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BENCHMARK INDICES

STOXX All Europe 800 ex Germany

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Index Description

STOXX calculates several ex region, ex country and ex sector indices. This means that from the main index a specific region, country or sector is excluded. The sector classification is based on ICB Classification (www.icbenchmark.com.) Some examples: a) Blue-chip ex sector: the EURO STOXX 50 ex Financial Index excludes all companies assigned to the ICB code 8000 b) Benchmark ex region: the STOXX Global 1800 ex Europe Index excludes all companies from Europe c) Benchmark ex country: the STOXX Europe 600 ex UK Index excludes companies from the United Kingdom d) Size ex sector: the STOXX Europe Large 200 ex Banks Index excludes all companies assigned to the ICB code 8300

Key facts

  • Transparent and rules-based methodology
  • Buffer rule aims to reduce turnover
  • Weighted by free-float market cap

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 All Europe 800 ex Germany 12,933.3 10,177.9 14.2 4.4 343.9 1.0 3.4 0.0 3.5
STOXX All Europe 100 8,727.0 7,491.4 74.9 53.0 343.9 20.1 4.6 0.3 6.1

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 All Europe 800 ex Germany -1.7 4.3 9.8 10.5 35.6 N/A N/A 9.9 3.4 6.4
STOXX All Europe 100 -1.8 5.1 9.8 18.6 40.2 N/A N/A 9.9 5.9 7.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX All Europe 800 ex Germany N/A N/A 12.6 18.6 20.3 N/A N/A 0.5 0.0 0.2
STOXX All Europe 100 N/A N/A 12.6 18.3 20.2 N/A N/A 0.5 0.2 0.3
Index to benchmark Correlation Tracking error (%)
STOXX All Europe 800 ex Germany 1.0 1.0 1.0 1.0 1.0 1.7 1.8 1.9 2.2 2.4
Index to benchmark Beta Annualized information ratio
STOXX All Europe 800 ex Germany 1.0 1.0 1.0 1.0 1.0 0.4 -0.5 0.0 -1.1 -0.3

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of November 29, 2024

BENCHMARK INDICES

STOXX All Europe 800 ex Germany

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 All Europe 800 ex Germany 17.4 13.8 15.4 15.4 2.0 3.6 1.4 13.4
STOXX All Europe 100 17.6 14.2 16.5 16.5 2.3 3.5 1.7 18.0

Performance and annual returns

Methodology

A specific region, country or sector is excluded from the relevant main index.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
Net Return EUR CH0147794355 SXEBNDR
Gross Return EUR CH0147793811 SXEBNDGR
Price EUR CH0147794892 SXEBNDP
Price USD CH0147794629 SXEBNDL
Net Return USD CH0147794082 SXEBNDV
Gross Return USD CH0147793548 SXEBNDGV

Quick Facts

Weighting Free-float market cap
Cap Factor In line with parent index
No. of components Variable
Review frequency In line with parent index
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
NOVO NORDISK B Health Care Denmark 3.378%
ASML HLDG Technology Netherlands 2.730%
NESTLE Food, Beverage and Tobacco Switzerland 2.234%
NOVARTIS Health Care Switzerland 2.092%
ASTRAZENECA Health Care UK 2.054%
ROCHE HLDG P Health Care Switzerland 2.002%
SHELL Energy UK 1.997%
HSBC Banks UK 1.685%
LVMH MOET HENNESSY Consumer Products and Services France 1.571%
UNILEVER PLC Personal Care, Drug and Grocery Stores UK 1.480%

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.