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Index Description

The STOXX Total Market Size indices provide a representation of large, mid, and small cap companies within a specific region. They are derived from the STOXX Global Total Market indices.

Key facts

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

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
EURO STOXX Total Market Small 705.6 392.2 0.8 0.4 5.7 0.0 1.5 0.0 13.4
EURO STOXX Total Market 8,104.8 5,657.9 7.2 1.0 263.1 0.0 4.6 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
EURO STOXX Total Market Small -0.7 0.0 5.6 -1.5 25.2 N/A N/A 5.6 -0.5 4.6
EURO STOXX Total Market 0.0 8.1 11.8 18.7 42.2 N/A N/A 12.0 5.9 7.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX Total Market Small N/A N/A 12.3 16.0 17.7 N/A N/A 0.1 -0.2 0.2
EURO STOXX Total Market N/A N/A 11.9 16.6 19.5 N/A N/A 0.7 0.2 0.3
Index to benchmark Correlation Tracking error (%)
EURO STOXX Total Market Small 0.9 0.9 0.9 0.9 0.9 5.8 5.2 5.5 5.6 6.3
Index to benchmark Beta Annualized information ratio
EURO STOXX Total Market Small 0.9 0.9 0.9 0.9 0.9 -1.5 -1.6 -1.1 -1.2 -0.5

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

2Based on EURIBOR1M

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

SIZE INDICES

EURO STOXX Total Market Small

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
EURO STOXX Total Market Small 10.0 12.5 0.7 0.7 -29.7 3.4 0.6 4.7
EURO STOXX Total Market 15.3 13.4 6.3 6.3 1.8 3.6 1.0 -11.7

Performance and annual returns

Methodology

Example: Large Index
On a quarterly basis, companies in the given STOXX Total Market Index are ranked in terms of their total market cap in descending order. The largest companies covering a total market cap of 67.5% are selected. Current large companies with a total market cap ranked between the 67.5th and 75th percentiles of the cumulative total market cap are also selected. The components are then weighted according to free-float market cap without weight restrictions and capping. 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
Price EUR CH0011441091 XBCGF XBCGF INDEX .XBCGF
Net Return EUR CH0011443337 XBCGG XBCGG INDEX .XBCGG
Price USD CH0011441299 XBCGH XBCGH INDEX .XBCGH
Net Return USD CH0011443386 XBCGI XBCGI INDEX .XBCGI
Gross Return EUR CH0147787268 XBCGGT
Gross Return USD CH0147789827 XBCGGU

Quick Facts

Weighting Free-float market cap
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 ourdata vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
BANCA MONTE DEI PASCHI Banks Italy 1.464%
GAZTRANSPORT ET TECHNIGAZ Energy France 1.233%
ARCADIS Construction and Materials Netherlands 1.174%
KONECRANES Industrial Goods and Services Finland 1.150%
SPIE Construction and Materials France 1.134%
BCO COMERCIAL PORTUGUES Banks Portugal 1.044%
FREENET Telecommunications Germany 0.887%
NEXANS Industrial Goods and Services France 0.876%
TUI Travel and Leisure Germany 0.866%
ELIS Industrial Goods and Services France 0.843%

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

4Based on the composition as of November 29, 2024