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BENCHMARK INDICES

STOXX Global 1800

Index Description

The STOXX Global 1800 Index contains 600 European, 600 North-American and 600 Asia/Pacific region stocks represented by the STOXX Europe 600 Index, the STOXX North America 600 Index and the STOXX Asia/Pacific 600 Index.

Key facts

  • Transparent and rules-based methodology
  • Buffer rule applied on regional indices aims to reduce turnover
  • Weighted by free-float market cap
  • Serves as basis for further regional, sector and country indices and as basis multiple thematic indices

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 1800 66,571.2 60,763.2 33.7 11.1 2,895.3 1.1 4.8 0.0 2.9
STOXX Global Total Market 89,689.7 76,213.0 6.3 0.6 2,895.3 0.0 3.8 0.0 2.7

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 1800 3.4 11.4 26.1 39.5 86.3 N/A N/A 26.8 11.9 13.4
STOXX Global Total Market 3.4 10.4 24.8 34.2 77.4 N/A N/A 25.4 10.4 12.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global 1800 N/A N/A 9.8 13.7 17.3 N/A N/A 2.2 0.7 0.7
STOXX Global Total Market N/A N/A 9.6 13.1 16.8 N/A N/A 2.1 0.7 0.7
Index to benchmark Correlation Tracking error (%)
STOXX Global 1800 1.0 1.0 1.0 1.0 1.0 1.2 1.0 1.1 1.5 1.7
Index to benchmark Beta Annualized information ratio
STOXX Global 1800 1.1 1.0 1.0 1.0 1.0 -0.1 3.7 1.0 0.9 0.6

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

2Based on EURIBOR1M

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

BENCHMARK INDICES

STOXX Global 1800

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 1800 23.7 19.4 21.8 21.8 3.2 2.6 2.2 2.3
STOXX Global Total Market 26.1 18.7 20.1 20.1 2.8 2.6 1.7 2.8

Performance and annual returns