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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 (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
EURO STOXX Total Market Mid 1,549.4 966.2 5.8 4.9 35.7 0.3 3.7 0.0 15.0
EURO STOXX Total Market 8,560.2 5,975.9 7.6 1.1 277.9 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 Mid -1.5 6.5 12.6 4.4 29.1 N/A N/A 12.8 1.5 5.3
EURO STOXX Total Market -2.7 3.4 8.2 11.4 36.3 N/A N/A 8.3 3.7 6.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX Total Market Mid N/A N/A 14.2 21.3 22.2 N/A N/A 0.6 0.0 0.2
EURO STOXX Total Market N/A N/A 14.4 21.2 22.6 N/A N/A 0.3 0.0 0.2
Index to benchmark Correlation Tracking error (%)
EURO STOXX Total Market Mid 1.0 1.0 1.0 1.0 1.0 3.6 4.4 4.5 4.2 4.5
Index to benchmark Beta Annualized information ratio
EURO STOXX Total Market Mid 0.9 0.9 0.9 1.0 1.0 4.2 0.7 0.9 -0.5 -0.3

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

SIZE INDICES

EURO STOXX Total Market Mid

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 Mid 16.3 13.0 13.2 13.2 1.4 3.9 0.8 9.3
EURO STOXX Total Market 15.3 13.4 6.3 6.3 1.8 3.5 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 CH0011440879 XBCNF XBCNF INDEX .XBCNF
Net Return EUR CH0011440994 XBCNG XBCNG INDEX .XBCNG
Price USD CH0011440903 XBCNH XBCNH INDEX .XBCNH
Net Return USD CH0011441059 XBCNI XBCNI INDEX .XBCNI
Gross Return EUR CH0147787250 XBCNGT
Gross Return USD CH0147789819 XBCNGU

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
SIEMENS ENERGY Energy Germany 3.695%
PRYSMIAN Industrial Goods and Services Italy 2.018%
MTU AERO ENGINES Industrial Goods and Services Germany 1.896%
ERSTE GROUP BANK Banks Austria 1.778%
HEIDELBERG MATERIALS Construction and Materials Germany 1.767%
KPN Telecommunications Netherlands 1.584%
COMMERZBANK Banks Germany 1.571%
KERRY GRP Food, Beverage and Tobacco Ireland 1.511%
SYMRISE Chemicals Germany 1.436%
TERNA Utilities Italy 1.234%

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

4Based on the composition as of November 29, 2024