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BENCHMARK INDICES

STOXX DM World

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Index Description

The STOXX DM World Index is a free-float market capitalization-weighted index designed to represent the performance of Large and Mid Cap companies, covering approximately 85% of investable market capitalization of DM World. The index is derived from the STOXX Investable Market Index Methodology, and its country assignment follows the STOXX World Country Classification Framework.

Key facts

  • Suitable for global investment products including funds, exchange-traded funds, and derivatives.
  • A consistent and transparent methodology which fully embraces global standards of governance.
  • Constructed using the building-block approach from the STOXX Investable Market Index Methodology.
  • 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 DM World 101,043.7 93,086.7 77.1 25.8 5,526.8 2.8 5.9 0.0 5.1
STOXX AC World 130,605.4 105,835.3 44.2 10.6 5,526.8 0.3 5.2 0.0 6.1

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 DM World -1.2 11.8 15.3 80.9 78.7 N/A N/A 15.3 21.9 12.3
STOXX AC World -1.1 12.9 16.6 81.8 75.4 N/A N/A 16.6 22.1 11.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX DM World N/A N/A 11.8 12.7 14.6 N/A N/A 1.1 1.4 0.7
STOXX AC World N/A N/A 11.8 12.2 13.8 N/A N/A 1.2 1.5 0.7
Index to benchmark Correlation Tracking error (%)
STOXX DM World 1.0 1.0 1.0 1.0 1.0 2.1 2.9 2.6 2.0 2.1
Index to benchmark Beta Annualized information ratio
STOXX DM World 1.0 1.0 1.0 1.0 1.0 -0.1 -0.5 -0.4 -0.1 0.2

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of September 30, 2026

BENCHMARK INDICES

STOXX DM World

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 DM World 24.3 19.2 22.6 18.9 4.2 1.9 2.9 25.0
STOXX AC World 22.5 17.8 21.1 17.5 3.9 2.0 2.7 20.3

Performance and annual returns

Methodology

The STOXX Investable Market Index Methodology defines a family of market capitalization-weighted indices designed to represent the performance of developed and emerging markets across both regional and country classifications. These indices are constructed from the investable equity universe, applying systematic screens for size, liquidity, and foreign investment accessibility. The methodology targets approximately 70% coverage for Large Cap, extending to 85% for Mid Cap, and up to 99% for Small Cap securities, while the All Cap indices provide the broadest representation with a combined 99% market coverage. Country assignments within the indices follow the STOXX World Country Classification Framework, ensuring consistent and transparent geographic classification. For a complete and detailed description of the methodology and governing rules, please refer to the STOXX Investable Market Index Methodology Guide.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH1487688769 XXDMB .XXDMB
Net Return EUR CH1487688751 XXDMC XXDMC INDEX .XXDMC
Price EUR CH1487688744 XXDMA .XXDMA
Net Return GBP CH1546178968 XXDMI XXDMI INDEX .XXDMI
Price GBP CH1546178950 XXDMG .XXDMG
Gross Return GBP CH1546178976 XXDMH .XXDMH
Gross Return USD CH1487688793 XXDME .XXDME
Net Return USD CH1487688785 XXDMF XXDMF INDEX .XXDMF
Price USD CH1487688777 XXDMD .XXDMD

Quick Facts

Weighting Free float market cap weighted
Cap Factor na
No. of components Variable
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 00:00:00 22:30:00
Base value/base date 1000 as of June 18, 2012
History Available from June 18, 2012
Inception date Jul 16, 2026
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
NVIDIA Corp. Technology USA 5.937%
Apple Inc. Technology USA 5.220%
Microsoft Corp. Technology USA 4.091%
Amazon.com Inc. Retail USA 2.670%
ALPHABET INC. CL A Technology USA 2.163%
ALPHABET CLASS C Technology USA 1.922%
BROADCOM Technology USA 1.795%
META PLATFORMS CLASS A Technology USA 1.718%
TESLA Automobiles and Parts USA 1.355%
Micron Technology Inc. Technology USA 1.292%

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

4Based on the composition as of September 30, 2026

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.