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THEME INDICES

STOXX Global Smart Factory

Index Description

The STOXX Global Smart Factory index is comprised of companies that stand to benefit from the �smart factory� trend. The companies in this index combine physical production and operations with smart digital technology, machine learning and big data to create a more holistic and well-connected ecosystem for companies that focus on manufacturing and supply chain management. An increase in the adoption of industrial robots, the evolution of the Industrial Internet of Things (IIoT) and the growth in demand for smart automation solutions are expected to drive the shift towards smart factories, benefiting the companies included in this index. Revere (RBICS) data allow a detailed breakdown of the revenue sources of the eligible companies, helping this index to select companies with substantial exposure to the smart factory trend. Furthermore, the index excludes companies identified as non-compliant based on Sustainalytics Global Standards Screening assessment or to be involved with controversial weapons.

Key facts

  • Index allows targeted investment in companies that promote intelligent factory
  • Detailed Revere data helps select companies with a revenue exposure above 50% to smart factory related sectors
  • Liquidity filter ensures replicability
  • Index integrates ESG considerations

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Global Smart Factory N/A 9.8 0.1 0.0 0.9 0.0 9.5 0.0 17.3
STOXX Developed and Emerging Markets Total Market 89,049.7 75,769.9 6.4 0.6 2,842.1 0.0 3.8 0.0 2.7

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 Smart Factory 4.4 5.2 20.9 33.1 127.2 N/A N/A 21.2 10.1 18.0
STOXX Developed and Emerging Markets Total Market 2.6 10.5 21.8 31.7 80.6 N/A N/A 22.1 9.7 12.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Smart Factory N/A N/A 18.6 23.1 26.6 N/A N/A 0.8 0.3 0.6
STOXX Developed and Emerging Markets Total Market N/A N/A 9.2 13.1 16.7 N/A N/A 1.7 0.6 0.7
Index to benchmark Correlation Tracking error (%)
STOXX Global Smart Factory 0.7 0.7 0.8 0.9 0.9 11.7 14.4 13.0 13.8 14.5
Index to benchmark Beta Annualized information ratio
STOXX Global Smart Factory 1.8 1.6 1.5 1.5 1.4 1.7 -0.8 0.0 0.1 0.4

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of May 31, 2024

THEME INDICES

STOXX Global Smart Factory

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 Smart Factory 64.8 28.6 33.7 33.7 4.0 1.5 5.4 25.3
STOXX Developed and Emerging Markets Total Market -0.7 18.4 20.0 20.0 2.8 2.5 1.7 5.6

Performance and annual returns

Methodology

The parent index is the STOXX Developed and Emerging Markets Total Market Index. The index applies two screens. In a first step, only stocks with a 3-month median daily trading volume (MDTV) greater than EUR 1,000,000 are included. In a second step, only companies with revenue exposure of more than 50% to the sectors associated with the theme are selected. Companies that Sustainalytics deems to be in breach of the Sustainalytics Global Standards Screening assessment or to be involved with controversial weapons are excluded.


The index is weighted proportionally to the free-float market capitalization of the selected stocks multiplied by their aggregate revenue exposure to themes. Weights are capped according to the following constraints: the sum of all weights above 4.5% should not exceed 35%, and no single weight should exceed 8%.

The index composition is reviewed annually and rebalanced quarterly.


The detailed methodology including the calculation formula and the list of sectors can be found in our rulebooks: www.stoxx.com/rulebooks

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH0462846020 STXSFCGR STXSFCGR INDEX .STXSFCGR
Price EUR CH0462846103 STXSFCP .STXSFCP
Net Return EUR CH0462845964 STXSFCR .STXSFCR
Price USD CH0462846038 STXSFCL .STXSFCL
Net Return USD CH0462845980 STXSFCV .STXSFCV
Gross Return USD CH0462846004 STXSFCGV .STXSFCGV

Quick Facts

Weighting Weights are determined proportionally to market cap times the total revenue exposure to relevant RBICS sectors
Cap Factor Sum of weights above 4.5% not to exceed 35%. No single weight to exceed 8%
No. of components Variable
Review frequency Components are reviewed annually, weighting factors are recalculated quarterly
Calculation/distribution dayend
Calculation hours 22:00:00 22:00:00
Base value/base date 100 as of Jun. 18, 2012
History Available as of Jun. 18, 2012
Inception date Feb. 20, 2019
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 Smart Factory

Top 10 Components4

Company Supersector Country Weight
Qualcomm Inc. Technology USA 9.496%
Texas Instruments Inc. Technology USA 9.099%
BROADCOM Technology USA 7.722%
Micron Technology Inc. Technology USA 5.809%
Intel Corp. Technology USA 5.467%
Analog Devices Inc. Technology USA 5.441%
SK HYNIX INC Technology South Korea 5.073%
Microchip Technology Inc. Technology USA 4.792%
MONOLITHIC PWR.SYS. Technology USA 4.175%
Autodesk Inc. Technology USA 3.653%

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

4Based on the composition as of May 31, 2024