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THEME INDICES

STOXX Developed World Real Estate Focused

Index Description

The STOXX Real Estate indices are indices designed to capture the performance of companies classified in the Real Estate sector, according to the ICB Classification, and whose revenues derive from Real Estate activities. Revere (RBICS) data allow for a detailed breakdown of the revenue sources of the eligible companies, helping this index to select companies with substantial exposure.

Key facts

  • The index is comprised of companies with exposure to the Real Estate sector, according to the ICB Classification, and whose revenues derive from Real Estate activities.
  • Based on FactSet Revere data for a detailed revenue breakdown.
  • The index is weighted according to free-float market capitalization.
  • The index is reviewed semi-annual in March and September.

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Developed World Real Estate Focused 1,860.2 1,630.5 5.3 1.9 102.4 0.1 6.3 0.0 2.0
STOXX Developed World All Cap 85,907.2 77,694.0 10.4 1.0 3,416.4 0.0 4.4 0.0 2.7

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 World Real Estate Focused 5.4 14.4 24.0 4.1 18.7 N/A N/A 24.0 1.3 3.5
STOXX Developed World All Cap 7.7 27.1 32.4 35.8 85.9 N/A N/A 32.4 10.7 13.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Developed World Real Estate Focused N/A N/A 12.5 15.2 19.2 N/A N/A 1.5 -0.1 0.2
STOXX Developed World All Cap N/A N/A 11.6 14.4 17.7 N/A N/A 2.2 0.5 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Developed World Real Estate Focused 0.3 0.6 0.6 0.7 0.8 14.7 11.3 11.4 11.2 11.6
Index to benchmark Beta Annualized information ratio
STOXX Developed World Real Estate Focused 0.2 0.6 0.6 0.8 0.9 -1.9 -1.1 -0.6 -0.8 -0.8

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of November 29, 2024

THEME INDICES

STOXX Developed World Real Estate Focused

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 World Real Estate Focused 59.0 28.4 28.0 28.0 1.4 4.9 6.0 1.9
STOXX Developed World All Cap -0.9 21.6 20.1 20.1 3.4 2.4 2.1 18.4

Performance and annual returns

Methodology

The securities in the universe are screened on the basis of 3-month Median Daily Traded Volume (MDTV) in USD, Free-float market capitalization in USD, ICB classification(stocks classified as belonging to the eligible ICB list), and Revenue information{as captured by Revere’s detailed industry classification system (RBICS)}.
If any of these fields is missing information for a stock, then that company is excluded from the selection process.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1362042389 SWRESP .SWRESP
Net Return EUR CH1362042363 SWRESR .SWRESR
Gross Return EUR CH1362042371 SWRESGR .SWRESGR
Net Return USD CH1362042330 SWRESV .SWRESV
Price USD CH1362042355 SWRESL .SWRESL
Gross Return USD CH1362042348 SWRESGV .SWRESGV

Quick Facts

Weighting Free-Float Market Capitalization.
Cap Factor na
No. of components Variable
Review frequency Semi-Annually
Calculation/distribution realtime 15 sec
Calculation hours 00:00:00 22:30:00
Base value/base date 1000 as of Mar. 24, 2014
History Available since 24 Mar 2014
Inception date Aug. 09, 2024
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
PROLOGIS INC. Real Estate USA 6.275%
Equinix Inc. Real Estate USA 5.408%
Welltower Inc. Real Estate USA 4.621%
Digital Realty Trust Inc. Real Estate USA 3.508%
Simon Property Group Inc. Real Estate USA 3.288%
Public Storage Real Estate USA 3.186%
REALTY INCOME Real Estate USA 2.926%
EXTRA SPACE STORAGE Real Estate USA 2.103%
VICI PPTYS Real Estate USA 1.982%
Avalonbay Communities Inc. Real Estate USA 1.943%

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

4Based on the composition as of November 29, 2024