Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

THEME INDICES

STOXX Global Extended Infrastructure 100

Export PDF

Index Description

The STOXX Global Extended Infrastructure 100 Index gives a diversified representation of the infrastructure sector. The index represents a fixed number of 100 infrastructure companies and suppliers to the infrastructure sector. To be a part of the eligible universe, 50% or more of the recent annual revenue of a company has to directly result from infrastructure business and/or supplying goods or services to companies in the infrastructure sector.

Key facts

  • The index covers not only infrastructure asset owners but also suppliers to infrastructure companies. Due to heavy government ownership of infrastructure assets, public investment exposure to this sector has been limited
  • By including a well-balanced group of asset owners and suppliers, the index gives investors a wider range of opportunities to profit from the infrastructure supply chain
  • The identification of the index universe will be performed by an external independent party, Revere Data, LLC (San Francisco, USA), to guarantee transparent and independent stock selection
  • To get a well-diversified sector allocation and a good representation of the infrastructure companies, the largest seven stocks of each sector measured by free-float market cap are chosen

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 Extended Infrastructure 100 2,391.3 2,188.9 21.9 11.7 158.0 2.0 7.2 0.1 8.9
STOXX Global 200 45,280.6 42,964.1 214.8 121.0 3,416.4 5.3 8.0 0.0 3.9

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 Global Extended Infrastructure 100 6.6 20.3 24.8 25.1 40.4 N/A N/A 25.3 7.8 7.1
STOXX Global 200 7.3 30.9 34.9 42.8 103.8 N/A N/A 35.5 12.7 15.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Extended Infrastructure 100 N/A N/A 10.4 12.5 17.0 N/A N/A 1.9 0.4 0.3
STOXX Global 200 N/A N/A 13.1 15.7 18.8 N/A N/A 2.1 0.6 0.7
Index to benchmark Correlation Tracking error (%)
STOXX Global Extended Infrastructure 100 0.8 0.5 0.5 0.7 0.8 8.7 11.7 11.6 11.1 10.6
Index to benchmark Beta Annualized information ratio
STOXX Global Extended Infrastructure 100 0.8 0.4 0.4 0.6 0.7 -1.0 -0.9 -0.8 -0.5 -0.8

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

2Based on EURIBOR1M

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

THEME INDICES

STOXX Global Extended Infrastructure 100

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 Extended Infrastructure 100 21.2 19.0 20.3 20.3 2.8 2.9 2.4 -56.1
STOXX Global 200 28.8 23.9 27.8 27.8 5.5 1.6 3.8 30.1

Performance and annual returns

Methodology

Selection is performed on the basis of free-float market cap and liquidity criteria. Only stocks from the STOXX Global Total Market Index (TMI) (minus China A-shares) with a three-month average daily trading value (3-month ADTV) of more than 1 million US dollars can be part of the index. The largest seven stocks of each sector measured by free-float market cap are chosen for the STOXX Global Extended Infrastructure 100 Index. Remaining components are selected from the next largest stocks, regardless of the sector. Each sector is capped at 20%. A component-level capping is triggered should the second largest component hit a 15% weight mark. The detailed methodology including the calculation formula can be found in our rulebook: www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0127629936 SXGISSR SXGISSR INDEX .SXGISSR
Price EUR CH0127629928 SXGISSP SXGISSP INDEX .SXGISSP
Price USD CH0127629944 SXGISSL SXGISSL INDEX .SXGISSL
Net Return USD CH0127629951 SXGISSV SXGISSV INDEX .SXGISSV

Quick Facts

Weighting Free-float market cap
Cap Factor 20% at infrastructure sector level, 15% for the second largest component
No. of components 100
Review frequency Yearly (March)
Calculation/distribution Price (EUR), Net Return (EUR): Realtime (every 15 seconds) Price (USD), Net Return (USD): End-of-day
Calculation hours Realtime: 9:00 am - 10:15 pm CET End-of-day: 10:15 pm CET
Base value/base date 1,000 as of Mar. 21, 2011
History Available daily back to Dec. 31, 2004
Inception date 20-May-11
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
Comcast Corp. Cl A Telecommunications USA 7.217%
Union Pacific Corp. Industrial Goods and Services USA 6.280%
Enbridge Inc. Energy Canada 4.074%
Waste Management Inc. Utilities USA 3.614%
Williams Cos. Energy USA 3.085%
Canadian Pacific Kansas City Industrial Goods and Services Canada 3.008%
CSX Corp. Industrial Goods and Services USA 2.986%
ONEOK Inc. Energy USA 2.870%
Canadian National Railway Co. Industrial Goods and Services Canada 2.718%
VINCI Construction and Materials France 2.689%

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.