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BENCHMARK INDICES

STOXX Emerging Markets ex China

Index Description

The STOXX Emerging Markets ex China Index is a market cap weighted index designed to represent the performance of the Large and Mid Cap companies from Emerging Markets excluding China covering approximately 85% of investable market capitalization. STOXX Emerging Markets ex China 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 ex China 10,353.7 5,659.4 6.0 2.6 469.1 0.0 8.3 0.0 8.4
STOXX World AC 80,751.7 68,176.0 18.4 3.5 2,817.5 0.0 4.1 0.0 4.6

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 ex China 6.2 20.8 20.8 3.1 39.6 N/A N/A 20.8 1.0 6.9
STOXX World AC 4.8 22.2 22.2 17.2 73.1 N/A N/A 22.2 5.4 11.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Emerging Markets ex China N/A N/A 10.8 14.4 17.2 N/A N/A 1.3 0.0 0.4
STOXX World AC N/A N/A 10.8 14.4 17.2 N/A N/A 1.5 0.3 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Emerging Markets ex China 0.4 0.5 0.5 0.5 0.6 9.6 10.6 10.6 13.9 14.6
Index to benchmark Beta Annualized information ratio
STOXX Emerging Markets ex China 0.6 0.5 0.5 0.5 0.6 1.7 -0.2 -0.2 -0.4 -0.4

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

BENCHMARK INDICES

STOXX Emerging Markets ex China

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 ex China 17.4 16.9 15.4 15.4 2.0 2.7 1.1 9.0
STOXX World AC 20.7 18.1 18.5 18.5 0.2 2.0 1.7 9.2

Performance and annual returns

Methodology

The STOXX Emerging Markets ex China Index is a market cap weighted index designed to represent the performance of the Large and Mid Cap companies from Emerging Markets excluding China covering approximately 85% of investable market capitalization. STOXX Emerging Markets ex China 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 CH1213334928 SWEXCR .SWEXCR
Gross Return EUR CH1213334936 SWEXCGR .SWEXCGR
Price EUR CH1213334944 SWEXCP .SWEXCP
Net Return USD CH1213334894 SWEXCV SWEXCV INDEX .SWEXCV
Gross Return USD CH1213334902 SWEXCGV .SWEXCGV
Price USD CH1213334910 SWEXCL .SWEXCL

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 March. 21, 1997
History Available from Mar. 21, 1997
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.

BENCHMARK INDICES

STOXX Emerging Markets ex China

Top 10 Components4

Company Supersector Country Weight
TSMC Technology Taiwan 8.288%
Samsung Electronics Co Ltd Telecommunications South Korea 5.546%
HDFC Bank Ltd Banks India 2.039%
Reliance Industries Ltd Energy India 1.948%
INTERNATIONAL HOLDINGS Financial Services United Arab Emirates 1.607%
Infosys Ltd Technology India 1.245%
ICICI Bank Ltd Banks India 1.097%
Vale SA Basic Resources Brazil 1.083%
SK HYNIX INC Technology South Korea 1.045%
MediaTek Inc Technology Taiwan 0.935%

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

4Based on the composition as of December 29, 2023