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THEME INDICES

STOXX Global Automation & Robotics

Index Description

The STOXX Global Thematic indices are comprised of companies from selected markets exposed to a defined set of themes: Ageing Population, Automation & Robotics, Digitalisation, Breakthrough Healthcare. These companies operate in business areas that actively participate in social, economic and environmental changes and drive long-term structural trends. To be eligible, companies must derive 50% or more of their revenues from businesses that fall under respective themes. FactSet Revere data is used for a granular breakdown of the revenue sources of the companies in the screening process. This in turn allows enhanced precision in the thematic investment approach and in the selection of companies with substantial exposure to the targeted themes. STOXX Global Thematic indices are also taking ESG considerations into account. Companies that are non-compliant with the Global Standards Screening (GSS), involved in Controversial Weapons activities, or display a Severe (Category 5) Controversy Rating, as identified by Sustainalytics, are excluded. Additional exclusion filters are incorporated, screening companies for involvement in Weapons (Small Arms and Military Contracting), Unconventional Oil & Gas (Arctic Oil and Gas Exploration, Oil Sands and Shale Energy), Conventional Oil & Gas, Thermal Coal, Nuclear Power and Tobacco.

Key facts

  • Index allows targeted investment in Automation & Robotics - a long-term structural trend.
  • Based on FactSet Revere data for a detailed revenue breakdown
  • Inclusion of size and liquidity filters to ensure replicability of the index
  • Leveraging sustainability data from leading provider (Sustainalytics) to avoid exposure to companies engaged in controversial activities

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 Global Automation & Robotics N/A 10.6 0.1 0.0 0.4 0.0 3.8 0.0 41.0
STOXX Global Total Market 89,349.0 75,892.8 6.3 0.6 2,842.1 0.0 3.7 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 Global Automation & Robotics 0.8 0.4 11.8 17.8 93.5 N/A N/A 11.9 5.7 14.3
STOXX Global Total Market 2.6 10.5 21.8 31.7 80.5 N/A N/A 22.1 9.7 12.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Automation & Robotics N/A N/A 14.3 19.9 21.4 N/A N/A 0.5 0.2 0.6
STOXX Global Total Market N/A N/A 9.2 13.1 16.7 N/A N/A 1.7 0.6 0.7
Index to benchmark Correlation Tracking error (%)
STOXX Global Automation & Robotics 0.8 0.9 0.9 0.9 0.9 7.5 8.3 8.0 10.3 10.2
Index to benchmark Beta Annualized information ratio
STOXX Global Automation & Robotics 1.6 1.4 1.3 1.4 1.1 -2.6 -2.8 -1.1 -0.3 0.2

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

THEME INDICES

STOXX Global Automation & Robotics

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 Global Automation & Robotics 51.9 29.4 34.4 34.4 4.1 1.0 3.5 15.7
STOXX Global Total Market -0.7 18.4 20.0 20.0 2.8 2.5 1.7 5.5

Performance and annual returns

Methodology

The parent index of the STOXX Global Automation & Robotics Index is the STOXX Global Total Market Index. Companies, classified as belonging to a defined set of developed and emerging countries, that derive more than 50% of their most recent total annual revenue from sectors linked to the automation and robotics trend are highlighted as potential index components. The index excludes companies that are not compliant with the Sustainalytics Global Standards Screening assessment or are involved in Controversial Weapons and other controversial activities. Moreover, companies that display high ESG Controversy Ratings are also excluded.

The index applies liquidity and size screens and aims to have a minimum number of 80 components. It is adjusted equal-weighted and reviewed annually in June.

The detailed methodology including the calculation formula can be found in our rulebooks: www.stoxx.com/rulebooks

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0325904362 IXAROBE .IXAROBE
Net Return EUR CH0325904354 IXAROBT .IXAROBT
Gross Return EUR CH0325904347 IXAROBG .IXAROBG
Gross Return USD CH0325904370 IXAROBS IXAROBS INDEX .IXAROBS
Price USD CH0325904396 IXAROBK IXAROBK INDEX .IXAROBK
Net Return USD CH0325904388 IXAROBU IXAROBU INDEX .IXAROBU

Quick Facts

Weighting Adjusted Equal-weighted
Cap Factor None
No. of components Min. 80
Review frequency Annual in June
Calculation/distribution Net Return (USD) in real time, others at day end
Base value/base date 1000 on Jun. 20, 2011
History Daily index value since Jun. 20, 2011
Inception date Jun. 21, 2016
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

THEME INDICES

STOXX Global Automation & Robotics

Top 10 Components4

Company Supersector Country Weight
NVIDIA Corp. Technology USA 3.764%
LASERTEC Technology Japan 2.290%
MICROSTRATEGY Technology USA 2.221%
KLA Technology USA 2.119%
Garmin Ltd. Consumer Products and Services USA 2.051%
ABB Industrial Goods and Services Switzerland 1.905%
ADVANCED MICRO DEVICES Technology USA 1.823%
CONSTELLATION SOFTWARE Technology Canada 1.823%
SAP Technology Germany 1.790%
TERADYNE Technology USA 1.781%

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

4Based on the composition as of May 31, 2024