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INDUSTRY INDICES

STOXX International Developed Markets Financials

Index Description

The STOXX International Developed Markets Financials Index is a market cap weighted index designed to represent the performance of the Large and Mid Cap companies from Developed Markets excluding US in the ICB Financials Industry. STOXX International Developed Markets Financials 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 International Developed Markets Financials 4,334.2 3,801.3 24.5 14.2 157.0 0.1 4.1 0.0 2.7
STOXX International Developed Markets 23,417.6 18,837.2 17.2 7.0 335.7 0.1 1.8 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 International Developed Markets Financials 6.1 20.2 20.2 35.6 60.8 N/A N/A 20.2 10.7 9.9
STOXX International Developed Markets 5.4 17.7 17.7 14.0 52.4 N/A N/A 17.7 4.4 8.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX International Developed Markets Financials N/A N/A 14.6 17.0 20.2 N/A N/A 1.1 0.5 0.5
STOXX International Developed Markets N/A N/A 12.4 15.0 16.4 N/A N/A 1.1 0.2 0.5
Index to benchmark Correlation Tracking error (%)
STOXX International Developed Markets Financials 0.9 0.9 0.9 0.9 0.9 3.2 6.0 6.0 6.6 7.8
Index to benchmark Beta Annualized information ratio
STOXX International Developed Markets Financials 83.7 108.3 108.3 104.6 115.1 2.4 0.4 0.4 0.9 0.2

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

2Based on EURIBOR1M

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

INDUSTRY INDICES

STOXX International Developed Markets Financials

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 International Developed Markets Financials 9.9 9.9 9.5 9.5 1.1 5.5 1.7 3.4
STOXX International Developed Markets 15.3 13.9 13.7 13.7 1.7 3.7 1.3 4.9

Performance and annual returns

Methodology

The STOXX International Developed Markets Financials Index is a market cap weighted index designed to represent the performance of the Large and Mid Cap companies from Developed Markets excluding US in the ICB Financials Industry. STOXX International Developed Markets Financials 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 CH1213352284 SWDU30R .SWDU30R
Gross Return EUR CH1213352292 SWDU30GR .SWDU30GR
Price EUR CH1213352300 SWDU30P .SWDU30P
Net Return USD CH1213352250 SWDU30V .SWDU30V
Gross Return USD CH1213352268 SWDU30GV .SWDU30GV
Price USD CH1213352276 SWDU30L .SWDU30L

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 International Developed Markets Financials

Top 10 Components4

Company Supersector Country Weight
HSBC Banks UK 0.0413023
Royal Bank of Canada Banks Canada 0.0374818
Commonwealth Bank of Australia Banks Australia 0.0336186
Toronto-Dominion Bank Banks Canada 0.0309408
ALLIANZ Insurance Germany 0.0283514
Mitsubishi UFJ Financial Group Banks Japan 0.0271769
AIA GROUP Insurance Hong Kong 0.0262194
UBS GROUP Financial Services Switzerland 0.0248923
UBS GROUP Banks USA 0.0248923
ZURICH INSURANCE GROUP Insurance Switzerland 0.0201062

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

4Based on the composition as of December 29, 2023