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BENCHMARK INDICES

STOXX China ADR Total Market

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Index Description

The STOXX China ADR Total Market Index represents at least 95% of the free-float market capitalization of ADRs, i.e. American depositary receipts of companies that are not incorporated in China and derive the majority of their revenues from Mainland China. These depositary receipts are quoted in US dollars and are listed on the following exchanges: NYSE and NASDAQ.

Key facts

  • » At least 95% coverage of the free-float market cap for the relevant investable stock universe per region» Forms a unique benchmark for a truly global investment approach

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 China ADR Total Market 594.9 486.0 19.4 7.5 203.3 1.2 41.8 0.3 123.2
STOXX China Total Market 1,014.9 625.8 2.5 0.6 69.9 0.0 11.2 0.0 3.1

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 China ADR Total Market -5.6 23.0 23.9 -29.8 -21.0 N/A N/A 24.3 -11.2 -4.6
STOXX China Total Market 0.1 28.1 23.0 16.0 17.7 N/A N/A 23.3 5.1 3.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX China ADR Total Market N/A N/A 35.3 51.0 45.5 N/A N/A 1.0 -0.2 -0.1
STOXX China Total Market N/A N/A 25.5 23.9 22.8 N/A N/A 1.1 0.2 0.2
Index to benchmark Correlation Tracking error (%)
STOXX China ADR Total Market 0.7 0.6 0.5 0.4 0.4 38.8 31.2 30.4 47.7 42.5
Index to benchmark Beta Annualized information ratio
STOXX China ADR Total Market 0.6 0.8 0.8 0.8 0.7 -2.0 -0.2 0.0 -0.4 -0.2

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

2Based on EURIBOR1M

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

BENCHMARK INDICES

STOXX China ADR Total Market

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 China ADR Total Market 25.2 14.1 18.5 18.5 1.9 2.7 1.4 30.1
STOXX China Total Market 7.4 6.5 6.9 6.9 0.6 6.9 0.1 13.8

Performance and annual returns

Methodology

The STOXX China ADR Total Market Index covers at least 95% of the free-float market cap of the relevant stock universe. The detailed methodology including the calculation formula can be found in our rulebooks: www.stoxx.com/indices/rulebooks

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0444755430 SXCNDTR .SXCNDTR
Price EUR CH0444755315 SXCNDTP .SXCNDTP
Gross Return EUR CH0444755323 SXCNDTGR .SXCNDTGR
Net Return USD CH0444755380 SXCNDTV .SXCNDTV
Price USD CH0444755463 SXCNDTL .SXCNDTL
Gross Return USD CH0444755406 SXCNDTGV .SXCNDTGV

Quick Facts

Weighting based on free-float market capitalization
Cap Factor none
No. of components variable
Review frequency quarterly
Calculation/distribution dayend
Calculation hours 22:15:00 22:15:00
Base value/base date 100 as of Dec. 17, 2010
Inception date Nov. 21, 2018
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
ALIBABA GROUP ADR Retail China 41.841%
JD.COM 'A' ADR Retail China 10.233%
TRIP COM GROUP ADR Travel and Leisure China 8.310%
NETEASE ADR 1:5 Consumer Products and Services China 6.026%
BAIDU ADR Technology China 5.351%
KE HOLDINGS ADR Real Estate China 3.400%
LI AUTO ADR Automobiles and Parts China 3.287%
ZTO EXPRESS (CAYMAN) INC ADR Industrial Goods and Services China 2.032%
New Oriental Educ & Tech ADR Consumer Products and Services China 1.973%
XPENG 1:2 ADR Automobiles and Parts China 1.789%

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

4Based on the composition as of October 31, 2024

BENCHMARK INDICES

STOXX China ADR Total Market

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.