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SUPERSECTOR INDICES

STOXX Canada 240 Real Estate

Index Description

The STOXX Supersector indices track supersectors of the relevant benchmark index. There are 20 supersectors according to the Industry Classification Benchmark (ICB). Companies are categorized according to their primary source of revenue. The following supersectors are available: Technology, Telecommunications, Health Care, Banks, Financial Services, Insurance, Real Estate, Automobiles and Parts, Consumer Products and Services, Media, Retail, Travel and Leisure, Food, Beverage and Tobacco, Personal Care, Drug and Grocery Stores, Construction and Materials, Industrial Goods and Services, Basic Resources, Chemicals, Energy, Utilities.

Key facts

  • Categorization according to their primary source of revenue guarantees an accurate classification of companies in their respective business environments
  • Component capping ensures that no component can dominate the index

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 Canada 240 Real Estate 53.6 50.1 2.4 2.1 5.7 0.7 11.4 1.4 3.3
STOXX Canada 240 2,341.6 2,112.8 8.8 2.2 131.1 0.6 6.2 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 Canada 240 Real Estate 2.8 1.5 4.9 9.7 17.8 N/A N/A 5.0 3.2 3.4
STOXX Canada 240 4.6 6.6 13.7 36.4 64.4 N/A N/A 14.0 11.0 10.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Canada 240 Real Estate N/A N/A 17.3 18.0 23.4 N/A N/A 0.2 0.1 0.1
STOXX Canada 240 N/A N/A 12.4 14.7 20.2 N/A N/A 0.9 0.6 0.5
Index to benchmark Correlation Tracking error (%)
STOXX Canada 240 Real Estate 0.7 0.8 0.8 0.8 0.8 9.0 9.7 11.0 11.5 14.3
Index to benchmark Beta Annualized information ratio
STOXX Canada 240 Real Estate 1.0 1.1 1.1 0.9 0.9 -2.5 -2.1 -0.7 -0.6 -0.5

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

2Based on EURIBOR1M

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

SUPERSECTOR INDICES

STOXX Canada 240 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 Canada 240 Real Estate 83.1 16.3 23.5 23.5 1.1 4.2 3.3 -163.2
STOXX Canada 240 18.1 14.8 16.4 16.4 1.8 3.8 1.6 29.2

Performance and annual returns

Methodology

Indices from the relevant benchmark index are categorized according to their primary source of revenue. The largest stocks in each supersector are chosen according to free-float market cap. The detailed methodology including the calculation formula can be found in our rulebook : http://www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return CAD CH0149418904 S24C86DA .S24C86DA
Gross Return CAD CH0149418870 S24C86GA .S24C86GA
Price CAD CH0149418938 S24C86CA .S24C86CA
Net Return EUR CH0149418912 S24C86R .S24C86R
Gross Return EUR CH0149418888 S24C86GR .S24C86GR
Price EUR CH0149418946 S24C86P .S24C86P
Price USD CH0149418953 S24C86L .S24C86L
Gross Return USD CH0149418896 S24C86GV .S24C86GV
Net Return USD CH0149418920 S24C86V .S24C86V

Quick Facts

Weighting Free-float market cap
Cap Factor None except for the STOXX Europe 600 Supersectors, where the largest company is capped at 30% and the second largest at 15%
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 our data vendor code sheet.

SUPERSECTOR INDICES

STOXX Canada 240 Real Estate

Top 10 Components4

Company Supersector Country Weight
FIRSTSERVICE Real Estate Canada 11.414%
CANADIAN APARTMENT PROP REIT Real Estate Canada 10.646%
Colliers International Real Estate Canada 9.175%
RIOCAN REIT.TST. Real Estate Canada 7.569%
GRANITE REIT Real Estate Canada 6.732%
TRICON RESIDENTIAL Real Estate Canada 5.640%
DREAM INDL.REIT.TST. Real Estate Canada 4.920%
CHOICE PROPS REIT Real Estate Canada 4.733%
BOARDWALK RLST.INV.TST. Real Estate Canada 4.567%
FIRST CAPITAL REIT Real Estate Canada 4.167%

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

4Based on the composition as of March 29, 2024