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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 (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Global 150 39,873.2 37,687.2 251.2 100.1 3,608.4 24.0 9.6 0.1 2.7
STOXX Global 1800 78,943.4 72,720.3 40.4 12.3 3,608.4 0.8 5.0 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 4.0 25.5 30.0 36.6 98.0 N/A N/A 30.5 11.1 14.8
STOXX Global 1800 4.5 21.6 27.5 27.7 77.0 N/A N/A 28.0 8.6 12.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global 150 N/A N/A 12.1 16.0 18.5 N/A N/A 1.9 0.5 0.7
STOXX Global 1800 N/A N/A 10.7 15.2 18.0 N/A N/A 2.0 0.4 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Global 150 0.9 1.0 1.0 1.0 1.0 3.8 3.7 3.7 3.5 3.6
Index to benchmark Beta Annualized information ratio
STOXX Global 150 1.0 1.1 1.1 1.0 1.0 -1.6 1.0 0.5 0.7 0.6

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

2Based on EURIBOR1M

(USD, Net Return), all data as of November 29, 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 27.1 23.0 26.5 26.5 5.0 1.6 3.6 28.5
STOXX Global 1800 25.8 21.2 23.8 23.8 3.6 1.8 2.4 25.6

Performance and annual returns

Methodology

The index consists of the components of the STOXX Europe 50, the STOXX Asia/Pacific 50 and the STOXX North America 50. Each regional blue-chip index consists of 50 stocks covering the largest supersector leaders in the STOXX Asia/Pacific 600, STOXX North America 600 and STOXX Europe 600 indices. The detailed methodology including the calculation formula can be found in our rulebook : http://www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0118477402 SX150P SX150P INDEX .SX150P
Net Return EUR CH0118477410 SX150R SX150R INDEX .SX150R
Price USD CH0118477428 SX150L SX150L INDEX .SX150L
Net Return USD CH0118477436 SX150V SX150V INDEX .SX150V

Quick Facts

Weighting Free-float market cap
Cap Factor 10%
No. of components 150
Review frequency Annually (September)
Calculation/distribution Price (EUR/USD): realtime (every 15 seconds) Net return (EUR/USD): end-of-day
Calculation hours Realtime: 00:00 am – 10:15 pm CET End-of-day: 10:15 pm CET
Base value/base date 1,000 as of Dec. 31, 1991
History Available daily back to Dec. 31, 1991
Inception date Nov. 17, 2010

Top 10 Components4

Company Supersector Country Weight
Apple Inc. Technology USA 9.574%
NVIDIA Corp. Technology USA 9.024%
Microsoft Corp. Technology USA 8.351%
Amazon.com Inc. Retail USA 5.277%
META PLATFORMS CLASS A Technology USA 3.329%
TESLA Automobiles and Parts USA 2.544%
ALPHABET CLASS C Technology USA 2.526%
BROADCOM Technology USA 2.002%
JPMorgan Chase & Co. Banks USA 1.885%
Eli Lilly & Co. Health Care USA 1.801%

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

4Based on the composition as of November 29, 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.

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.