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BENCHMARK INDICES

iSTOXX Boersen-Zeitung Global 600

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Index Description

The iSTOXX Börsen-Zeitung Global 600 Index aims to select the 200 largest companies from the three regions North America, Asia/Pacific and Europe. The largest 200 components from each region are aggregated, so that each region contributes an equal number of companies. The components are weighted according to free-float market cap.

Key facts

  • Transparent and rules-based methodology
  • Weighted by free-float market cap
  • Buffer rule applied on parent index level to reduce turnover

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
iSTOXX Boersen-Zeitung Global 600 59,067.6 55,129.9 91.9 40.7 3,416.4 5.1 6.2 0.0 3.8
STOXX Global 1800 74,740.2 68,848.8 38.2 11.6 3,416.4 0.7 5.0 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
iSTOXX Boersen-Zeitung Global 600 7.1 28.7 32.8 41.3 95.5 N/A N/A 33.3 12.3 14.5
STOXX Global 1800 7.5 27.7 32.3 38.0 89.3 N/A N/A 32.9 11.5 13.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Boersen-Zeitung Global 600 N/A N/A 11.9 14.3 17.6 N/A N/A 2.2 0.6 0.7
STOXX Global 1800 N/A N/A 11.5 14.2 17.5 N/A N/A 2.2 0.6 0.7
Index to benchmark Correlation Tracking error (%)
iSTOXX Boersen-Zeitung Global 600 1.0 1.0 1.0 1.0 1.0 1.2 1.3 1.3 1.2 1.2
Index to benchmark Beta Annualized information ratio
iSTOXX Boersen-Zeitung Global 600 1.0 1.0 1.0 1.0 1.0 -4.0 0.7 0.3 0.7 0.5

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of November 29, 2024

BENCHMARK INDICES

iSTOXX Boersen-Zeitung Global 600

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
iSTOXX Boersen-Zeitung Global 600 25.9 21.7 24.6 24.6 3.9 2.4 2.7 46.0
STOXX Global 1800 25.8 21.2 23.8 23.8 3.6 2.5 2.4 25.6

Performance and annual returns

Methodology

The component universe is derived from the STOXX® Global 1800 Index. Within this universe, we focus on the 200 largest companies from three regions: North America, Asia/Pacific and Europe. The largest components for each region are derived from their respective STOXX benchmark index, e.g. the STOXX® Europe 600 Index which serves as the basis for the STOXX® Europe Large 200 Index. The iSTOXX Börsen-Zeitung Global 600 Index represents an aggregation of the three resulting regional “Large 200” indices. The component selection is conducted quarterly in March, June, September, and December.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0340412060 ISXBZGP ISXBZGP INDEX .ISXBZGP
Gross Return EUR CH0340412078 ISXBZGG ISXBZGG INDEX .ISXBZGG
Net Return EUR CH0340412086 ISXBZGN ISXBZGN INDEX .ISXBZGN

Quick Facts

Weighting Free-float market cap
Cap Factor No capping applicable
No. of components 600
Review frequency Quarterly (March, June, September, December)
Calculation/distribution Realtime for Price Version, End-of-Day for rest
Calculation hours 00:00 CET to 22:15 CET
Base value/base date 100 / Sep. 17, 2010
History STOXX data from Sep. 17, 2010 to Jul. 11, 2017
Inception date Jul. 12, 2017
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
Apple Inc. Technology USA 6.196%
NVIDIA Corp. Technology USA 5.840%
Microsoft Corp. Technology USA 5.405%
Amazon.com Inc. Retail USA 3.416%
META PLATFORMS CLASS A Technology USA 2.155%
TESLA Automobiles and Parts USA 1.647%
ALPHABET CLASS C Technology USA 1.635%
BROADCOM Technology USA 1.296%
JPMorgan Chase & Co. Banks USA 1.220%
Eli Lilly & Co. Health Care USA 1.166%

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

4Based on the composition as of November 29, 2024

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.