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CALCULATION PRODUCTS INDICES

STOXX Europe Total Market Leaders

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Index Description

The STOXX Europe Total Market Leaders Index is comprised of companies with significant market share exposure through direct revenue exposure. The index aims to capture European companies that are considered global leaders in their market segments. Revere Revenue dataset allows detailed breakdown of the revenue sources of the eligible companies.

Key facts

  • The index provides targeted exposure to companies that are considered global leaders.
  • Liquidity and size filters ensure replicability of the index.
  • FactSet Revere data allow detailed and accurate revenue breakdown of eligible companies.
  • The index is weighted according to free float market capitalization with capping factor.
  • The index is reviewed annually in September.

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 Total Market Leaders 1,991.3 1,558.0 39.0 37.0 89.3 1.3 5.7 0.1 26.9
STOXX Europe Total Market 16,636.1 12,802.5 6.8 0.9 361.6 0.0 2.8 0.0 2.7

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 Total Market Leaders 4.0 9.4 10.0 35.9 68.5 N/A N/A 10.2 10.9 11.1
STOXX Europe Total Market 2.5 16.1 17.0 52.4 93.8 N/A N/A 17.3 15.3 14.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe Total Market Leaders N/A N/A 15.0 13.2 14.8 N/A N/A 0.4 0.6 0.6
STOXX Europe Total Market N/A N/A 14.2 12.4 14.2 N/A N/A 0.9 0.9 0.8
Index to benchmark Correlation Tracking error (%)
STOXX Europe Total Market Leaders 0.8 0.9 0.9 0.9 0.9 7.2 5.1 4.9 4.2 4.8
Index to benchmark Beta Annualized information ratio
STOXX Europe Total Market Leaders 1.2 1.0 1.0 1.0 1.0 2.2 -1.4 -1.3 -0.9 -0.6

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

2Based on EURIBOR1M

(EUR, Price), all data as of October 31, 2025

CALCULATION PRODUCTS INDICES

STOXX Europe Total Market Leaders

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 Total Market Leaders 23.7 18.3 23.7 18.3 3.6 2.9 2.0 19.0
STOXX Europe Total Market -0.4 16.0 15.7 15.6 2.0 3.8 1.4 2.0

Performance and annual returns

Methodology

A set of country, size, and liquidity screens is applied to the STOXX Global Total Market Index to capture liquid companies from eligible countries. After the initial screening, the remaining companies are further evaluated for revenue exposure to the theme to form the eligible universe. Index components are selected from the eligible universe based on the following criteria: Market Share Leadership, Competitive Advantage, and Profitability.
Market Share Leadership: Companies with revenue from their respective sector equal to or greater than 1 million EUR must have a market share of 40% or higher.
Competitive Advantage: Companies must rank in the top 50% of their subtheme group in R&D Expense/Book Value or Intangible Assets Value/Book Value.
Profitability: Companies must have a Gross Margin greater than or equal to 50% or rank in the top 25% of their subtheme group in Gross Margin or Return on Assets (ROA).
The index is reviewed annually in September, rebalanced quarterly, and constituents are weighted according to free-float market capitalization and a maximum company weight.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1362049012 TWMLR TWMLR INDEX .TWMLR
Gross Return EUR CH1362049020 TWMGR .TWMGR
Price EUR CH1362049004 TWMLP TWMLP INDEX .TWMLP
Net Return USD CH1362049046 TWMLV TWMLV INDEX .TWMLV
Gross Return USD CH1362049053 TWMLGV .TWMLGV
Price USD CH1362049038 TWMLL .TWMLL

Quick Facts

Weighting Free Float MCAP with capping factor
Cap Factor 0.045
No. of components Variable
Review frequency Annually in September and quarterly rebalance in December, March, June and September
Calculation/distribution realtime 15 sec
Calculation hours 09:00:00 18:00:00
Base value/base date 1000 as of Sep. 22, 2014
History Available since 22 Sep 2014
Inception date Feb 27, 2025
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
ASML HLDG Technology Netherlands 5.735%
LVMH MOET HENNESSY Consumer Products and Services France 5.382%
ESSILORLUXOTTICA Healthcare France 5.100%
GSK Healthcare UK 4.951%
SANOFI Healthcare France 4.649%
SAFRAN Industrial Goods and Services France 4.626%
CIE FINANCIERE RICHEMONT Consumer Products and Services Switzerland 4.595%
SCHNEIDER ELECTRIC Industrial Goods and Services France 4.592%
ABB Industrial Goods and Services Switzerland 4.541%
NESTLE Food, Beverage and Tobacco Switzerland 4.506%

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

4Based on the composition as of October 31, 2025

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.