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THEME INDICES

STOXX Global Wind Energy

Index Description

The STOXX Global Wind Energy Index is comprised of companies with significant exposure to the wind energy distribution and related manufacturing industry through direct revenue. The adoption of renewable energy is accelerating as governments and corporations increase decarbonization efforts to mitigate the impacts of climate change. Revere (RBICS) Focus and Revenue datasets allow detailed breakdown of the revenue sources of the eligible companies, helping this index to select companies with substantial exposure to the wind energy industry.

Key facts

  • Index provides targeted exposure to companies that stand to benefit from the advancement of the global wind energy industry.
  • Liquidity and size filters ensure replicability of the index.
  • FactSet Revere data allow detailed and accurate revenue breakdown of eligible companies.

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 Wind Energy N/A 954.6 21.2 14.6 93.7 0.9 9.8 0.1 30.4
STOXX World AC All Cap 108,695.7 84,500.9 6.1 0.5 3,321.0 0.0 3.9 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 Wind Energy -5.4 2.5 -7.6 -32.7 28.3 N/A N/A -7.7 -12.3 5.1
STOXX World AC All Cap 1.9 10.6 19.0 15.0 65.8 N/A N/A 19.0 4.8 10.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Wind Energy N/A N/A 20.3 21.7 23.0 N/A N/A -0.5 -0.7 0.2
STOXX World AC All Cap N/A N/A 9.8 14.3 17.2 N/A N/A 1.5 0.2 0.5
Index to benchmark Correlation Tracking error (%)
STOXX Global Wind Energy 0.5 0.5 0.6 0.5 0.6 12.6 15.3 16.3 18.3 17.9
Index to benchmark Beta Annualized information ratio
STOXX Global Wind Energy 1.3 1.0 1.3 0.8 0.9 -7.7 -1.0 -1.5 -1.0 -0.4

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of June 28, 2024

THEME INDICES

STOXX Global Wind Energy

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 Wind Energy -3,471.0 19.8 15.8 15.8 1.6 1.6 0.8 -22.8
STOXX World AC All Cap -3.4 19.3 20.8 20.8 2.8 2.4 1.8 20.4

Performance and annual returns

Methodology

The parent index of the STOXX Global Wind Energy Index is the STOXX World AC All Cap Index.
A set of size and liquidity screens are applied on the Global Wind Energy Index to capture liquid companies from eligible countries. The Global Wind Energy Index selects companies that generate 50% or more revenues within the sectors associated with the wind energy theme. Companies with RBICS Focus classification from one of the associated sectors are also selected. 
The index is price-weighted with weighting factors based on free-float market capitalization with high exposure and concentration capping and its composition is reviewed annually in September.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1265416359 STXWINDR .STXWINDR
Gross Return EUR CH1265416250 STXWINDG .STXWINDG
Price EUR CH1265416268 STXWINDP .STXWINDP
Net Return USD CH1265416383 STXWINDV STXWINDV INDEX .STXWINDV
Price USD CH1265416227 STXWINDL .STXWINDL
Gross Return USD CH1265416300 STXWINDZ .STXWINDZ

Quick Facts

Weighting Price weighted with a weighting factor and capping factor
Cap Factor 0.1
No. of components Variable
Review frequency Annual - Sep
Calculation/distribution Realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 1000 as of Sep. 18, 2017
History Available from Sep. 18, 2017
Inception date June. 26, 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 Wind Energy

Top 10 Components4

Company Supersector Country Weight
ORSTED Utilities Denmark 9.796%
SIEMENS ENERGY Energy Germany 9.366%
VESTAS WIND SYSTEMS Energy Denmark 9.022%
NORTHLAND POWER Utilities Canada 8.153%
Chung-Hsin E M Industrial Goods and Services Taiwan 4.883%
EDP RENOVAVEIS Utilities Portugal 4.691%
BORALEX 'A' Utilities Canada 4.603%
China Longyuan 'H' Utilities China 3.962%
CENTURY IOSTL.INDUSTRIAL Basic Resources Taiwan 3.720%
CHINA EVERBRIGHT ENVIR. GP. Utilities China 3.600%

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

4Based on the composition as of June 28, 2024