Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

Export PDF

BENCHMARK INDICES

STOXX Global 1800 ex Eurozone

Index Description

The STOXX Global 1800 ex Eurozone Index is a broad yet liquid subset of the STOXX Global 1800 Index. With a variable number of components, the STOXX Global 1800 ex Eurozone Index provides a broad representation of the world`s equities markets excluding the Eurozone.

Key facts

  • Derived from STOXX Global 1800, it provides a broad representation of the world`s equities markets excluding the Eurozone
  • Transparent and rules-based methodology
  • Weighted by free-float market cap

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 ex Eurozone 58,795.6 55,148.5 36.6 12.3 2,895.3 1.3 5.2 0.0 2.9
STOXX Global 1800 66,572.5 60,764.2 33.7 11.1 2,895.3 1.1 4.8 0.0 2.9

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 1800 ex Eurozone 3.2 11.4 26.5 38.5 85.3 N/A N/A 27.2 11.6 13.3
STOXX Global 1800 3.3 11.3 25.5 37.6 81.7 N/A N/A 26.2 11.4 12.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global 1800 ex Eurozone N/A N/A 10.3 14.2 17.8 N/A N/A 2.1 0.7 0.7
STOXX Global 1800 N/A N/A 9.8 13.7 17.3 N/A N/A 2.2 0.7 0.7
Index to benchmark Correlation Tracking error (%)
STOXX Global 1800 ex Eurozone 1.0 1.0 1.0 1.0 1.0 0.7 1.0 1.1 1.6 1.7
Index to benchmark Beta Annualized information ratio
STOXX Global 1800 ex Eurozone 1.0 1.1 1.0 1.0 1.0 -2.2 0.5 0.8 0.2 0.3

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

2Based on EURIBOR1M

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

BENCHMARK INDICES

STOXX Global 1800 ex Eurozone

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 ex Eurozone 24.6 20.2 22.9 22.9 3.5 1.8 2.3 2.1
STOXX Global 1800 23.7 19.4 21.8 21.8 3.2 1.9 2.2 2.3

Performance and annual returns

Methodology

The STOXX Global 1800 ex Eurozone Index is a broad yet liquid subset of the STOXX Global 1800 Index. With a variable number of components, the STOXX Global 1800 ex Eurozone Index provides a broad representation of the world`s equities markets excluding the Eurozone. The parent index the STOXX Global 1800 contains 600 European, 600 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.

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
Gross Return EUR CH0490914790 SXW1XEGR .SXW1XEGR
Price EUR CH0490914782 SXW1XEE .SXW1XEE
Net Return EUR CH0490914808 SXW1XER SXW1XER INDEX .SXW1XER
Gross Return USD CH0490914832 SXW1XEGV .SXW1XEGV
Price USD CH0490914824 SXW1XEL .SXW1XEL
Net Return USD CH0490914816 SXW1XEV .SXW1XEV

Quick Facts

Weighting Free-float market cap
Cap Factor None
No. of components Variable
Review frequency In line with parent index
Calculation/distribution realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 100 as of Mar. 19, 2012
History Mar. 19, 2012
Inception date Jul. 31, 2019
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://qontigo.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.

BENCHMARK INDICES

STOXX Global 1800 ex Eurozone

Top 10 Components4

Company Supersector Country Weight
Microsoft Corp. Technology USA 5.250%
Apple Inc. Technology USA 4.191%
NVIDIA Corp. Technology USA 3.792%
Amazon.com Inc. Retail USA 2.845%
META PLATFORMS CLASS A Technology USA 1.794%
ALPHABET CLASS C Technology USA 1.455%
Eli Lilly & Co. Health Care USA 1.110%
BROADCOM Technology USA 1.042%
JPMorgan Chase & Co. Banks USA 0.972%
Berkshire Hathaway Inc. Cl B Financial Services USA 0.924%

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

4Based on the composition as of March 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.