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SIZE INDICES

STOXX Europe Small 200

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Index Description

The STOXX Size indices have a fixed number of components and are designed to provide a broad yet liquid representation of large, mid and small caps in their respective regions or countries. The total number of index components is indicated in the index name. Each size segment contains a third of the total number, meaning that each size segment has an equal number of stocks. For example, the STOXX Europe 600 Size Index contains 200 large, 200 mid and 200 small stocks.

Key facts

  • 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
STOXX Europe Small 200 1,126.5 629.3 3.1 3.0 5.7 1.4 0.9 0.2 24.7
STOXX Europe 600 14,448.3 11,510.3 19.2 6.7 356.2 1.4 3.1 0.0 3.5

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
STOXX Europe Small 200 -6.7 2.4 23.6 -16.3 19.3 N/A N/A 23.9 -5.8 3.6
STOXX Europe 600 -5.9 6.2 22.9 7.8 39.9 N/A N/A 23.2 2.6 7.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe Small 200 N/A N/A 16.5 22.5 22.9 N/A N/A 1.4 -0.3 0.1
STOXX Europe 600 N/A N/A 12.8 18.7 20.5 N/A N/A 1.8 0.1 0.3
Index to benchmark Correlation Tracking error (%)
STOXX Europe Small 200 0.9 0.9 0.9 1.0 1.0 5.5 5.0 6.2 6.7 6.4
Index to benchmark Beta Annualized information ratio
STOXX Europe Small 200 0.9 1.1 1.2 1.2 1.1 -1.7 -0.8 0.2 -1.2 -0.5

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

2Based on EURIBOR1M

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

SIZE INDICES

STOXX Europe Small 200

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 Europe Small 200 21.9 14.3 14.8 14.8 1.6 2.9 0.9 34.4
STOXX Europe 600 17.1 14.6 15.3 15.3 2.0 3.2 1.3 20.5

Performance and annual returns