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BLUE CHIP INDICES

STOXX Global 150

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Index Description

The STOXX Global 150 Index is a combination of the regional STOXX blue-chip indices for North America, Asia/Pacific and Europe, covering the supersector leaders of the respective regions in terms of free-float market cap.

Key facts

  • Diversified, as it incorporates a capping factor to ensure that no country/component can dominate the index
  • A fast-exit rule ensures the index accurately represents the performance of only the biggest and most liquid stocks

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 Global 150 35,353.7 33,407.4 222.7 89.0 3,163.8 22.1 9.5 0.1 2.7
STOXX Global 1800 69,741.0 64,130.0 35.6 11.1 3,163.8 1.0 4.9 0.0 2.5

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 Global 150 1.0 22.8 32.5 38.5 101.2 N/A N/A 32.9 11.6 15.2
STOXX Global 1800 0.6 18.3 29.9 27.2 78.7 N/A N/A 30.3 8.4 12.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global 150 N/A N/A 12.7 15.3 18.2 N/A N/A 2.1 0.6 0.7
STOXX Global 1800 N/A N/A 11.0 14.1 17.4 N/A N/A 2.3 0.4 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Global 150 1.0 1.0 1.0 1.0 1.0 3.4 3.7 3.7 3.5 3.6
Index to benchmark Beta Annualized information ratio
STOXX Global 150 1.1 1.1 1.1 1.1 1.0 1.4 1.3 0.6 0.9 0.7

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

2Based on EURIBOR1M

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

BLUE CHIP INDICES

STOXX Global 150

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 Global 150 24.1 22.9 23.9 23.9 5.0 1.7 3.6 29.0
STOXX Global 1800 23.5 20.8 21.8 21.8 3.5 1.9 2.3 23.3

Performance and annual returns