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BENCHMARK INDICES

STOXX Europe 600

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Index Description

The STOXX Global 1800 derived benchmark indices are designed to provide a broad yet investable representation of the world's developed markets of Europe, North America and Asia/Pacific, represented by the STOXX Europe 600, the STOXX North America 600 and the STOXX Asia/Pacific 600 indices.The STOXX Global 1800 Index is a combination of all three indices. The EURO STOXX Index, a Eurozone subset, is derived from the STOXX Europe 600, as is the STOXX Nordic, a subset covering the Nordic region (Denmark, Finland, Iceland, Norway and Sweden).

Key facts

  • Broad and liquid index benchmarks with well-balanced diversification of all regions: Europe, North America and Asia/Pacific are each represented by 600 components
  • Broad number of components
  • Index composition/design strictly rules based, objective and transparent
  • Serve as benchmarks for the relevant regions/actively managed funds
  • Serve as an underlying for a variety of financial products, are used for academic research and receive wide media coverage

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 Europe 600 14,448.3 11,510.3 19.2 6.7 356.2 1.4 3.1 0.0 3.5
STOXX Europe Total Market 16,198.4 12,413.5 6.6 0.9 356.2 0.0 2.9 0.0 3.1

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 Europe 600 -5.9 6.9 23.7 9.8 43.9 N/A N/A 24.0 3.2 7.6
STOXX Europe Total Market -6.0 6.5 23.7 8.2 42.6 N/A N/A 24.0 2.7 7.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe 600 N/A N/A 12.8 18.7 20.5 N/A N/A 1.8 0.1 0.3
STOXX Europe Total Market N/A N/A 12.9 18.8 20.6 N/A N/A 1.8 0.1 0.3
Index to benchmark Correlation Tracking error (%)
STOXX Europe 600 1.0 1.0 1.0 1.0 1.0 0.4 0.4 0.5 0.5 0.5
Index to benchmark Beta Annualized information ratio
STOXX Europe 600 1.0 1.0 1.0 1.0 1.0 3.6 1.0 -0.2 0.9 0.3

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of October 31, 2024

BENCHMARK INDICES

STOXX Europe 600

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 Europe 600 17.1 14.6 15.3 15.3 2.0 4.0 1.3 20.5
STOXX Europe Total Market -0.4 14.5 14.2 14.2 2.0 4.0 1.2 14.7

Performance and annual returns

Methodology

The Global 1800 Index is a combination of the 600 largest stocks measured by free-float market cap of the following regions: Europe, the Americas, Asia/Pacific. The STOXX North America 600 comprises the 600 largest stocks from the STOXX North America TMI. The STOXX Asia/Pacific 600 comprises the 600 largest stocks from the STOXX Asia/Pacific TMI. The EURO STOXX and STOXX Nordic indices are derived from the STOXX Europe 600 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 EUR EU0009658202 SXXP SXXP INDEX .STOXX
Net Return EUR EU0009658210 SXXR SXXR INDEX .STOXXR
Net Return USD EU0009659051 SXXV SXXV INDEX .STOXXDR
Price USD EU0009659044 SXXL SXXL INDEX .STOXXD
Gross Return EUR CH0102635015 SXXGR SXXGR INDEX .SXXGR
Price CAD CH0148120741 SXXCA .SXXCA
Gross Return CAD CH0148120766 SXXGDA SXXGDA INDEX .SXXGDA
Net Return CAD CH0148120758 SXXDA SXXDA INDEX .SXXDA
Price GBP CH0148120683 SXXGB SXXGB INDEX .SXXGB
Net Return GBP CH0148120691 SXXHB SXXHB INDEX .SXXHB
Gross Return GBP CH0148120709 SXXGHB SXXGHB INDEX .SXXGHB
Net Return JPY CH0148120725 SXXLP SXXLP INDEX .SXXLP
Price JPY CH0148120717 SXXJP SXXJP INDEX .SXXJP
Gross Return JPY CH0148120733 SXXGLP SXXGLP INDEX .SXXGLP
Gross Return USD CH0148120675 SXXGV SXXGV INDEX .SXXGV
Gross Return AUD CH0271081603 SXXAGU .SXXAGU
Price AUD CH0271081645 SXXAA .SXXAA
Net Return AUD CH0271081629 SXXAU .SXXAU
Price CHF CH0271081652 SXXCHC .SXXCHC
Net Return CHF CH0271081637 SXXCHD .SXXCHD
Gross Return CHF CH0271081611 SXXCGD .SXXCGD

Quick Facts

Weighting Free-float market cap
Cap Factor 20% for Global, Europe, North America, Asia/Pacific and Eurozone; no cap for Nordic Index
No. of components 600 for the three regional indices; 1,800 for the combined index; variable for Eurozone and Nordic subset
Review frequency Quarterly (Mar., Jun., Sep., Dec.)
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
NOVO NORDISK B Health Care Denmark 3.094%
ASML HLDG Technology Netherlands 2.341%
NESTLE Food, Beverage and Tobacco Switzerland 2.148%
SAP Technology Germany 2.068%
ASTRAZENECA Health Care UK 1.912%
NOVARTIS Health Care Switzerland 1.895%
ROCHE HLDG P Health Care Switzerland 1.891%
SHELL Energy UK 1.821%
LVMH MOET HENNESSY Consumer Products and Services France 1.470%
HSBC Banks UK 1.464%

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

4Based on the composition as of October 31, 2024

BENCHMARK INDICES

STOXX Europe 600

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.