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BENCHMARK INDICES

STOXX World AC All Cap

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Index Description

The STOXX World All Cap Index is a broad, market cap weighted index designed to represent the performance of the large, mid and small companies from developed and emerging markets. It is suitable for global investment products, which include funds, exchange traded funds and derivatives, and can also be used for further building block approach strategies when appropriate. It follows a robust and modular framework which enables investors to utilize this index for a variety of investment objectives whilst using a consistent approach.

Key facts

  • Broad yet liquid coverage of large, mid and small cap companies that supports clients' global investment decisions whilst avoiding home biases
  • A consistent and transparent methodology which fully embraces global standards of governance
  • Can serve as a basis for numerous derived strategies
  • Constructed using STOXX World Methodology
  • Its countries follow the STOXX World Country Classification Framework

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 World AC All Cap 98,794.6 83,056.4 5.9 0.5 3,126.9 0.0 3.8 0.0 4.8
N/A N/A N/A N/A N/A N/A N/A N/A N/A

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 World AC All Cap 3.2 7.9 23.1 20.1 67.5 N/A N/A 23.2 6.3 10.8
N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX World AC All Cap N/A N/A 10.0 14.3 17.2 N/A N/A 1.8 0.3 0.6
N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
Index to benchmark Correlation Tracking error (%)
STOXX World AC All Cap N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
Index to benchmark Beta Annualized information ratio
STOXX World AC All Cap N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of March 29, 2024

BENCHMARK INDICES

STOXX World AC All Cap

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 World AC All Cap 26.4 18.7 20.2 18.0 2.8 2.5 1.7 2.8
N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The STOXX World All Cap Index is a broad, market cap weighted index designed to represent the performance of the large, mid and small companies from developed and emerging markets.

It is suitable for global investment products, which include funds, exchange traded funds and derivatives, and can also be used for further building block approach strategies when appropriate.

It follows a robust and modular framework which enables investors to utilize this index for a variety of investment objectives whilst using a consistent approach.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return AUD CH0462362218 STXWARAU STXWARAU INDEX .STXWARAU
Gross Return AUD CH0462362226 STXWAGAU STXWAGAU INDEX .STXWAGAU
Price AUD CH0462362200 STXWAPAA STXWAPAA INDEX .STXWAPAA
Gross Return CAD CH0462362283 STXWAGCA STXWAGCA INDEX .STXWAGCA
Price CAD CH0462362267 STXWAPCA STXWAPCA INDEX .STXWAPCA
Net Return CAD CH0462362275 STXWARCA STXWARCA INDEX .STXWARCA
Net Return CHF CH0462362242 STXWARCH STXWARCH INDEX .STXWARCH
Gross Return CHF CH0462362259 STXWAGCH STXWAGCH INDEX .STXWAGCH
Price CHF CH0462362234 STXWAPCH STXWAPCH INDEX .STXWAPCH
Price EUR CH0462362085 STXWAP STXWAP INDEX .STXWAP
Gross Return EUR CH0462362101 STXWAGR STXWAGR INDEX .STXWAGR
Net Return EUR CH0462362093 STXWAR STXWAR INDEX .STXWAR
Gross Return GBP CH0462362192 STXWAGHB STXWAGHB INDEX .STXWAGHB
Price GBP CH0462362176 STXWAPGB STXWAPGB INDEX .STXWAPGB
Net Return GBP CH0462362184 STXWAHB STXWAHB INDEX .STXWAHB
Gross Return JPY CH0462362168 STXWAJG STXWAJG INDEX .STXWAJG
Net Return JPY CH0462362150 STXWAJR STXWAJR INDEX .STXWAJR
Price JPY CH0462362143 STXWAJP STXWAJP INDEX .STXWAJP
Net Return USD CH0462362127 STXWAV STXWAV INDEX .STXWAV
Gross Return USD CH0462362135 STXWAGV STXWAGV INDEX .STXWAGV
Price USD CH0462362119 STXWAL STXWAL INDEX .STXWAL

Quick Facts

Weighting Free-float market capitalization
No. of components Variable
Review frequency Semi-annually
Calculation/distribution Realtime 15sec
Calculation hours 00:00:00 22:15:00
Base value/base date 1000 as of March. 21, 1997
History Available from March. 21, 1997
Inception date July. 14, 2022
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
Microsoft Corp. Technology USA 3.767%
Apple Inc. Technology USA 3.007%
NVIDIA Corp. Technology USA 2.721%
Amazon.com Inc. Retail USA 2.042%
META PLATFORMS CLASS A Technology USA 1.287%
ALPHABET INC. CL A Technology USA 1.072%
ALPHABET CLASS C Technology USA 1.044%
Eli Lilly & Co. Health Care USA 0.796%
BROADCOM Technology USA 0.748%
TSMC Technology Taiwan 0.703%

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

4Based on the composition as of March 29, 2024

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.