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THEME INDICES

STOXX World AC AI Market Leaders

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Index Description

The STOXX World AC AI Market Leaders Index is comprised of companies with significant market share exposure to the AI industry through direct revenue exposure and that have characteristics typically associated with peer group leadership. Revere Revenue dataset allows detailed breakdown of the revenue sources of the eligible companies, helping this index to select companies with substantial exposure to the AI industry. Fundamental screens are further applied to only select those companies that are best in class.

Key facts

  • The index is comprised of companies with significant market share exposure to the AI sector.
  • Liquidity and size filters ensure replicability of the index.
  • FactSet Revere data allow detailed and accurate revenue breakdown of eligible companies.
  • Fundamental screens are applied to establish innovation activity and profitability.
  • The index is reviewed annually in June.

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 World AC AI Market Leaders 2,954.8 2,848.0 77.0 53.1 230.1 0.2 8.1 0.0 16.7
STOXX World AC All Cap 112,340.2 85,947.3 6.0 0.4 3,655.8 0.0 4.3 0.0 3.2

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 AI Market Leaders 3.1 37.8 37.8 55.6 N/A N/A N/A 37.7 15.9 N/A
STOXX World AC All Cap -0.7 24.1 24.1 25.8 70.2 N/A N/A 24.0 7.9 11.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX World AC AI Market Leaders N/A N/A 19.4 22.4 21.1 N/A N/A 1.4 0.5 0.9
STOXX World AC All Cap N/A N/A 11.2 13.3 16.8 N/A N/A 1.6 0.4 0.6
Index to benchmark Correlation Tracking error (%)
STOXX World AC AI Market Leaders 0.9 0.9 0.9 0.9 0.9 7.2 11.1 11.1 12.2 11.5
Index to benchmark Beta Annualized information ratio
STOXX World AC AI Market Leaders 1.4 1.5 1.5 1.5 0.8 6.2 1.0 1.0 0.7 0.7

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of December 31, 2024

THEME INDICES

STOXX World AC AI Market Leaders

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 AI Market Leaders 39.2 26.6 30.8 30.8 5.9 1.0 4.5 36.4
STOXX World AC All Cap -1.0 20.1 18.9 18.9 2.8 1.8 1.8 20.0

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.
Companies that have an aggregate revenue exposure of 25% or higher to the overall theme constitute the pre-selection list. They are further assessed for AI Market Share Leadership, Competitive Advantage and Profitability screens. The final selection includes the companies that have passed all the criteria mentioned above.
The index is weighted by free-float market capitalization and incorporates concentration capping.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1362042868 STXWAIP .STXWAIP
Gross Return EUR CH1362042884 STXWAIGR .STXWAIGR
Net Return EUR CH1362042876 STXWAIR .STXWAIR
Price USD CH1362042892 STXWAIL .STXWAIL
Net Return USD CH1362042900 STXWAIV .STXWAIV
Gross Return USD CH1362042918 STXWAIGV .STXWAIGV

Quick Facts

Weighting Free Float MCAP with capping factor
Cap Factor 0.08
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. 22, 2020
History Available since 22 Jun 2020
Inception date Sep. 02 2024
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
ALPHABET INC. CL A Technology USA 8.080%
NVIDIA Corp. Technology USA 8.012%
Microsoft Corp. Technology USA 7.682%
META PLATFORMS CLASS A Technology USA 7.605%
BROADCOM Technology USA 5.915%
Cisco Systems Inc. Telecommunications USA 4.636%
TSMC Technology Taiwan 4.636%
ASML HLDG Technology Netherlands 4.526%
Qualcomm Inc. Technology USA 4.474%
SAP Technology Germany 4.458%

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

4Based on the composition as of December 31, 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.