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Index Description

The STOXX Brazil All Cap Index is a broad market cap weighted index designed to represent the performance of the All Cap companies from Brazil. STOXX Brazil All Cap 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, mid and small 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 Brazil All Cap 613.3 343.7 2.6 0.7 35.4 0.0 10.3 0.0 3.3
STOXX Emerging Markets All Cap 28,593.0 9,475.7 1.3 0.2 744.6 0.0 7.9 0.0 8.1

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 Brazil All Cap -5.4 -23.0 -17.3 18.2 -15.3 N/A N/A -17.3 5.7 -3.3
STOXX Emerging Markets All Cap -3.1 8.2 12.5 -1.5 22.5 N/A N/A 12.5 -0.5 4.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Brazil All Cap N/A N/A 20.5 27.0 34.9 N/A N/A -1.1 0.1 -0.1
STOXX Emerging Markets All Cap N/A N/A 12.7 15.6 17.4 N/A N/A 0.6 -0.2 0.1
Index to benchmark Correlation Tracking error (%)
STOXX Brazil All Cap 0.2 0.4 0.4 0.4 0.5 27.9 19.2 19.4 25.5 29.9
Index to benchmark Beta Annualized information ratio
STOXX Brazil All Cap 0.6 0.7 0.6 0.7 1.0 -1.1 -2.0 -1.6 0.2 -0.2

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

2Based on EURIBOR1M

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

BENCHMARK INDICES

STOXX Brazil All Cap

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 Brazil All Cap 6.6 8.4 5.8 5.8 2.0 4.5 0.7 7.0
STOXX Emerging Markets All Cap 15.9 13.8 13.8 13.8 1.7 2.7 0.9 18.1

Performance and annual returns

Methodology

The STOXX Brazil All Cap Index is a broad market cap weighted index designed to represent the performance of the All Cap companies from Brazil. STOXX Brazil All Cap 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
Gross Return EUR CH1169660763 SWBRACGR .SWBRACGR
Price EUR CH1169660771 SWBRACP .SWBRACP
Net Return EUR CH1169660755 SWBRACR .SWBRACR
Price USD CH1169660748 SWBRACL .SWBRACL
Net Return USD CH1169660722 SWBRACV .SWBRACV
Gross Return USD CH1169660730 SWBRACGV .SWBRACGV

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
Vale SA Basic Resources Brazil 10.293%
PETROLEO BRASILEIRO S.A. -PREF Energy Brazil 8.911%
ITAU UNIBANCO HOLDING SA -PREF Banks Brazil 7.697%
Petroleo Brasileiro SA Energy Brazil 7.687%
Weg SA Industrial Goods and Services Brazil 3.907%
BANCO BRADESCO SA - PREF Banks Brazil 3.269%
AMBEV Food, Beverage and Tobacco Brazil 2.741%
ITAUSA - PREF Financial Services Brazil 2.649%
CIA DE SANEAMENTO BASICO SP Utilities Brazil 2.539%
B3 SA - Brasil Bolsa Balcao Financial Services Brazil 2.502%

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

4Based on the composition as of November 29, 2024