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INDUSTRY INDICES

STOXX Developed Europe Consumer Staples

Index Description

The STOXX Developed Europe Consumer Staples Index is a market cap weighted index designed to represent the performance of the Large and Mid Cap companies from Developed Europe in the ICB Consumer Staples Industry. STOXX Developed Europe Consumer Staples 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 the STOXX World Equity Index series and its countries follow the STOXX World Country Classification Framework.

Key facts

  • Broad, yet liquid coverage of Large and Mid 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 Developed Europe Consumer Staples 1,257.7 1,019.2 27.5 10.5 282.8 0.7 27.8 0.1 2.4
STOXX Developed World 72,449.4 65,785.1 40.4 13.4 3,085.4 0.1 4.7 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 Developed Europe Consumer Staples 3.8 -0.2 -1.0 -10.1 9.3 N/A N/A -1.0 -3.5 1.8
STOXX Developed World 4.5 9.7 25.3 21.6 84.9 N/A N/A 25.2 6.7 13.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Developed Europe Consumer Staples N/A N/A 12.2 14.9 16.1 N/A N/A -0.5 -0.3 0.1
STOXX Developed World N/A N/A 10.2 14.9 18.0 N/A N/A 1.8 0.3 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Developed Europe Consumer Staples 0.4 0.2 0.4 0.5 0.6 11.4 13.4 12.4 14.9 15.7
Index to benchmark Beta Annualized information ratio
STOXX Developed Europe Consumer Staples 0.6 0.3 0.5 0.5 0.5 -0.7 -1.7 -1.9 -0.8 -0.8

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

INDUSTRY INDICES

STOXX Developed Europe Consumer Staples

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 Developed Europe Consumer Staples 34.1 15.4 19.6 19.6 2.8 3.5 1.3 19.2
STOXX Developed World 24.0 19.3 22.1 22.1 3.3 2.4 2.2 10.4

Performance and annual returns

Methodology

The STOXX Developed Europe Consumer Staples Index is a market cap weighted index designed to represent the performance of the Large and Mid Cap companies from Developed Europe in the ICB Consumer Staples Industry. STOXX Developed Europe Consumer Staples 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 the STOXX World Equity Index series and its countries follow the STOXX World Country Classification Framework.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1213353159 SWDE45P .SWDE45P
Net Return EUR CH1213353134 SWDE45R .SWDE45R
Gross Return EUR CH1213353142 SWDE45GR .SWDE45GR
Net Return USD CH1213353100 SWDE45V .SWDE45V
Gross Return USD CH1213353118 SWDE45GV .SWDE45GV
Price USD CH1213353126 SWDE45L .SWDE45L

Quick Facts

Weighting Free-float market capitalization
Cap Factor N/A
No. of components Variable
Review frequency Semi Annual
Calculation/distribution Realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 1000 as of September. 22, 2008
History Available from Sep. 22, 2008
Inception date November. 16, 2022
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

INDUSTRY INDICES

STOXX Developed Europe Consumer Staples

Top 10 Components4

Company Supersector Country Weight
NESTLE Food, Beverage and Tobacco Switzerland 27.750%
UNILEVER PLC Personal Care, Drug and Grocery Stores UK 13.452%
DIAGEO Food, Beverage and Tobacco UK 7.341%
BRITISH AMERICAN TOBACCO Food, Beverage and Tobacco UK 6.047%
ANHEUSER-BUSCH INBEV Food, Beverage and Tobacco Belgium 5.517%
RECKITT BENCKISER GRP Personal Care, Drug and Grocery Stores UK 4.096%
DANONE Food, Beverage and Tobacco France 4.040%
PERNOD RICARD Food, Beverage and Tobacco France 2.921%
AHOLD DELHAIZE Personal Care, Drug and Grocery Stores Netherlands 2.895%
HEINEKEN Food, Beverage and Tobacco Netherlands 2.818%

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

4Based on the composition as of May 31, 2024