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BENCHMARK INDICES

STOXX Developed and Emerging Markets Total Market

Index Description

The STOXX Total Market Indices (TMI) cover 95% of the free-float market cap of the relevant investable stock universe by region or country. The STOXX Global TMI serves as the basis for all regional and country TMI indices. All TMI indices offer exposure to global equity markets with the broadest diversification within the STOXX equity universe in terms of regions, currencies and sectors.

Key facts

  • With 95% coverage of the free-float market cap of the relevant investable stock universe per region, the index forms a unique benchmark for a truly global investment approach

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 and Emerging Markets Total Market 92,439.2 78,918.7 6.6 0.6 3,009.7 0.0 3.8 0.0 2.6
STOXX Global Total Market 92,735.8 79,040.0 6.5 0.6 3,009.7 0.0 3.8 0.0 2.6

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 and Emerging Markets Total Market 0.1 15.5 21.4 26.8 79.3 N/A N/A 21.7 8.3 12.5
STOXX Global Total Market 0.1 15.5 21.3 26.8 79.3 N/A N/A 21.7 8.3 12.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Developed and Emerging Markets Total Market N/A N/A 10.8 13.5 16.8 N/A N/A 1.5 0.4 0.7
STOXX Global Total Market N/A N/A 10.8 13.5 16.8 N/A N/A 1.5 0.5 0.7
Index to benchmark Correlation Tracking error (%)
STOXX Developed and Emerging Markets Total Market 1.0 1.0 1.0 1.0 1.0 0.0 0.0 0.1 0.0 0.0
Index to benchmark Beta Annualized information ratio
STOXX Developed and Emerging Markets Total Market 1.0 1.0 1.0 1.0 1.0 -1.4 -0.2 0.4 -0.1 0.1

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

2Based on EURIBOR1M

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

BENCHMARK INDICES

STOXX Developed and Emerging Markets 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 Developed and Emerging Markets Total Market -0.7 19.4 20.8 20.8 2.9 2.4 1.8 15.4
STOXX Global Total Market -0.7 19.3 20.7 20.7 2.9 2.4 1.8 15.0

Performance and annual returns

Methodology

The STOXX Global TMI Index comprises all shares of the eligible STOXX universe. The other regional TMI indices consist of components of the relevant Total Market Country indices. 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
Net Return EUR CH0147795295 EDDEXR EDDEXR INDEX .EDDEXR
Price EUR CH0147795253 EDDEXP EDDEXP INDEX .EDDEXP
Gross Return EUR CH0147795279 EDDEXGR EDDEXGR INDEX .EDDEXGR
Gross Return USD CH0147795287 EDDEXGV EDDEXGV INDEX .EDDEXGV
Price USD CH0147795261 EDDEXL EDDEXL INDEX .EDDEXL
Net Return USD CH0147795303 EDDEXV EDDEXV INDEX .EDDEXV

Quick Facts

Weighting Free-float market cap
Cap Factor No
No. of components Variable
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.

BENCHMARK INDICES

STOXX Developed and Emerging Markets Total Market

Top 10 Components4

Company Supersector Country Weight
Apple Inc. Technology USA 3.814%
Microsoft Corp. Technology USA 3.548%
NVIDIA Corp. Technology USA 3.362%
Amazon.com Inc. Retail USA 1.931%
META PLATFORMS CLASS A Technology USA 1.308%
ALPHABET INC. CL A Technology USA 1.099%
ALPHABET CLASS C Technology USA 1.062%
Eli Lilly & Co. Health Care USA 0.936%
BROADCOM Technology USA 0.864%
TSMC Technology Taiwan 0.820%

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

4Based on the composition as of August 30, 2024