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SIZE INDICES

STOXX Developed Markets Total Market Small

Index Description

The STOXX Total Market Size indices provide a representation of large, mid, and small cap companies within a specific region. They are derived from the STOXX Global Total Market indices.

Key facts

  • Transparent and rules-based methodology
  • Buffer rule aims to reduce turnover
  • Weighted by free-float market cap

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 Developed Markets Total Market Small 7,779.3 6,212.5 1.1 0.5 21.1 0.0 0.3 0.0 16.8
STOXX Developed Markets Total Market 76,834.7 68,878.5 9.1 0.9 2,842.1 0.0 4.1 0.0 2.5

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 Developed Markets Total Market Small 2.9 5.1 15.2 5.6 46.2 N/A N/A 15.4 1.8 8.0
STOXX Developed Markets Total Market 2.9 11.0 22.5 33.7 85.1 N/A N/A 22.8 10.3 13.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Developed Markets Total Market Small N/A N/A 11.8 14.4 18.1 N/A N/A 0.9 0.0 0.4
STOXX Developed Markets Total Market N/A N/A 9.6 13.9 17.6 N/A N/A 1.7 0.6 0.7
Index to benchmark Correlation Tracking error (%)
STOXX Developed Markets Total Market Small 0.8 0.8 0.8 0.9 0.9 5.1 6.5 7.0 6.4 6.8
Index to benchmark Beta Annualized information ratio
STOXX Developed Markets Total Market Small 1.0 1.0 1.0 0.9 1.0 -0.1 -2.1 -0.9 -1.3 -0.7

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of May 31, 2024

SIZE INDICES

STOXX Developed Markets Total Market Small

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 Developed Markets Total Market Small -0.1 19.5 13.8 13.8 1.6 2.5 1.0 11.2
STOXX Developed Markets Total Market -0.6 19.2 20.9 20.9 3.0 2.4 1.9 6.1

Performance and annual returns