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Index Description

The STOXX Total Market Indices (TMI) cover 95% of the free-float market cap of the relevant investable stock universe by region or country. The STOXX Global TMI serves as the basis for all regional and country TMI indices. All TMI indices offer exposure to global equity markets with the broadest diversification within the STOXX equity universe in terms of regions, currencies and sectors.

Key facts

  • With 95% coverage of the free-float market cap of the relevant investable stock universe per region, the index forms a unique benchmark for a truly global investment approach

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 Total Market 105,106.0 90,430.6 7.4 0.6 3,608.4 0.0 4.0 0.0 2.6
STOXX Americas Total Market 66,934.6 63,056.7 20.7 2.7 3,608.4 0.0 5.7 0.0 2.4

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 Total Market 4.1 20.1 26.6 25.8 73.6 N/A N/A 27.0 8.0 11.8
STOXX Americas Total Market 6.5 26.7 33.6 34.0 98.4 N/A N/A 34.2 10.3 14.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Total Market N/A N/A 10.5 14.6 17.5 N/A N/A 2.0 0.3 0.6
STOXX Americas Total Market N/A N/A 12.5 17.9 21.6 N/A N/A 2.1 0.4 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Global Total Market 0.9 0.9 0.9 1.0 1.0 5.1 4.4 4.4 6.0 6.9
Index to benchmark Beta Annualized information ratio
STOXX Global Total Market 0.7 0.8 0.8 0.8 0.8 -5.7 -1.4 -1.3 -0.5 -0.5

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

2Based on EURIBOR1M

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

BENCHMARK INDICES

STOXX Global Total Market

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 Total Market -1.0 20.5 18.9 18.9 3.1 2.4 1.9 18.0
STOXX Americas Total Market -0.7 24.8 26.6 26.6 4.7 1.9 2.7 20.3

Performance and annual returns

Methodology

The STOXX Global TMI Index comprises all shares of the eligible STOXX universe. The other regional TMI indices consist of components of the relevant Total Market Country indices. 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
Net Return EUR CH0114207837 TW1R TW1R INDEX .TW1R
Gross Return EUR CH0114207852 TW1GR TW1GR INDEX .TW1GR
Price EUR CH0114207811 TW1P TW1P INDEX .TW1P
Net Return USD CH0114207845 TW1V TW1V INDEX .TW1V
Price USD CH0114207829 TW1L TW1L INDEX .TW1L
Gross Return USD CH0114207860 TW1GV TW1GV INDEX .TW1GV

Quick Facts

Weighting Free-float market cap
Cap Factor No
No. of components Variable
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
Apple Inc. Technology USA 3.990%
NVIDIA Corp. Technology USA 3.760%
Microsoft Corp. Technology USA 3.480%
Amazon.com Inc. Retail USA 2.199%
META PLATFORMS CLASS A Technology USA 1.387%
ALPHABET INC. CL A Technology USA 1.094%
TESLA Automobiles and Parts USA 1.060%
ALPHABET CLASS C Technology USA 1.053%
BROADCOM Technology USA 0.834%
TSMC Technology Taiwan 0.823%

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

4Based on the composition as of November 29, 2024