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SUPERSECTOR INDICES

STOXX North America 600 Real Estate Cap

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Index Description

The STOXX Real Estate Cap indices track the performance of the top real estate investment trusts (REITs) and real estate holding and development stocks in Europe, the Americas and Asia/Pacific. The three regional real estate indices are derived from the STOXX Global 1800 Index, and include securities that are classified as investing either directly or indirectly in real estate through development, management or ownership - including property agencies, REITs or listed property trusts (LPTs) - according to the Industry Classification Benchmark (ICB), a global sector classification standard. Unlike supersector indices, they have a cap of 20% imposed on a component level.

Key facts

  • Categorization according to their primary source of revenue guarantees an accurate classification of companies in their respective business environments
  • Component capping ensures that no component can dominate the index

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 North America 600 Real Estate Cap 1,070.4 1,046.9 31.7 22.7 96.3 10.5 9.2 1.0 4.0
STOXX North America 600 48,899.6 47,146.5 78.6 31.1 3,163.8 6.2 6.7 0.0 2.4

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 North America 600 Real Estate Cap -0.8 10.8 29.0 2.3 23.4 N/A N/A 29.3 0.8 4.3
STOXX North America 600 2.0 22.5 34.3 33.0 101.5 N/A N/A 34.7 10.1 15.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX North America 600 Real Estate Cap N/A N/A 16.3 20.5 25.0 N/A N/A 1.6 -0.1 0.1
STOXX North America 600 N/A N/A 13.2 17.7 21.5 N/A N/A 2.1 0.4 0.6
Index to benchmark Correlation Tracking error (%)
STOXX North America 600 Real Estate Cap 0.3 0.5 0.5 0.7 0.8 15.1 15.3 15.3 14.9 15.2
Index to benchmark Beta Annualized information ratio
STOXX North America 600 Real Estate Cap 0.4 0.5 0.6 0.8 0.9 -2.1 -0.8 -0.3 -0.6 -0.7

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of October 31, 2024

SUPERSECTOR INDICES

STOXX North America 600 Real Estate Cap

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 North America 600 Real Estate Cap 39.9 39.6 38.0 38.0 3.0 3.1 7.3 24.7
STOXX North America 600 27.7 23.8 25.9 25.9 5.1 1.4 3.0 26.4

Performance and annual returns