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BENCHMARK INDICES

STOXX Greater China Total Market

Index Description

The STOXX Total Market Indices (TMI) cover 95% of the free-float market cap of the relevant investable stock universe by region or country. The STOXX Global TMI serves as the basis for all regional and country TMI indices. All TMI indices offer exposure to global equity markets with the broadest diversification within the STOXX equity universe in terms of regions, currencies and sectors.

Key facts

  • With 95% coverage of the free-float market cap of the relevant investable stock universe per region, the index forms a unique benchmark for a truly global investment approach

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 Greater China Total Market 3,498.0 2,571.0 2.6 0.5 647.3 0.0 25.2 0.0 2.9
STOXX China Total Market 894.9 545.1 2.1 0.5 62.5 0.0 11.5 0.0 2.6

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 Greater China Total Market 0.9 15.0 19.2 6.8 53.0 N/A N/A 19.5 2.2 9.0
STOXX China Total Market -1.3 11.9 6.8 1.3 5.8 N/A N/A 7.0 0.4 1.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Greater China Total Market N/A N/A 18.0 18.2 18.5 N/A N/A 0.8 0.0 0.4
STOXX China Total Market N/A N/A 20.1 21.8 21.5 N/A N/A 0.2 -0.1 0.0
Index to benchmark Correlation Tracking error (%)
STOXX Greater China Total Market 0.8 0.6 0.7 0.8 0.8 22.9 16.9 15.5 13.3 11.9
Index to benchmark Beta Annualized information ratio
STOXX Greater China Total Market 1.5 0.6 0.6 0.7 0.7 1.2 0.2 0.6 0.0 0.5

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of August 30, 2024

BENCHMARK INDICES

STOXX Greater China 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 Greater China Total Market 14.8 12.3 13.3 13.3 1.3 3.9 0.6 14.5
STOXX China Total Market 6.6 5.9 6.1 6.1 0.6 5.7 0.1 14.1

Performance and annual returns