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THEME INDICES

STOXX Global AI Infrastructure

Index Description

The STOXX Global AI Infrastructure Index is designed to reflect the performance of a set of companies that play a central role in the development and evolution of the building block components for artificial intelligence, such as semiconductors, cloud computing and big data technologies. STOXX uses a detailed breakdown of companies’ revenues and their patent data to identify companies that have a significant revenue or innovation exposure to the theme. Revenue breakdown utilizes FactSet RBICS and patent data is sourced from Econsight.

Key facts

  • The index provides targeted exposure to companies that play a central role in the development and evolution of the building block components for AI.
  • Liquidity and size filters ensure replicability of the index.
  • FactSet Revere data allow detailed and accurate revenue breakdown of eligible companies.
  • EconSight's patent data allow identification of innovators in emerging technologies.
  • The index commits to a 20% Sustainable Investment threshold.
  • The index is weighted according to adjusted equal weights.
  • The index is reviewed annually in June.

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 Global AI Infrastructure N/A 9.5 0.2 0.2 0.5 0.0 5.5 0.0 N/A
STOXX World AC All Cap 112,639.0 88,004.7 6.4 0.5 3,331.4 0.0 3.8 0.0 2.9

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 AI Infrastructure -0.9 19.4 36.5 48.2 222.6 N/A N/A 36.5 14.0 26.3
STOXX World AC All Cap 2.3 15.5 23.1 16.6 77.0 N/A N/A 23.1 5.3 12.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global AI Infrastructure N/A N/A 20.5 23.2 24.4 N/A N/A 1.3 0.5 0.9
STOXX World AC All Cap N/A N/A 10.8 14.6 17.3 N/A N/A 1.6 0.2 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Global AI Infrastructure 0.9 0.8 0.8 0.9 0.9 16.5 14.3 13.0 12.4 12.2
Index to benchmark Beta Annualized information ratio
STOXX Global AI Infrastructure 1.7 1.7 1.6 1.4 1.3 -2.2 0.4 0.8 0.7 1.0

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of August 30, 2024

THEME INDICES

STOXX Global AI Infrastructure

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 AI Infrastructure 36.2 26.4 32.2 32.2 6.2 1.6 3.4 38.3
STOXX World AC All Cap -0.7 19.3 21.0 21.0 2.9 2.4 1.8 15.3

Performance and annual returns

Methodology

A set of country, size and liquidity screens are applied on the STOXX World AC All Cap Index to capture liquid companies from eligible countries. Additionally, companies that are not compliant with the Sustainalytics Global Standards Screening (GSS) assessment or are involved in Controversial Weapons and other controversial activities are excluded from selection.
After the initial screening, the remaining companies are further screened for both their patent and revenue exposure to the theme to form the eligible universe. A company must have at least one high quality patent within the defined AI Infrastructure technologies and have an aggregated revenue exposure greater than zero to a list of RBICS L6 sectors identified for the theme.
Index components are selected from the eligible universe list according to a three-pillar classification: Pure Players, Innovators and Market leaders. For Pure Players selection, RBICS sectors are classified into two Tiers (Tier 1, Tier 2), companies that have Tier 1 revenue exposure greater than or equal to 50% are selected. For Innovators selection, companies in the eligible universe are ranked in descending order of HQP for each sub theme and the top 20% ranking companies are selected. For Market Leaders selection, companies with revenue exposure greater than zero to the aggregated Tier 1 RBICS related to each sub-theme are ranked in descending order of market share and the top 20% ranking companies are selected.
The index is reviewed annually in June, rebalanced quarterly and constituents are weighted according to adjusted equal weights with SI commitment capping.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1374182181 STXAINFR .STXAINFR
Gross Return EUR CH1374182199 STXAINFG .STXAINFG
Price EUR CH1374182173 STXAINFP .STXAINFP
Gross Return USD CH1374182223 STXAINFZ STXAINFZ INDEX .STXAINFZ
Price USD CH1374182207 STXAINFL STXAINFL INDEX .STXAINFL
Net Return USD CH1374182215 STXAINFV STXAINFV INDEX .STXAINFV

Quick Facts

Weighting adjusted equal weights
Cap Factor 0.18
No. of components variable
Review frequency reviewed annually in June
Calculation/distribution realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 1000 as of Jun. 24, 2019
History Available since 24 Jun 2019
Inception date Sep. 28 2024
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

THEME INDICES

STOXX Global AI Infrastructure

Top 10 Components4

Company Supersector Country Weight
Apple Inc. Technology USA 5.520%
International Business Machine Technology USA 5.448%
Cisco Systems Inc. Telecommunications USA 5.345%
Oracle Corp. Technology USA 4.994%
TSMC Technology Taiwan 4.926%
BROADCOM Technology USA 4.910%
Amazon.com Inc. Retail USA 4.722%
NVIDIA Corp. Technology USA 4.717%
Microsoft Corp. Technology USA 4.638%
ADVANCED MICRO DEVICES Technology USA 4.608%

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

4Based on the composition as of August 30, 2024