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BENCHMARK INDICES

STOXX Emerging Europe Large Cap

Index Description

Key facts

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 Europe Large Cap 243.3 113.1 4.2 3.2 11.3 0.0 10.0 0.0 2.5
STOXX Emerging Markets Large Cap 10,324.6 5,755.9 6.7 1.8 487.1 0.0 8.5 0.0 20.8

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 Europe Large Cap 3.0 3.0 31.0 -55.8 -53.8 N/A N/A 31.0 -23.8 -14.3
STOXX Emerging Markets Large Cap -4.4 -4.4 -2.4 -23.9 6.8 N/A N/A -2.4 -8.7 1.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Emerging Europe Large Cap N/A N/A 21.9 50.9 43.6 N/A N/A 1.0 -0.6 -0.4
STOXX Emerging Markets Large Cap N/A N/A 13.4 17.2 18.1 N/A N/A -0.6 -0.6 0.0
Index to benchmark Correlation Tracking error (%)
STOXX Emerging Europe Large Cap 0.4 0.4 0.3 0.3 0.4 17.2 17.2 21.8 48.7 40.4
Index to benchmark Beta Annualized information ratio
STOXX Emerging Europe Large Cap 0.4 0.4 0.5 0.9 0.9 5.0 5.0 1.3 -0.4 -0.4

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of January 31, 2024

BENCHMARK INDICES

STOXX Emerging Europe Large Cap

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 Europe Large Cap 5.6 6.0 5.2 5.2 1.5 6.5 0.8 28.4
STOXX Emerging Markets Large Cap 12.9 11.8 12.0 12.0 1.7 2.6 0.7 1.4

Performance and annual returns