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THEME INDICES

STOXX Semiconductor 30

Index Description

The STOXX Semiconductor 30 Index is comprised of US listed companies with exposure to the semiconductor industry as determined by the ICB subsectors “Semiconductors” and “Production Technology Equipment”.

Key facts

  • Index is comprised of US listed companies with exposure to the semiconductor industry.
  • Minimum size: free-float market capitalization equal to or greater than 100 million USD.
  • Minimum liquidity: 6-month average daily traded volume (ADTV) in USD equal to or exceeding 1.5 million USD.
  • The index is reviewed annually in September

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 Semiconductor 30 N/A 95.0 3.2 2.6 7.8 0.2 8.2 0.2 28.5
STOXX World AC All Cap 98,797.1 83,058.1 5.9 0.5 3,126.9 0.0 3.8 0.0 4.8

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
STOXX Semiconductor 30 4.5 20.5 55.3 66.5 286.4 N/A N/A 58.4 19.1 31.5
STOXX World AC All Cap 3.0 7.4 20.5 13.2 51.1 N/A N/A 20.6 4.2 8.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Semiconductor 30 N/A N/A 27.8 34.1 36.4 N/A N/A 1.4 0.4 0.7
STOXX World AC All Cap N/A N/A 10.0 14.3 17.2 N/A N/A 1.6 0.2 0.4
Index to benchmark Correlation Tracking error (%)
STOXX Semiconductor 30 0.8 0.7 0.7 0.8 0.8 28.0 25.2 22.2 24.0 24.6
Index to benchmark Beta Annualized information ratio
STOXX Semiconductor 30 3.3 2.5 2.0 1.9 1.7 0.8 2.0 1.2 0.6 0.9

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

2Based on EURIBOR1M

(USD, Price), all data as of March 29, 2024

THEME INDICES

STOXX Semiconductor 30

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 Semiconductor 30 41.7 30.2 33.5 33.5 5.9 1.5 7.4 63.2
STOXX World AC All Cap 26.4 18.7 20.2 20.2 2.8 2.0 1.7 2.8

Performance and annual returns

Methodology

The STOXX Semiconductor 30 Index is comprised of companies with exposure to the semiconductor industry.The index universe is defined by all the stocks in the STOXX World AC All Cap Index and STOXX World DR Index. The base universe are screened on the basis of eligible exchanges, ICB classification(10102010 and 10102020), minimum size, minimum liquidity, and multiple share lines.

The companies are ranked in order of their free float market capitalization and the top 30 companies are selected for the index composition.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1213360022 STXSEMIP .STXSEMIP
Net Return EUR CH1213360006 STXSEMIR .STXSEMIR
Gross Return EUR CH1213360014 STXSEMIG .STXSEMIG
Gross Return USD CH1213359982 STXSEMIZ .STXSEMIZ
Price USD CH1213359990 STXSEMIL STXSEMIL INDEX .STXSEMIL
Net Return USD CH1213359974 STXSEMIV .STXSEMIV

Quick Facts

Weighting Price weighted with a weighting factor and capping factor.
Cap Factor 0.08
No. of components 30
Review frequency Annually
Calculation/distribution Realtime 15 sec
Calculation hours 15:30:00 22:15:00
Base value/base date 4000 as of Dec. 29, 2023
History Available from Dec. 29, 2023
Inception date February. 13, 2024
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 Semiconductor 30

Top 10 Components4

Company Supersector Country Weight
NVIDIA Corp. Technology USA 8.208%
BROADCOM Technology USA 7.930%
ASML HLDG.ADR Technology Netherlands 7.800%
TAIWAN SEMICON.SPN.ADR Technology Taiwan 7.676%
ADVANCED MICRO DEVICES Technology USA 7.188%
Micron Technology Inc. Technology USA 5.640%
Analog Devices Inc. Technology USA 4.724%
Texas Instruments Inc. Technology USA 4.707%
Lam Research Corp. Technology USA 4.626%
Applied Materials Inc. Technology USA 4.593%

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

4Based on the composition as of March 29, 2024