BENCHMARK INDICES

STOXX Emerging Europe Small Cap

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 Emerging Europe Small Cap	168.5	67.1	0.2	0.1	2.1	0.0	3.2	0.0	13.1
STOXX Emerging Markets All Cap	15,722.1	8,634.5	1.4	0.2	469.1	0.0	5.4	0.0	7.5

Risk and return figures¹

Index returns	Return (%)					Annualized return (%)
	Last month	YTD	1Y	3Y	5Y	Last month	YTD	1Y	3Y	5Y
STOXX Emerging Europe Small Cap	-4.6	6.4	6.4	-2.3	37.7	N/A	N/A	6.4	-0.8	6.6
STOXX Emerging Markets All Cap	4.0	12.5	12.5	-12.0	26.3	N/A	N/A	12.5	-4.2	4.8
Index volatility and risk	Annualized volatility (%)					Annualized Sharpe ratio2
STOXX Emerging Europe Small Cap	N/A	N/A	22.7	27.8	25.9	N/A	N/A	0.2	-0.1	0.2
STOXX Emerging Markets All Cap	N/A	N/A	12.2	16.1	17.2	N/A	N/A	0.6	-0.4	0.2
Index to benchmark	Correlation					Tracking error (%)
STOXX Emerging Europe Small Cap	0.6	0.2	0.2	0.4	0.5	18.1	23.6	23.6	26.0	22.6
Index to benchmark	Beta					Annualized information ratio
STOXX Emerging Europe Small Cap	1.3	0.4	0.4	0.7	0.8	-5.9	-0.3	-0.3	0.1	0.0

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

²Based on EURIBOR1M

(USD, Gross Return), all data as of December 29, 2023

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 Emerging Europe Small Cap	8.7	8.9	7.5	7.5	1.9	2.8	0.8	11.6
STOXX Emerging Markets All Cap	13.2	13.6	11.2	11.2	1.5	2.9	0.8	2.2