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SIZE INDICES

STOXX Developed Markets Total Market Small

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
STOXX Developed Markets Total Market Small 8,540.5 6,828.5 1.2 0.6 25.6 0.0 0.4 0.0 16.8
STOXX Developed Markets Total Market 83,483.9 74,758.9 9.9 1.0 3,126.9 0.0 4.2 0.0 2.5

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 Markets Total Market Small 3.5 3.4 14.0 -1.4 38.4 N/A N/A 14.4 -0.5 6.8
STOXX Developed Markets Total Market 3.3 8.5 24.6 25.2 75.1 N/A N/A 25.3 7.9 12.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Developed Markets Total Market Small N/A N/A 13.8 16.7 19.3 N/A N/A 0.8 -0.1 0.3
STOXX Developed Markets Total Market N/A N/A 10.5 15.2 18.2 N/A N/A 1.9 0.4 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Developed Markets Total Market Small 0.8 0.8 0.9 0.9 0.9 6.2 7.0 7.0 6.4 6.8
Index to benchmark Beta Annualized information ratio
STOXX Developed Markets Total Market Small 1.0 1.1 1.1 1.0 1.0 0.4 -2.8 -1.3 -1.3 -0.7

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

2Based on EURIBOR1M

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

SIZE INDICES

STOXX Developed Markets 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
STOXX Developed Markets Total Market Small -41.0 20.3 14.9 14.9 1.6 2.5 1.0 62.1
STOXX Developed Markets Total Market 27.7 19.5 21.0 21.0 3.0 2.5 1.9 2.5

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
Net Return EUR CH0149412808 EDDESR EDDESR INDEX .EDDESR
Price EUR CH0149412824 EDDESP EDDESP INDEX .EDDESP
Gross Return EUR CH0149412782 EDDESGR EDDESGR INDEX .EDDESGR
Gross Return USD CH0149412790 EDDESGV EDDESGV INDEX .EDDESGV
Net Return USD CH0149412816 EDDESV EDDESV INDEX .EDDESV
Price USD CH0149412832 EDDESL EDDESL INDEX .EDDESL

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.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://qontigo.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.

SIZE INDICES

STOXX Developed Markets Total Market Small

Top 10 Components4

Company Supersector Country Weight
MICROSTRATEGY Technology USA 0.374%
KINSALE CAPITAL GROUP Insurance USA 0.178%
COMFORT SYS.USA Construction and Materials USA 0.166%
NATERA Health Care USA 0.161%
ELF BEAUTY Consumer Products and Services USA 0.159%
WINGSTOP Travel and Leisure USA 0.158%
CORE & MAIN A Industrial Goods and Services USA 0.157%
TOAST A Technology USA 0.155%
BANCO BPM Banks Italy 0.148%
CARVANA 'A' Retail USA 0.147%

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

4Based on the composition as of March 29, 2024

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.