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BENCHMARK INDICES

STOXX Developed 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 (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Developed Markets Total Market 67,571.1 60,226.7 8.7 1.1 2,513.4 0.0 4.2 0.0 2.4
STOXX Global Total Market 78,753.0 66,498.9 5.9 0.6 2,513.4 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 Markets Total Market -3.2 7.0 9.8 25.1 47.2 N/A N/A 9.9 7.8 8.1
STOXX Global Total Market -3.3 6.6 10.0 24.3 44.8 N/A N/A 10.1 7.6 7.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Developed Markets Total Market N/A N/A 13.8 15.6 18.4 N/A N/A 0.4 0.4 0.4
STOXX Global Total Market N/A N/A 13.0 14.7 17.6 N/A N/A 0.5 0.4 0.4
Index to benchmark Correlation Tracking error (%)
STOXX Developed Markets Total Market 1.0 1.0 1.0 1.0 1.0 1.2 1.1 1.4 1.5 1.6
Index to benchmark Beta Annualized information ratio
STOXX Developed Markets Total Market 1.0 1.1 1.1 1.1 1.0 1.0 0.4 0.0 0.2 0.3

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of October 31, 2023

BENCHMARK INDICES

STOXX Developed 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 Markets Total Market -0.9 14.0 14.4 14.4 0.1 2.3 1.4 8.5
STOXX Global Total Market -1.0 13.9 13.9 13.9 0.1 2.4 1.3 6.2

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
Gross Return USD CH0147792649 EDDXGV EDDXGV INDEX .EDDXGV
Price EUR CH0147792599 EDDXP EDDXP INDEX .EDDXP
Gross Return EUR CH0147792631 EDDXGR EDDXGR INDEX .EDDXGR
Net Return EUR CH0147792607 EDDXR EDDXR INDEX .EDDXR
Net Return USD CH0147792623 EDDXV EDDXV INDEX .EDDXV
Price USD CH0147792615 EDDXL EDDXL INDEX .EDDXL

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 Markets Total Market

Top 10 Components4

Company Supersector Country Weight
Apple Inc. Technology USA 4.173%
Microsoft Corp. Technology USA 4.171%
Amazon.com Inc. Retail USA 2.061%
NVIDIA Corp. Technology USA 1.672%
ALPHABET INC. CL A Technology USA 1.222%
ALPHABET CLASS C Technology USA 1.207%
META PLATFORMS CLASS A Technology USA 1.112%
TESLA Automobiles and Parts USA 0.921%
UnitedHealth Group Inc. Health Care USA 0.824%
Eli Lilly & Co. Health Care USA 0.781%

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

4Based on the composition as of October 31, 2023