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INDUSTRY INDICES

STOXX Emerging Markets Basic Materials

Index Description

The STOXX Emerging Markets Basic Materials Index is a market cap weighted index designed to represent the performance of the Large and Mid Cap companies from Emerging Markets in the ICB Basic Materials Industry. STOXX Emerging Markets Basic Materials 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 Emerging Markets Basic Materials 1,029.7 518.3 2.1 0.5 61.3 0.0 11.8 0.0 12.4
STOXX Emerging Markets 13,638.1 7,515.6 3.7 1.0 469.1 0.0 6.2 0.0 22.1

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
STOXX Emerging Markets Basic Materials 4.7 3.6 3.6 -8.5 30.2 N/A N/A 3.6 -2.9 5.4
STOXX Emerging Markets 4.0 11.3 11.3 -15.2 22.0 N/A N/A 11.3 -5.3 4.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Emerging Markets Basic Materials N/A N/A 15.7 19.1 21.2 N/A N/A -0.2 -0.3 0.2
STOXX Emerging Markets N/A N/A 12.6 16.6 17.6 N/A N/A 0.5 -0.4 0.2
Index to benchmark Correlation Tracking error (%)
STOXX Emerging Markets Basic Materials 0.8 0.8 0.8 0.8 0.8 7.2 9.1 9.1 11.9 11.5
Index to benchmark Beta Annualized information ratio
STOXX Emerging Markets Basic Materials 102.7 101.8 101.8 90.9 101.1 1.1 -0.8 -0.8 0.1 0.1

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 Emerging Markets Basic Materials

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 Emerging Markets Basic Materials 19.1 22.9 15.3 15.3 1.7 2.9 0.9 8.4
STOXX Emerging Markets 13.5 13.4 12.1 12.1 1.6 2.5 0.8 2.1

Performance and annual returns

Methodology

The STOXX Emerging Markets Basic Materials Index is a market cap weighted index designed to represent the performance of the Large and Mid Cap companies from Emerging Markets in the ICB Basic Materials Industry. STOXX Emerging Markets Basic Materials 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 CH1213351260 SWE55R .SWE55R
Gross Return EUR CH1213351278 SWE55GR .SWE55GR
Price EUR CH1213351286 SWE55P .SWE55P
Net Return USD CH1213351237 SWE55V .SWE55V
Gross Return USD CH1213351245 SWE55GV .SWE55GV
Price USD CH1213351252 SWE55L .SWE55L

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 Emerging Markets Basic Materials

Top 10 Components4

Company Supersector Country Weight
Vale SA Basic Resources Brazil 0.1183227
POSCO HOLDINGS Basic Resources South Korea 0.0572562
SAUDI BASIC INDUSTRIES Chemicals Saudi Arabia 0.0385742
Grupo Mexico SAB de CV Basic Resources Mexico 0.0337124
SAUDI ARABIAN MINING Basic Resources Saudi Arabia 0.0275241
Jsw Steel Basic Resources India 0.0247161
Nan Ya Plastics Corp Chemicals Taiwan 0.0244899
Tata Steel Ltd Basic Resources India 0.0235768
Hindalco Basic Resources India 0.0218643
China Steel Corp Basic Resources Taiwan 0.0213542

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

4Based on the composition as of December 29, 2023