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INDUSTRY INDICES

STOXX US Consumer Discretionary

Index Description

The STOXX US Consumer Discretionary Index is a market cap weighted index designed to represent the performance of the Large and Mid Cap companies from US in the ICB Consumer Discretionary Industry. STOXX US Consumer Discretionary 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 US Consumer Discretionary 6,772.3 6,180.0 67.2 19.7 1,644.0 0.6 26.6 0.0 2.4
STOXX US 46,132.3 44,090.8 74.7 28.9 2,893.6 0.6 6.6 0.0 2.2

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 US Consumer Discretionary -4.7 2.5 23.8 -2.2 60.5 N/A N/A 23.7 -0.7 9.9
STOXX US -4.1 5.7 23.0 21.0 80.2 N/A N/A 22.9 6.5 12.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX US Consumer Discretionary N/A N/A 15.9 23.6 24.4 N/A N/A 1.1 -0.1 0.3
STOXX US N/A N/A 11.9 17.8 21.6 N/A N/A 1.5 0.3 0.5
Index to benchmark Correlation Tracking error (%)
STOXX US Consumer Discretionary 0.9 0.9 0.9 0.9 0.9 5.7 5.9 7.5 10.1 9.7
Index to benchmark Beta Annualized information ratio
STOXX US Consumer Discretionary 1.1 1.1 1.2 1.2 1.0 -1.2 -1.5 0.1 -0.6 -0.2

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

2Based on EURIBOR1M

(USD, Net Return), all data as of April 30, 2024

INDUSTRY INDICES

STOXX US Consumer Discretionary

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 US Consumer Discretionary 32.9 27.0 30.2 30.2 7.0 0.7 2.0 28.5
STOXX US 27.5 21.5 25.4 25.4 4.7 1.3 2.7 27.6

Performance and annual returns

Methodology

The STOXX US Consumer Discretionary Index is a market cap weighted index designed to represent the performance of the Large and Mid Cap companies from US in the ICB Consumer Discretionary Industry. STOXX US Consumer Discretionary 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
Net Return EUR CH1213351740 SWUS40R .SWUS40R
Price EUR CH1213351765 SWUS40P .SWUS40P
Gross Return EUR CH1213351757 SWUS40GR .SWUS40GR
Price USD CH1213351732 SWUS40L .SWUS40L
Gross Return USD CH1213351724 SWUS40GV .SWUS40GV
Net Return USD CH1213351716 SWUS40V .SWUS40V

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 US Consumer Discretionary

Top 10 Components4

Company Supersector Country Weight
Amazon.com Inc. Retail USA 26.602%
TESLA Automobiles and Parts USA 8.226%
Home Depot Inc. Retail USA 5.382%
Costco Wholesale Corp. Retail USA 5.192%
WALMART INC. Retail USA 4.210%
Netflix Inc. Media USA 3.856%
Walt Disney Co. Media USA 3.298%
McDonald's Corp. Travel and Leisure USA 3.205%
UBER TECHNOLOGIES Consumer Products and Services USA 2.207%
Lowe's Cos. Retail USA 2.122%

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

4Based on the composition as of April 30, 2024