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SIZE INDICES

STOXX US 2000

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Index Description

The STOXX US 2000 Index is a free float market capitalization weighted index designed to represent the performance of the smallest 2000 companies selected by full market capitalization from the STOXX US All Cap Index. The weights are adjusted for foreign ownership restriction. The STOXX US 2000 Index is suitable for global investment products which include funds exchange traded funds and derivatives. The index is derived from STOXX World Equity Index series.

Key facts

  • The index includes the smallest 2000 US companies selected by full market capitalization from the STOXX US All Cap Index.
  • Index components are weighted by free float market capitalization, with an adjustment for foreign ownership restrictions.

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 US 2000 8,815.4 8,127.6 4.1 2.3 42.7 0.0 0.5 0.0 3.1
STOXX US All Cap 58,605.4 55,865.5 23.2 3.2 3,434.8 0.0 6.1 0.0 2.5

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 US 2000 -0.9 10.6 33.0 2.1 51.6 N/A N/A 34.2 0.7 8.8
STOXX US All Cap -0.8 18.6 36.3 18.3 83.0 N/A N/A 36.1 5.7 12.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX US 2000 N/A N/A 16.9 20.9 25.2 N/A N/A 1.7 -0.1 0.3
STOXX US All Cap N/A N/A 12.7 18.2 21.8 N/A N/A 2.3 0.2 0.5
Index to benchmark Correlation Tracking error (%)
STOXX US 2000 0.8 0.8 0.8 0.9 0.9 7.1 8.8 9.4 8.0 8.9
Index to benchmark Beta Annualized information ratio
STOXX US 2000 0.9 1.1 1.1 1.1 1.1 -0.2 -1.0 -0.3 -0.6 -0.3

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

2Based on EURIBOR1M

(USD, Price), all data as of October 31, 2024

SIZE INDICES

STOXX US 2000

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 US 2000 46.5 24.3 19.1 19.1 2.5 1.4 1.4 17.1
STOXX US All Cap 30.1 24.4 25.4 25.4 4.8 1.3 2.7 25.2

Performance and annual returns

Methodology

The components of the STOXX US All Cap Index starting universe are selected if they belong to the smallest 2000 components in terms of full market capitalization in USD at the last trading day of April. The index is reviewed on an annual basis after the close on the third Friday in June.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1362042488 SXUSC2P .SXUSC2P
Gross Return EUR CH1362042504 SXUSC2GR .SXUSC2GR
Net Return EUR CH1362042496 SXUSC2R .SXUSC2R
Gross Return USD CH1362042470 SXUSC2GV .SXUSC2GV
Net Return USD CH1362042462 SXUSC2V .SXUSC2V
Price USD CH1362042454 SXUSC2L SXUSC2L INDEX .SXUSC2L

Quick Facts

Weighting Free-Float Market Capitalization
Cap Factor na
No. of components 2000
Review frequency Annually
Calculation/distribution realtime 15 sec
Calculation hours 15:30:00 22:15:00
Base value/base date 1000 as of Dec. 29, 2023
History Available since 20 June 1997
Inception date July. 31, 2024
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
MICROSTRATEGY Technology USA 0.525%
APPLOVIN A Technology USA 0.495%
ALNYLAM PHARMACEUTICALS Health Care USA 0.421%
CARVANA 'A' Retail USA 0.377%
Ventas Inc. Real Estate USA 0.333%
TEXAS PACIFIC LAND CORP Energy USA 0.330%
TYLER TECHNOLOGIES Technology USA 0.318%
SMURFIT WESTROCK Industrial Goods and Services USA 0.312%
LEIDOS HOLDINGS Technology USA 0.304%
GODADDY CL.A Technology USA 0.289%

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

4Based on the composition as of October 31, 2024

SIZE INDICES

STOXX US 2000

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.