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SECTOR INDICES

STOXX Europe Total Market Defense Capped

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Index Description

The STOXX® Europe Total Market Defense Capped Index is designed to capture the performance of companies classified in the Aerospace and Defense sector, according to the ICB Classification, and that have a proven revenue exposure to defense activities. The defense revenue exposure is defined using Revere (RBICS) data and the index aims to capture companies with proven exposure to the Defense theme. Companies that are involved in Controversial Weapons activities as identified by ISS ESG, are not eligible.

Key facts

  • Index selection is based on Aerospace and Defense ICB sub sector and RBICS Defense Sector definition.
  • The index is free-float market-capitalization weighted with 10% capping.
  • Intra quarter capping is triggered if largest company exceeds 35% or second largest exceeds 20% weight.

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 Europe Total Market Defense Capped 233.2 164.0 7.8 3.7 17.1 0.2 10.4 0.1 N/A
STOXX Europe Total Market 15,611.3 11,984.2 6.3 0.9 249.4 0.0 2.1 0.0 2.9

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 Europe Total Market Defense Capped 12.2 45.2 56.6 220.5 445.3 N/A N/A 57.4 48.3 40.9
STOXX Europe Total Market -3.6 5.7 7.5 27.4 92.8 N/A N/A 7.6 8.5 14.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe Total Market Defense Capped N/A N/A 24.8 21.0 26.3 N/A N/A 1.7 1.7 1.3
STOXX Europe Total Market N/A N/A 11.3 13.0 15.1 N/A N/A 0.4 0.4 0.8
Index to benchmark Correlation Tracking error (%)
STOXX Europe Total Market Defense Capped 0.6 0.4 0.5 0.5 0.6 44.8 32.8 21.8 17.7 20.2
Index to benchmark Beta Annualized information ratio
STOXX Europe Total Market Defense Capped 2.1 1.2 1.1 0.9 1.1 4.3 4.0 1.8 1.7 1.1

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of March 31, 2025

SECTOR INDICES

STOXX Europe Total Market Defense Capped

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 Europe Total Market Defense Capped 34.5 26.3 30.2 26.3 6.3 1.9 2.4 28.8
STOXX Europe Total Market 14.6 14.0 9.1 13.9 1.9 3.4 1.3 0.8

Performance and annual returns

Methodology

The STOXX® Europe Total Market Defense Capped Index is designed to capture the performance of companies classified in the Aerospace and Defense sector, according to the ICB Classification, and that have a proven revenue exposure to defense activities. Eligible companies that are part of Defense ICB Subsector (50201020) are included in the index.The remaining eligible companies are evaluated based on their revenue exposure to the combined core and extended revenue sub-themes.

Companies involved in Controversial Weapons activities, as identified by ISS-ESG, are not eligible. The following weapons are considered controversial: anti-personnel mines, biological weapons, chemical weapons and cluster munitions.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH1362049475 SXDCGR .SXDCGR
Net Return EUR CH1362049467 SXDCR SXDCR INDEX .SXDCR
Price EUR CH1362049459 SXDCP SXDCP INDEX .SXDCP
Gross Return USD CH1362049509 SXDCGV .SXDCGV
Price USD CH1362049483 SXDCL .SXDCL
Net Return USD CH1362049491 SXDCV .SXDCV

Quick Facts

Weighting Free-float market-capitalization weighted
Cap Factor 0.1
No. of components na
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 09:00:00 18:00:00
Base value/base date 100 as of March 23, 2015
History Available since 23 Mar 2015
Inception date Mar 28, 2025
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
THALES Industrial Goods and Services France 10.411%
RHEINMETALL Industrial Goods and Services Germany 10.283%
BAE SYSTEMS Industrial Goods and Services UK 9.960%
LEONARDO Industrial Goods and Services Italy 9.939%
AIRBUS Industrial Goods and Services France 9.938%
SAFRAN Industrial Goods and Services France 9.833%
MTU AERO ENGINES Industrial Goods and Services Germany 9.582%
ROLLS ROYCE HLDG Industrial Goods and Services UK 9.534%
SAAB B Industrial Goods and Services Sweden 7.347%
DASSAULT AVIATION Industrial Goods and Services France 3.414%

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

4Based on the composition as of March 31, 2025

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.