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BENCHMARK INDICES

STOXX Europe 600

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 (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Europe 600 12,467.6 9,825.6 16.4 5.9 302.1 0.5 3.1 0.0 3.5
STOXX Europe Total Market 14,062.5 10,641.9 5.6 0.8 302.1 0.0 2.8 0.0 3.0

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 6.4 8.6 4.9 18.6 29.1 N/A N/A 4.9 5.9 5.3
STOXX Europe Total Market 6.6 8.2 4.5 17.6 27.6 N/A N/A 4.6 5.6 5.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe 600 N/A N/A 12.2 14.9 18.0 N/A N/A 0.2 0.3 0.3
STOXX Europe Total Market N/A N/A 12.3 15.0 18.0 N/A N/A 0.2 0.3 0.3
Index to benchmark Correlation Tracking error (%)
STOXX Europe 600 1.0 1.0 1.0 1.0 1.0 0.7 0.5 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 -2.0 1.0 0.7 0.5 0.4

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

2Based on EURIBOR1M

(EUR, Price), all data as of November 30, 2023

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 14.2 12.4 12.3 12.3 1.8 2.9 1.1 10.8
STOXX Europe Total Market 15.2 12.5 12.1 12.1 1.7 2.8 1.0 10.1

Performance and annual returns