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BENCHMARK INDICES

STOXX North America 600

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Index Description

The STOXX Global 1800 derived benchmark indices are designed to provide a broad yet investable representation of the world's developed markets of Europe, North America and Asia/Pacific, represented by the STOXX Europe 600, the STOXX North America 600 and the STOXX Asia/Pacific 600 indices.The STOXX Global 1800 Index is a combination of all three indices. The EURO STOXX Index, a Eurozone subset, is derived from the STOXX Europe 600, as is the STOXX Nordic, a subset covering the Nordic region (Denmark, Finland, Iceland, Norway and Sweden).

Key facts

  • Broad and liquid index benchmarks with well-balanced diversification of all regions: Europe, North America and Asia/Pacific are each represented by 600 components
  • Broad number of components
  • Index composition/design strictly rules based, objective and transparent
  • Serve as benchmarks for the relevant 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 (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX North America 600 45,044.3 43,300.8 72.2 28.8 2,954.9 6.9 6.8 0.0 2.7
STOXX Americas Total Market 54,127.3 50,663.0 16.6 2.3 2,954.9 0.0 5.8 0.0 2.4

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 North America 600 1.6 1.6 20.5 32.1 92.4 N/A N/A 20.8 9.8 14.2
STOXX Americas Total Market 1.0 1.0 18.5 28.6 84.0 N/A N/A 18.9 8.8 13.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX North America 600 N/A N/A 12.8 17.7 21.3 N/A N/A 1.3 0.4 0.6
STOXX Americas Total Market N/A N/A 13.1 17.9 21.5 N/A N/A 1.2 0.4 0.6
Index to benchmark Correlation Tracking error (%)
STOXX North America 600 1.0 1.0 1.0 1.0 1.0 0.9 0.9 1.2 1.3 1.4
Index to benchmark Beta Annualized information ratio
STOXX North America 600 1.0 1.0 1.0 1.0 1.0 7.6 7.6 1.3 0.7 0.6

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of January 31, 2024

BENCHMARK INDICES

STOXX North America 600

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 North America 600 26.2 21.1 24.1 24.1 4.4 2.0 2.7 25.4
STOXX Americas Total Market 25.2 21.0 21.0 21.0 3.8 2.0 2.2 21.6

Performance and annual returns

Methodology

The Global 1800 Index is a combination of the 600 largest stocks measured by free-float market cap of the following regions: Europe, the Americas, Asia/Pacific. The STOXX North America 600 comprises the 600 largest stocks from the STOXX North America TMI. The STOXX Asia/Pacific 600 comprises the 600 largest stocks from the STOXX Asia/Pacific TMI. The EURO STOXX and STOXX Nordic indices are derived from the STOXX Europe 600 Index. The detailed methodology including the calculation formula can be found in our rulebook : http://www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0111485147 SXA1E SXA1E INDEX .SXA1E
Price USD US26061N1000 SXA1 SXA1 INDEX .SXA1
Net Return EUR CH0111485154 SXA1R SXA1R INDEX .SXA1R
Net Return USD CH0111485162 SXA1V SXA1V INDEX .SXA1V
Gross Return USD CH0147789835 SXA1GV
Gross Return EUR CH0147787276 SXA1GR

Quick Facts

Weighting Free-float market cap
Cap Factor 20% for Global, Europe, North America, Asia/Pacific and Eurozone; no cap for Nordic Index
No. of components 600 for the three regional indices; 1,800 for the combined index; variable for Eurozone and Nordic subset
Review frequency Quarterly (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.

Top 10 Components4

Company Supersector Country Weight
Microsoft Corp. Technology USA 6.824%
Apple Inc. Technology USA 6.232%
NVIDIA Corp. Technology USA 3.510%
Amazon.com Inc. Retail USA 3.348%
META PLATFORMS CLASS A Technology USA 2.000%
ALPHABET CLASS C Technology USA 1.875%
BROADCOM Technology USA 1.269%
Eli Lilly & Co. Health Care USA 1.266%
TESLA Automobiles and Parts USA 1.197%
JPMorgan Chase & Co. Banks USA 1.170%

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

4Based on the composition as of January 31, 2024

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.