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INDUSTRY INDICES

STOXX Developed Europe Real Estate

Index Description

The STOXX Developed Europe Real Estate Index is a market cap weighted index designed to represent the performance of the Large and Mid Cap companies from Developed Europe in the ICB Real Estate Industry. STOXX Developed Europe Real Estate Index is suitable for global investment products which include funds, exchange traded funds, and derivatives and can also be used for further building block approach strategies when appropriate. It follows a robust and modular framework which enables investors to utilize this index for a variety of investment objectives whilst using a consistent approach. It is derived from the STOXX World Equity Index series and its countries follow the STOXX World Country Classification Framework.

Key facts

  • Broad, yet liquid coverage of Large and Mid cap companies that supports clients' global investment decisions whilst avoiding home biases.
  • A consistent and transparent methodology which fully embraces global standards of governance.
  • Can serve as a basis for numerous derived strategies.
  • Constructed using STOXX World Methodology.
  • Its countries follow the STOXX World Country classification framework.

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 Developed Europe Real Estate 133.0 95.1 5.3 4.9 21.9 0.3 23.1 0.4 14.8
STOXX Developed Europe 13,609.4 10,528.1 23.0 9.2 335.7 0.1 3.2 0.0 3.9

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 Developed Europe Real Estate 13.6 26.3 26.3 -27.5 -14.1 N/A N/A 26.3 -10.1 -3.0
STOXX Developed Europe 5.1 19.6 19.6 18.1 55.4 N/A N/A 19.6 5.7 9.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Developed Europe Real Estate N/A N/A 32.4 30.6 28.8 N/A N/A 0.6 -0.4 -0.1
STOXX Developed Europe N/A N/A 15.4 18.7 20.3 N/A N/A 0.9 0.2 0.4
Index to benchmark Correlation Tracking error (%)
STOXX Developed Europe Real Estate 0.9 0.7 0.7 0.8 0.8 23.0 24.3 24.3 20.5 18.7
Index to benchmark Beta Annualized information ratio
STOXX Developed Europe Real Estate 261.4 146.8 146.8 123.8 108.6 4.3 0.3 0.3 -0.7 -0.6

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

2Based on EURIBOR1M

(USD, Net Return), all data as of December 29, 2023

INDUSTRY INDICES

STOXX Developed Europe Real Estate

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 Developed Europe Real Estate -6.2 16.6 16.6 16.6 1.0 3.3 7.5 18.3
STOXX Developed Europe 14.1 13.0 12.5 12.5 1.9 3.2 1.3 3.6

Performance and annual returns

Methodology

The STOXX Developed Europe Real Estate Index is a market cap weighted index designed to represent the performance of the Large and Mid Cap companies from Developed Europe in the ICB Real Estate Industry. STOXX Developed Europe Real Estate Index is suitable for global investment products which include funds, exchange traded funds, and derivatives and can also be used for further building block approach strategies when appropriate. It follows a robust and modular framework which enables investors to utilize this index for a variety of investment objectives whilst using a consistent approach. It is derived from the STOXX World Equity Index series and its countries follow the STOXX World Country Classification Framework.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1213353019 SWDE35R .SWDE35R
Gross Return EUR CH1213353027 SWDE35GR .SWDE35GR
Price EUR CH1213353035 SWDE35P .SWDE35P
Net Return USD CH1213352987 SWDE35V .SWDE35V
Gross Return USD CH1213352995 SWDE35GV .SWDE35GV
Price USD CH1213353001 SWDE35L .SWDE35L

Quick Facts

Weighting Free-float market capitalization
Cap Factor N/A
No. of components Variable
Review frequency Semi Annual
Calculation/distribution Realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 1000 as of September. 22, 2008
History Available from Sep. 22, 2008
Inception date November. 16, 2022
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

INDUSTRY INDICES

STOXX Developed Europe Real Estate

Top 10 Components4

Company Supersector Country Weight
Vonovia SE Real Estate Germany 0.2307518
SEGRO Real Estate UK 0.1341136
UNIBAIL-RODAMCO-WESTFIELD Real Estate France 0.0789275
LAND SECURITIES Real Estate UK 0.0710464
CASTELLUM Real Estate Sweden 0.0637279
SAGAX 'B' Real Estate Sweden 0.0632733
RIGHTMOVE GRP Real Estate UK 0.0629431
GECINA Real Estate France 0.0606571
WDP Real Estate Belgium 0.0534226
FASTIGHETS BALDER B Real Estate Sweden 0.0494322

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

4Based on the composition as of December 29, 2023