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BENCHMARK INDICES

STOXX Emerging Markets Small Cap

Index Description

Key facts

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 Markets Small Cap 2,056.1 1,089.7 0.3 0.1 3.2 0.0 0.3 0.0 17.5
STOXX World AC Small Cap 10,975.5 8,596.3 1.0 0.4 24.7 0.0 0.3 0.0 9.0

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 Emerging Markets Small Cap -2.6 -2.6 8.9 -0.1 29.8 N/A N/A 8.9 0.0 5.3
STOXX World AC Small Cap -2.5 -2.5 4.3 1.5 39.3 N/A N/A 4.3 0.5 6.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Emerging Markets Small Cap N/A N/A 10.4 13.8 16.1 N/A N/A 0.5 -0.1 0.3
STOXX World AC Small Cap N/A N/A 14.0 16.9 19.1 N/A N/A 0.1 -0.1 0.3
Index to benchmark Correlation Tracking error (%)
STOXX Emerging Markets Small Cap 0.5 0.5 0.5 0.5 0.6 10.9 10.9 12.4 15.0 15.2
Index to benchmark Beta Annualized information ratio
STOXX Emerging Markets Small Cap 0.4 0.4 0.4 0.4 0.5 -0.2 -0.2 0.2 -0.1 -0.2

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

2Based on EURIBOR1M

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

BENCHMARK INDICES

STOXX Emerging Markets Small 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 Emerging Markets Small Cap 28.4 15.8 12.9 12.9 1.4 2.3 0.7 4.8
STOXX World AC Small Cap 27.5 6.1 12.4 12.4 1.7 2.2 0.9 8.8

Performance and annual returns

Methodology

Placeholder5

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1213348068 SWESCR .SWESCR
Gross Return EUR CH1213348076 SWESCGR .SWESCGR
Price EUR CH1213348084 SWESCP .SWESCP
Net Return USD CH1213348035 SWESCV SWESCV INDEX .SWESCV
Gross Return USD CH1213348043 SWESCGV .SWESCGV
Price USD CH1213348050 SWESCL .SWESCL

Quick Facts

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.

BENCHMARK INDICES

STOXX Emerging Markets Small Cap

Top 10 Components4

Company Supersector Country Weight
Embraer Industrial Goods and Services Brazil 0.297%
VESTA Real Estate Mexico 0.294%
VISTA ENERGY ADR Energy Mexico 0.270%
WT Microelectron Technology Taiwan 0.263%
FORTUNE ELECTRIC Technology Taiwan 0.257%
QATAR NAVIGATION Industrial Goods and Services Qatar 0.256%
Makalot Consumer Products and Services Taiwan 0.255%
Fortis Healthcar Health Care India 0.249%
Prestge Ests Real Estate India 0.247%
Compeq Mftg Technology Taiwan 0.243%

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

4Based on the composition as of January 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.