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BENCHMARK INDICES

STOXX Emerging Markets ex India Small Cap

Index Description

The STOXX Emerging Markets ex India Small Cap Index is a broad market cap weighted index designed to represent the performance of the Small Cap companies from Emerging Markets excluding India covering approximately 15% of investable market capitalization. STOXX Emerging Markets ex India Small Cap 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 STOXX World Equity Index series and its countries follow the STOXX World Country Classification Framework.

Key facts

  • Broad, yet liquid coverage of Small 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 India Small Cap 1,538.1 841.6 0.2 0.1 2.8 0.0 0.3 0.0 20.8
STOXX World AC Small Cap 10,246.8 7,979.6 0.9 0.4 19.2 0.0 0.2 0.0 9.2

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 India Small Cap -3.2 6.5 20.3 5.1 8.1 N/A N/A 20.3 1.7 1.6
STOXX World AC Small Cap -4.9 4.5 15.7 17.0 17.5 N/A N/A 15.7 5.4 3.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Emerging Markets ex India Small Cap N/A N/A 12.6 14.7 16.9 N/A N/A 1.7 0.1 0.1
STOXX World AC Small Cap N/A N/A 15.7 16.8 19.2 N/A N/A 1.1 0.4 0.2
Index to benchmark Correlation Tracking error (%)
STOXX Emerging Markets ex India Small Cap 0.8 0.5 0.4 0.5 0.6 6.3 12.0 15.4 15.1 15.4
Index to benchmark Beta Annualized information ratio
STOXX Emerging Markets ex India Small Cap 0.7 0.4 0.3 0.5 0.6 3.5 0.1 0.1 -0.4 -0.2

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

2Based on EURIBOR1M

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

BENCHMARK INDICES

STOXX Emerging Markets ex India Small 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 Markets ex India Small Cap 12.3 13.1 6.7 6.7 0.9 3.0 0.5 5.5
STOXX World AC Small Cap 27.8 6.2 11.7 11.7 0.8 2.4 0.5 0.0

Performance and annual returns

Methodology

The STOXX Emerging Markets ex India Small Cap Index is a broad market cap weighted index designed to represent the performance of the Small Cap companies from Emerging Markets excluding India covering approximately 15% of investable market capitalization. STOXX Emerging Markets ex India Small Cap 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 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 CH1213348183 SWEXISR .SWEXISR
Gross Return EUR CH1213348191 SWEXISGR .SWEXISGR
Price EUR CH1213348209 SWEXISP .SWEXISP
Net Return USD CH1213348159 SWEXISV SWEXISV INDEX .SWEXISV
Gross Return USD CH1213348167 SWEXISGV .SWEXISGV
Price USD CH1213348175 SWEXISL .SWEXISL

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 India Small Cap

Top 10 Components4

Company Supersector Country Weight
VESTA Real Estate Mexico 0.330%
VISTA ENERGY ADR Energy Mexico 0.316%
Makalot Consumer Products and Services Taiwan 0.299%
Embraer Industrial Goods and Services Brazil 0.286%
SINBON Elec Industrial Goods and Services Taiwan 0.285%
ALIANSCE SONAE SHOPPING CENTER Real Estate Brazil 0.250%
Compeq Mftg Technology Taiwan 0.232%
STRUCTURE THERAPEUTICS ADR Health Care China 0.229%
ALSEA Travel and Leisure Mexico 0.223%
COPEL - CIA PR DE ENERGIA Utilities Brazil 0.221%

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

4Based on the composition as of September 29, 2023