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BENCHMARK INDICES

STOXX Australia Large Cap

Index Description

The STOXX Australia Large Cap Index is a broad market cap weighted index designed to represent the performance of the Large Cap companies from Australia covering approximately 70% of investable market capitalization. STOXX Australia Large Cap Index 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. It is derived from STOXX World Equity Index series and its countries follow the STOXX World Country Classification Framework.

Key facts

  • Broad, yet liquid coverage of Large 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 Australia Large Cap 1,100.2 1,043.5 33.7 17.7 150.0 6.3 14.4 0.6 2.8
STOXX Developed World Large Cap 61,499.4 56,266.1 78.1 36.5 3,085.4 0.3 5.5 0.0 3.1

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 Australia Large Cap 4.3 1.1 19.1 6.7 45.4 N/A N/A 19.1 2.2 7.7
STOXX Developed World Large Cap 4.8 10.6 26.5 25.8 91.9 N/A N/A 26.4 7.9 13.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Australia Large Cap N/A N/A 17.1 19.2 22.9 N/A N/A 0.7 0.1 0.3
STOXX Developed World Large Cap N/A N/A 10.2 14.9 18.0 N/A N/A 1.9 0.4 0.7
Index to benchmark Correlation Tracking error (%)
STOXX Australia Large Cap 0.7 0.4 0.5 0.5 0.6 12.6 14.6 14.5 18.3 19.8
Index to benchmark Beta Annualized information ratio
STOXX Australia Large Cap 1.2 0.7 0.9 0.6 0.7 -0.3 -1.5 -0.4 -0.4 -0.3

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

2Based on EURIBOR1M

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

BENCHMARK INDICES

STOXX Australia Large 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 Australia Large Cap 21.5 16.8 20.9 20.9 2.3 5.0 2.1 0.3
STOXX Developed World Large Cap 23.8 19.7 22.6 22.6 3.6 2.4 2.4 11.3

Performance and annual returns