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BENCHMARK INDICES

STOXX Europe Total Market

Index Description

The STOXX Supersector indices track supersectors of the relevant benchmark index. There are 19 supersectors according to the Industry Classification Benchmark (ICB). Companies are categorized according to their primary source of revenue. The following supersectors are available: automobile and parts, banks, basic resources, chemicals, construction and materials, financial services, food and beverage, health care, industrial goods and services, insurance, media, oil and gas, personal and household goods, real estate, communications, retail, technology, travel and leisure and utilities.

Key facts

  • Categorization according to their primary source of revenue guarantees an accurate classification of companies in their respective business environments
  • Component capping ensures that no component can dominate the index

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 Europe Total Market 16,241.2 12,380.2 6.5 0.9 419.9 0.0 3.4 0.0 3.0
STOXX Global Total Market 93,662.1 79,345.3 6.5 0.6 2,893.6 0.0 3.6 0.0 2.7

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 Europe Total Market -2.4 1.7 4.5 1.1 21.7 N/A N/A 4.6 0.4 4.1
STOXX Global Total Market -3.6 3.6 15.6 7.3 43.7 N/A N/A 15.7 2.4 7.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe Total Market N/A N/A 13.6 19.0 20.6 N/A N/A 0.1 -0.1 0.2
STOXX Global Total Market N/A N/A 10.3 14.4 17.4 N/A N/A 1.1 0.0 0.4
Index to benchmark Correlation Tracking error (%)
STOXX Europe Total Market 0.6 0.6 0.7 0.7 0.8 11.5 9.9 9.5 12.9 12.9
Index to benchmark Beta Annualized information ratio
STOXX Europe Total Market 0.7 0.7 1.0 1.0 0.9 1.2 -0.6 -1.1 -0.2 -0.3

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

2Based on EURIBOR1M

(USD, Price), all data as of April 30, 2024

BENCHMARK INDICES

STOXX Europe Total Market

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 Europe Total Market 8.2 13.8 7.3 7.3 1.9 2.9 1.2 8.2
STOXX Global Total Market -0.8 18.0 16.1 16.1 2.7 1.9 1.6 6.9

Performance and annual returns