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BENCHMARK INDICES

STOXX Emerging Markets ex GCC All Cap

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Index Description

The STOXX Emerging Markets ex GCC All Cap Index is a market cap weighted index designed to represent the performance of the Large Mid and Small cap companies from Emerging Markets excluding GCC. STOXX Emerging Markets ex GCC All 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 the STOXX World Equity Index series and its countries follow the STOXX World Country Classification Framework.

Key facts

  • Broad, yet liquid coverage of Large, Mid and Small 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 Emerging Markets ex GCC All Cap 25,501.8 9,104.3 1.3 0.2 780.7 0.0 8.6 0.0 7.6
STOXX World AC All Cap 116,149.8 88,279.3 6.1 0.4 3,434.8 0.0 3.9 0.0 3.2

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 ex GCC All Cap -4.6 11.8 26.2 -1.6 26.7 N/A N/A 26.1 -0.5 4.8
STOXX World AC All Cap -2.3 15.1 32.3 14.3 64.8 N/A N/A 32.1 4.5 10.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Emerging Markets ex GCC All Cap N/A N/A 13.7 16.1 17.7 N/A N/A 1.8 -0.1 0.2
STOXX World AC All Cap N/A N/A 10.5 14.5 17.3 N/A N/A 2.6 0.2 0.5
Index to benchmark Correlation Tracking error (%)
STOXX Emerging Markets ex GCC All Cap 0.2 0.6 0.6 0.5 0.6 13.5 11.5 11.6 15.1 15.2
Index to benchmark Beta Annualized information ratio
STOXX Emerging Markets ex GCC All Cap 0.4 0.7 0.7 0.6 0.6 -2.0 -0.3 -0.4 -0.4 -0.4

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

2Based on EURIBOR1M

(USD, Net Return), all data as of October 31, 2024

BENCHMARK INDICES

STOXX Emerging Markets ex GCC All 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 ex GCC All Cap 18.1 13.9 15.2 15.2 1.7 2.5 0.8 27.4
STOXX World AC All Cap -0.7 20.0 20.4 20.4 3.0 2.0 1.8 17.6

Performance and annual returns