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BENCHMARK INDICES

STOXX World AC

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Index Description

The STOXX World AC Index is a broad market cap weighted index designed to represent the performance of the large and mid cap companies from developed and emerging markets covering approximately 85% of investable market capitalization. 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.

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 (GBP bn) Components (GBP bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX World AC 78,648.5 60,746.4 16.1 2.6 2,671.7 0.0 4.4 0.0 3.0
N/A N/A N/A N/A N/A N/A N/A N/A N/A

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 World AC 1.9 15.0 25.3 24.2 68.9 N/A N/A 25.1 7.5 11.0
N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX World AC N/A N/A 10.1 13.4 16.2 N/A N/A 1.9 0.4 0.5
N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
Index to benchmark Correlation Tracking error (%)
STOXX World AC N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
Index to benchmark Beta Annualized information ratio
STOXX World AC N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A

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

2Based on EURIBOR1M

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

BENCHMARK INDICES

STOXX World AC

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 World AC 22.8 19.9 21.2 21.2 3.2 1.9 2.0 22.3
N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The STOXX World AC Index is a broad market cap weighted index designed to represent the performance of the large and mid cap companies from developed and emerging markets covering approximately 85% of investable market capitalization. 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.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price AUD CH1169654303 SWPAA .SWPAA
Gross Return AUD CH1169654329 SWGAU .SWGAU
Net Return AUD CH1169654311 SWRAU .SWRAU
Net Return CAD CH1169654378 SWRCA .SWRCA
Gross Return CAD CH1169654386 SWGCA .SWGCA
Price CAD CH1169654360 SWPCA .SWPCA
Net Return CHF CH1169654345 SWRCH .SWRCH
Price CHF CH1169654337 SWPCH .SWPCH
Gross Return CHF CH1169654352 SWGCH .SWGCH
Gross Return EUR CH1169654204 SWGR .SWGR
Price EUR CH1169654188 SWP .SWP
Net Return EUR CH1169654196 SWR .SWR
Net Return GBP CH1169654287 SWHB SWHB1 INDEX .SWHB
Price GBP CH1169654279 SWPGB .SWPGB
Gross Return GBP CH1169654295 SWGHB SWGHB INDEX .SWGHB
Gross Return JPY CH1169654261 SWJG .SWJG
Price JPY CH1169654246 SWJP .SWJP
Net Return JPY CH1169654253 SWJR .SWJR
Price USD CH1169654212 SWL .SWL
Gross Return USD CH1169654238 SWGV SWGV INDEX .SWGV
Net Return USD CH1169654220 SWV SWV INDEX .SWV

Quick Facts

Weighting Free-float market capitalization
No. of components Variable
Review frequency Semi-annually
Calculation/distribution Realtime 15sec
Calculation hours 00:00:00 22:15:00
Base value/base date 1000 as of March. 21, 1997
History Available from March. 21, 1997
Inception date July. 25, 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
Apple Inc. Technology USA 4.398%
NVIDIA Corp. Technology USA 4.182%
Microsoft Corp. Technology USA 3.867%
Amazon.com Inc. Retail USA 2.284%
META PLATFORMS CLASS A Technology USA 1.588%
ALPHABET INC. CL A Technology USA 1.284%
ALPHABET CLASS C Technology USA 1.235%
BROADCOM Technology USA 1.012%
TSMC Technology Taiwan 1.000%
Eli Lilly & Co. Health Care USA 0.907%

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

4Based on the composition as of October 31, 2024

BENCHMARK INDICES

STOXX World AC

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.