230.8 | 0.0 | 3.8 | 0.0 | 2.9 |
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 Universe | -0.3 | -21.3 | -40.6 | N/A | N/A | N/A | N/A | -40.5 | N/A | N/A |
STOXX World AC All Cap | 2.1 | 12.9 | 16.9 | 16.8 | 68.8 | N/A | N/A | 16.8 | 5.3 | 11.0 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
STOXX Global Lithium Universe | N/A | N/A | 24.7 | 25.1 | 25.1 | N/A | N/A | -2.3 | -1.6 | -1.6 |
STOXX World AC All Cap | N/A | N/A | 9.9 | 14.3 | 17.3 | N/A | N/A | 1.2 | 0.2 | 0.5 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
STOXX Global Lithium Universe | 0.3 | 0.3 | 0.3 | 0.3 | 0.3 | 21.5 | 25.1 | 23.3 | 24.0 | 24.0 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
STOXX Global Lithium Universe | 0.7 | 0.8 | 0.8 | 0.5 | 0.3 | -1.3 | -2.5 | -2.9 | -2.2 | -2.2 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(USD, Gross Return), all data as of July 31, 2024
THEME INDICES
STOXX Global Lithium Universe
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 Universe | 20.0 | 19.5 | 12.5 | 12.5 | 1.7 | 1.3 | 1.2 | 18.0 |
STOXX World AC All Cap | -0.7 | 19.0 | 20.8 | 20.8 | 2.9 | 2.3 | 0.8 | 24.6 |
Performance and annual returns
Methodology
The parent index of the STOXX Global Lithium Universe Index is the STOXX World AC All Cap. A set of country, size and liquidity screens are applied on the STOXX Global Lithium Universe Index to capture liquid companies from developed and emerging countries.
The selected stocks are further limited to those that have one of the following characteristics: RBICS L6 Focus of Lithium Ore Mining; RBICS L6 Focus of Lithium Compounds Manufacturing; revenue exposure from RBICS L6 subindustries of Lithium Ore Mining or Lithium Compounds Manufacturing greater or equal to 0.
The index is weighted by free-float market capitalization.
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Price EUR | CH1213354660 | STXLITHP | .STXLITHP | |
Net Return EUR | CH1213354686 | STXLITHR | .STXLITHR | |
Gross Return EUR | CH1213354678 | STXLITHG | .STXLITHG | |
Gross Return USD | CH1213354827 | STXLITHZ | .STXLITHZ | |
Net Return USD | CH1213354835 | STXLITHV | .STXLITHV | |
Price USD | CH1213354819 | STXLITHL | .STXLITHL |
Quick Facts
Weighting | Free-Float Market Capitalization |
Cap Factor | N/A |
No. of components | Variable |
Review frequency | Annually |
Calculation/distribution | Realtime 15 sec |
Calculation hours | 00:00:00 22:15:04 |
Base value/base date | 1000 as of September. 19, 2022 |
History | Available from Sep. 19, 2022 |
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. |
THEME INDICES
STOXX Global Lithium Universe
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
CONTEMPORARY AMPEREX TEC (CCS) | Industrial Goods and Services | China | 35.560% |
ALBEMARLE | Chemicals | USA | 5.777% |
Sekisui Chemical Co. Ltd. | Consumer Products and Services | Japan | 3.347% |
MINERAL RESOURCES | Basic Resources | Australia | 3.232% |
PILBARA MINERALS | Basic Resources | Australia | 2.853% |
ZHEJIANG HUAYOU COB.'A' (CCS) | Basic Resources | China | 2.288% |
TIANQI LITH.INDS.'A' (CCS) | Chemicals | China | 2.257% |
Ganfeng Lithium 'A' (CCS) | Basic Resources | China | 2.237% |
JOHNSON MATTHEY | Chemicals | UK | 2.030% |
LB GROUP 'A' (CCS) | Chemicals | China | 1.960% |
3Net dividend yield is calculated as net return index return minus price index return
4Based on the composition as of July 31, 2024