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SIZE INDICES

EURO STOXX Small

Index Description

The EURO STOXX® Size Indices provide a broad yet liquid representation of large, mid and small cap companies of 11 Eurozone countries: Austria, Belgium, Finland, France, Germany, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain. The indices have a variable number of components and are part of the EURO STOXX Size index family.

Key facts

  • Liquid gateway to Eurozone stocks
  • Transparent and rules-based methodology
  • Buffer rule applied on parent index level aims to reduce turnover
  • Weighted by free-float market cap
  • Serves as an underlying for a variety of financial products such as options, futures and ETFs

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
EURO STOXX Small 675.3 307.1 3.3 3.1 5.6 1.2 1.8 0.4 36.1
EURO STOXX 8,399.0 6,065.0 20.5 7.7 385.0 1.2 6.3 0.0 3.8

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
EURO STOXX Small 4.1 -0.6 6.9 3.1 44.6 N/A N/A 7.1 1.0 7.7
EURO STOXX 4.4 7.7 16.8 20.9 57.6 N/A N/A 17.3 6.6 9.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX Small N/A N/A 16.9 21.4 21.8 N/A N/A 0.2 0.0 0.3
EURO STOXX N/A N/A 14.5 21.1 22.6 N/A N/A 0.8 0.2 0.4
Index to benchmark Correlation Tracking error (%)
EURO STOXX Small 0.9 0.9 0.9 1.0 1.0 4.3 4.5 5.8 5.8 6.1
Index to benchmark Beta Annualized information ratio
EURO STOXX Small 0.9 1.1 1.1 1.0 0.9 -0.7 -7.4 -1.5 -0.9 -0.3

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of March 29, 2024

SIZE INDICES

EURO STOXX Small

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
EURO STOXX Small 26.2 12.6 12.7 12.7 1.3 3.0 0.8 13.9
EURO STOXX 17.3 13.6 15.1 15.1 1.8 3.7 1.2 26.7

Performance and annual returns