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Index Description

The STOXX Supersector indices track supersectors of the relevant benchmark index. There are 20 supersectors according to the Industry Classification Benchmark (ICB). Companies are categorized according to their primary source of revenue. The following supersectors are available: Technology, Telecommunications, Health Care, Banks, Financial Services, Insurance, Real Estate, Automobiles and Parts, Consumer Products and Services, Media, Retail, Travel and Leisure, Food, Beverage and Tobacco, Personal Care, Drug and Grocery Stores, Construction and Materials, Industrial Goods and Services, Basic Resources, Chemicals, Energy, Utilities.

Key facts

  • Categorization according to their primary source of revenue guarantees an accurate classification of companies in their respective business environments
  • Component capping ensures that no component can dominate the index

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 3000 Real Estate 2,173.2 1,934.1 11.0 5.2 102.4 0.7 5.3 0.0 4.5
STOXX Global 3000 88,577.9 78,981.7 26.3 7.1 3,416.4 0.7 4.3 0.0 2.8

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 3000 Real Estate 5.2 15.4 24.2 4.4 16.9 N/A N/A 24.6 1.5 3.2
STOXX Global 3000 7.2 26.5 31.6 35.8 84.1 N/A N/A 32.2 10.8 13.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global 3000 Real Estate N/A N/A 12.8 15.9 19.6 N/A N/A 1.5 -0.1 0.1
STOXX Global 3000 N/A N/A 11.3 13.8 17.2 N/A N/A 2.2 0.5 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Global 3000 Real Estate 0.1 0.5 0.5 0.7 0.8 16.3 11.7 11.7 11.2 11.3
Index to benchmark Beta Annualized information ratio
STOXX Global 3000 Real Estate 0.1 0.6 0.6 0.8 0.9 -1.5 -0.9 -0.5 -0.8 -0.8

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

2Based on EURIBOR1M

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

SUPERSECTOR INDICES

STOXX Global 3000 Real Estate

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 3000 Real Estate 44.6 28.7 29.7 29.7 1.9 4.4 5.3 2.9
STOXX Global 3000 25.1 20.5 22.5 22.5 3.3 2.5 2.1 24.6

Performance and annual returns

Methodology

Indices from the relevant benchmark index are categorized according to their primary source of revenue. The largest stocks in each supersector are chosen according to free-float market cap. 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 CH0121743329 SXG86R SXG86R INDEX .SXG86R
Price EUR CH0121743311 SXG86P SXG86P INDEX .SXG86P
Gross Return EUR CH0121743352 SXG86GR SXG86GR INDEX .SXG86GR
Net Return USD CH0121743345 SXG86V SXG86V INDEX .SXG86V
Gross Return USD CH0121743360 SXG86GV SXG86GV INDEX .SXG86GV
Price USD CH0121743337 SXG86L SXG86L INDEX .SXG86L

Quick Facts

Weighting Free-float market cap
Cap Factor None except for the STOXX Europe 600 Supersectors, where the largest company is capped at 30% and the second largest at 15%
No. of components Variable
Review frequency Quarterly (Mar., Jun., Sep., Dec.)
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
PROLOGIS INC. Real Estate USA 5.293%
AMERICAN TOWER Real Estate USA 4.778%
Equinix Inc. Real Estate USA 4.561%
Welltower Inc. Real Estate USA 3.897%
Digital Realty Trust Inc. Real Estate USA 2.959%
Simon Property Group Inc. Real Estate USA 2.773%
Public Storage Real Estate USA 2.687%
REALTY INCOME Real Estate USA 2.468%
Crown Castle Real Estate USA 2.260%
Goodman Group Real Estate Australia 2.118%

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

4Based on the composition as of November 29, 2024