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Index Description

STOXX calculates several ex region, ex country and ex sector indices. This means that from the main index a specific region, country or sector is excluded. The sector classification is based on ICB Classification (www.icbenchmark.com.) Some examples: a) Blue-chip ex sector: the EURO STOXX 50 ex Financial Index excludes all companies assigned to the ICB code 30 b) Benchmark ex region: the STOXX Global 1800 ex Europe Index excludes all companies from Europe c) Benchmark ex country: the STOXX Europe 600 ex UK Index excludes companies from the United Kingdom d) Size ex sector: the STOXX Europe Large 200 ex Banks Index excludes all companies assigned to the ICB code 3010

Key facts

  • Transparent and rules-based methodology
  • Buffer rule aims to reduce turnover
  • Weighted by free-float market cap

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 Global 1800 ex Europe Media 857.5 824.1 54.9 11.5 380.6 2.2 46.2 0.3 1.8
STOXX Global 1800 ex Europe 64,779.8 61,416.1 51.2 17.0 3,608.4 0.8 5.9 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 Global 1800 ex Europe Media 17.2 57.1 59.4 9.2 44.6 N/A N/A 60.5 3.0 7.7
STOXX Global 1800 ex Europe 5.8 25.4 31.4 31.0 88.2 N/A N/A 32.0 9.5 13.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global 1800 ex Europe Media N/A N/A 18.7 29.1 28.3 N/A N/A 2.3 0.0 0.2
STOXX Global 1800 ex Europe N/A N/A 11.6 16.0 18.9 N/A N/A 2.1 0.4 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Global 1800 ex Europe Media 0.3 0.6 0.6 0.7 0.8 16.4 15.2 14.9 20.4 18.6
Index to benchmark Beta Annualized information ratio
STOXX Global 1800 ex Europe Media 0.5 1.0 1.0 1.3 1.1 7.7 1.6 1.3 -0.3 -0.3

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

2Based on EURIBOR1M

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

SUPERSECTOR INDICES

STOXX Global 1800 ex Europe Media

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 Europe Media 125.0 57.6 46.5 46.5 4.0 0.5 3.6 32.7
STOXX Global 1800 ex Europe 28.1 23.4 26.1 26.1 4.2 1.5 2.7 20.6

Performance and annual returns

Methodology

A specific region, country or sector is excluded from the relevant main index.The detailed methodology including the calculation formula can be found in our rulebook : http://www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price USD CH0111518210 SXW8MDI SXW8MDI INDEX .SXW8MDI
Price EUR CH0111518202 SXW8MDIE SXW8MDIE INDEX .SXW8MDIE
Net Return EUR CH0111518228 SXW8MDIR SXW8MDIR INDEX .SXW8MDIR
Net Return USD CH0111518236 SXW8MDIV SXW8MDIV INDEX .SXW8MDIV

Quick Facts

Weighting Free-float market cap
Cap Factor In line with parent index
No. of components Variable
Review frequency In line with parent index
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
Netflix Inc. Media USA 46.179%
Walt Disney Co. Media USA 25.849%
SPOTIFY TECHNOLOGY Media USA 8.639%
TRADE DESK CL.A Media USA 6.982%
WARNER BROS. DISCOVERY Media USA 2.866%
Omnicom Group Inc. Media USA 2.488%
LIBERTY FORMULA ONE C Media USA 2.364%
INTERPUBLIC GP. Media USA 1.404%
Dentsu Inc. Media Japan 0.726%
TOHO Media Japan 0.696%

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

4Based on the composition as of November 29, 2024