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THEME INDICES
STOXX Global Copper Universe
Index Description
The STOXX Global Copper Universe index is comprised of companies with exposure to the copper mining industry. The exposure screening uses Revere (RBICS) Focus and Revenue datasets that allow detailed breakdown of the revenue sources of the eligible companies.
Key facts
- Index provides exposure to the copper mining industry
- Based on Factset Revere (RBICS) Focus and Revenue data sets
- Weighted by free-float market cap
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 Copper Universe | 1,290.1 | 1,022.3 | 6.6 | 0.2 | 140.8 | 0.0 | 13.8 | 0.0 | 2.9 |
STOXX World AC All Cap | 110,573.3 | 86,137.2 | 6.3 | 0.5 | 3,230.8 | 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 Copper Universe | -1.3 | -4.5 | 0.7 | N/A | N/A | N/A | N/A | 0.7 | N/A | N/A |
STOXX World AC All Cap | 2.1 | 12.9 | 16.9 | 16.8 | 68.8 | N/A | N/A | 16.8 | 5.3 | 11.0 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
STOXX Global Copper Universe | N/A | N/A | 19.6 | 23.4 | 23.4 | N/A | N/A | -0.1 | 0.4 | 0.4 |
STOXX World AC All Cap | N/A | N/A | 9.9 | 14.3 | 17.3 | N/A | N/A | 1.2 | 0.2 | 0.5 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
STOXX Global Copper Universe | 0.7 | 0.5 | 0.6 | 0.6 | 0.6 | 15.6 | 16.0 | 15.5 | 18.4 | 18.4 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
STOXX Global Copper Universe | 1.2 | 1.0 | 1.2 | 0.9 | 0.6 | -2.4 | -1.8 | -0.9 | -0.3 | -0.3 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(USD, Gross Return), all data as of July 31, 2024
THEME INDICES
STOXX Global Copper Universe
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 Copper Universe | 18.8 | 11.2 | 14.1 | 14.1 | 2.1 | 4.6 | 1.2 | 6.6 |
STOXX World AC All Cap | -0.7 | 19.0 | 20.8 | 20.8 | 2.9 | 1.8 | 0.8 | 24.6 |
Performance and annual returns
Methodology
The parent index of the STOXX Global Copper Universe Index is the STOXX World AC All Cap. A set of country, size and liquidity screens are applied on the STOXX Global Copper Universe Index to capture liquid companies from developed and emerging countries.
The selected stocks are further limited to those that have one of the following characteristics: RBICS L6 Focus of Copper Ore Mining; revenue exposure from RBICS L6 subindustry of Copper Ore Mining greater or equal to 0.
The index is weighted by free-float market capitalization.
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Net Return EUR | CH1213354652 | STXCOPPR | .STXCOPPR | |
Gross Return EUR | CH1213354645 | STXCOPPG | .STXCOPPG | |
Price EUR | CH1213354637 | STXCOPPP | .STXCOPPP | |
Gross Return USD | CH1213354850 | STXCOPPZ | .STXCOPPZ | |
Price USD | CH1213354843 | STXCOPPL | .STXCOPPL | |
Net Return USD | CH1213354868 | STXCOPPV | .STXCOPPV |
Quick Facts
Weighting | Free-Float Market Capitalization |
Cap Factor | N/A |
No. of components | Variable |
Review frequency | Annually |
Calculation/distribution | Realtime 15 sec |
Calculation hours | 00:00:00 22:15:00 |
Base value/base date | 1000 as of September. 19, 2022 |
History | Available from Sep. 19, 2022 |
Inception date | February. 14, 2023 |
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 Copper Universe
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
BHP GROUP ADR | Basic Resources | Australia | 13.773% |
BHP GROUP LTD. | Basic Resources | Australia | 13.702% |
RIO TINTO SPN.ADR | Basic Resources | UK | 6.841% |
RIO TINTO | Basic Resources | UK | 6.777% |
Freeport-McMoRan | Basic Resources | USA | 6.369% |
NEWMONT | Basic Resources | USA | 5.533% |
GLENCORE PLC | Basic Resources | UK | 5.369% |
Vale SA | Basic Resources | Brazil | 4.115% |
VALE ON ADR | Basic Resources | Brazil | 4.095% |
Agnico-Eagle Mines Ltd. | Basic Resources | Canada | 3.756% |
3Net dividend yield is calculated as net return index return minus price index return
4Based on the composition as of July 31, 2024