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Index Description

The STOXX Australia Index is a broad market cap weighted index designed to represent the performance of the Large and Mid Cap companies from Australia covering approximately 85% of investable market capitalization. STOXX Australia Index is suitable for global investment products which include funds, exchange traded funds, and derivatives and can also be used for further building block approach strategies when appropriate. It follows a robust and modular framework which enables investors to utilize this index for a variety of investment objectives whilst using a consistent approach. It is derived from STOXX World Equity Index series and its countries follow the STOXX World Country Classification Framework.

Key facts

  • Broad, yet liquid coverage of Large and Mid cap companies that supports clients' global investment decisions whilst avoiding home biases.
  • A consistent and transparent methodology which fully embraces global standards of governance.
  • Can serve as a basis for numerous derived strategies.
  • Constructed using STOXX World Methodology.
  • Its countries follow the STOXX World Country classification framework.

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 Australia 1,483.2 1,371.7 18.5 7.2 172.9 1.9 12.6 0.1 1.4
STOXX Developed World 79,430.6 72,541.8 45.4 14.7 3,608.4 0.2 5.0 0.0 2.5

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 Australia 3.3 10.1 21.5 25.0 45.2 N/A N/A 21.5 7.7 7.7
STOXX Developed World 4.4 21.5 27.5 27.5 77.4 N/A N/A 27.5 8.4 12.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Australia N/A N/A 15.5 19.2 23.1 N/A N/A 1.1 0.3 0.3
STOXX Developed World N/A N/A 10.6 15.2 18.1 N/A N/A 2.0 0.4 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Australia 0.2 0.5 0.4 0.5 0.6 15.2 14.1 14.3 18.1 19.6
Index to benchmark Beta Annualized information ratio
STOXX Australia 0.3 0.6 0.7 0.6 0.7 -0.9 -0.8 -0.4 -0.1 -0.3

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

2Based on EURIBOR1M

(USD, Net Return), all data as of November 29, 2024

BENCHMARK INDICES

STOXX Australia

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 Australia 23.9 19.0 21.3 21.3 2.5 4.3 1.9 5.1
STOXX Developed World 26.0 21.4 24.1 24.1 3.7 1.8 2.4 23.7

Performance and annual returns

Methodology

The STOXX Australia Index is a broad market cap weighted index designed to represent the performance of the Large and Mid Cap companies from Australia covering approximately 85% of investable market capitalization. STOXX Australia Index is suitable for global investment products which include funds, exchange traded funds, and derivatives and can also be used for further building block approach strategies when appropriate. It follows a robust and modular framework which enables investors to utilize this index for a variety of investment objectives whilst using a consistent approach. It is derived from STOXX World Equity Index series and its countries follow the STOXX World Country Classification Framework.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1213332047 SWAUP .SWAUP
Net Return EUR CH1213332021 SWAUR .SWAUR
Gross Return EUR CH1213332039 SWAUGR .SWAUGR
Net Return USD CH1213331999 SWAUV SWAUV INDEX .SWAUV
Price USD CH1213332013 SWAUL .SWAUL
Gross Return USD CH1213332005 SWAUGV .SWAUGV

Quick Facts

Weighting Free-float market capitalization
Cap Factor N/A
No. of components Variable
Review frequency Semi Annual
Calculation/distribution Realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 1000 as of September. 24, 2001
History Available from Sep. 24, 2001
Inception date November. 16, 2022
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
Commonwealth Bank of Australia Banks Australia 12.605%
BHP GROUP LTD. Basic Resources Australia 9.772%
CSL Ltd. Health Care Australia 6.477%
National Australia Bank Ltd. Banks Australia 5.726%
Westpac Banking Corp. Banks Australia 5.470%
ANZ GROUP Banks Australia 4.427%
Macquarie Group Ltd. Financial Services Australia 3.881%
Wesfarmers Ltd. Retail Australia 3.871%
Goodman Group Real Estate Australia 3.155%
WOODSIDE ENERGY GROUP Energy Australia 2.210%

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

4Based on the composition as of November 29, 2024