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BENCHMARK INDICES

STOXX Canada 240

Index Description

STOXX global benchmark indices provide a broad yet liquid representation of different regions and countries. The indices are derived from their respective Total Market Index (TMI). They are weighted according to free-float market cap and cover about 95% of the free-float market cap of the relevant region or country.

Key facts

  • Broad and liquid benchmarks for market regions and countries worldwide
  • Broad number of components
  • Serve as benchmarks for their respective regions/actively managed funds
  • Serve as an underlying for a variety of financial products, are used for academic research and receive wide media coverage

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Canada 240 2,466.3 2,229.9 9.3 2.5 158.4 0.4 7.1 0.0 2.7
STOXX Canada Total Market 2,531.8 2,272.8 6.2 1.1 158.4 0.0 7.0 0.0 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 Canada 240 1.8 13.8 19.8 33.8 62.1 N/A N/A 20.1 10.3 10.3
STOXX Canada Total Market 1.8 13.8 19.7 33.2 61.8 N/A N/A 20.1 10.1 10.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Canada 240 N/A N/A 11.8 14.6 20.3 N/A N/A 1.2 0.5 0.4
STOXX Canada Total Market N/A N/A 11.9 14.7 20.4 N/A N/A 1.1 0.5 0.4
Index to benchmark Correlation Tracking error (%)
STOXX Canada 240 1.0 1.0 1.0 1.0 1.0 0.2 0.2 0.2 0.2 0.2
Index to benchmark Beta Annualized information ratio
STOXX Canada 240 1.0 1.0 1.0 1.0 1.0 -1.0 0.1 0.3 0.6 0.2

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of September 30, 2024

BENCHMARK INDICES

STOXX Canada 240

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 Canada 240 21.0 16.1 18.6 18.6 2.0 3.8 1.7 38.8
STOXX Canada Total Market 21.6 16.1 18.4 18.4 2.0 3.7 1.7 35.1

Performance and annual returns

Methodology

The universe is the relevant Total Market Index (TMI). All stocks in the index universe are ranked by free-float market cap to produce the index selection list. Target coverage: 95% of the free-float market cap of the index universe. The detailed methodology including the calculation formula can be found in our rulebook : www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return CAD CH0149416569 SX24CGDA SX24CGDA INDEX .SX24CGDA
Net Return CAD CH0149416593 SX24CDA SX24CDA INDEX .SX24CDA
Price CAD CH0149416627 SX24CCA SX24CCA INDEX .SX24CCA
Gross Return EUR CH0149416577 SX24CGR SX24CGR INDEX .SX24CGR
Net Return EUR CH0149416601 SX24CR SX24CR INDEX .SX24CR
Price EUR CH0149416635 SX24CP STX24CP INDEX .SX24CP
Gross Return USD CH0149416585 SX24CGV SX24CGV INDEX .SX24CGV
Net Return USD CH0149416619 SX24CV SX24CV INDEX .SX24CV
Price USD CH0149416643 SX24CL SX24CL INDEX .SX24CL

Quick Facts

Weighting Free-float market cap
Cap Factor 20%
No. of components Fixed component (exact number indicated in index name)
Review frequency Quarterly, in Mar., Jun., Sep., Dec.
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

BENCHMARK INDICES

STOXX Canada 240

Top 10 Components4

Company Supersector Country Weight
Royal Bank of Canada Banks Canada 7.105%
Toronto-Dominion Bank Banks Canada 4.447%
Enbridge Inc. Energy Canada 3.558%
BROOKFIELD CORPORATION Financial Services Canada 3.254%
Canadian Pacific Kansas City Industrial Goods and Services Canada 3.210%
Canadian Natural Resources Ltd Energy Canada 2.835%
CONSTELLATION SOFTWARE Technology Canada 2.773%
Canadian National Railway Co. Industrial Goods and Services Canada 2.721%
Bank of Nova Scotia Banks Canada 2.712%
Bank of Montreal Banks Canada 2.648%

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

4Based on the composition as of September 30, 2024