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BENCHMARK INDICES

STOXX USA 500

Index Description

The STOXX USA 500 Index is derived from the STOXX® USA 900 Index; it covers the largest 500 companies in the USA.

Key facts

  • Broad and liquid benchmark for the US large-cap market
  • Uses buffers to achieve fixed number of components and maintain stability of indices by controlling index composition changes
  • Strictly rules-based and transparent index methodology

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 USA 500 42,617.2 41,020.7 82.0 33.3 2,954.9 9.6 7.2 0.0 3.0
STOXX USA Total Market 50,071.6 47,627.8 19.8 2.8 2,954.9 0.0 6.2 0.0 0.0

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 USA 500 1.7 1.7 21.6 32.2 95.0 N/A N/A 21.8 9.8 14.4
STOXX USA Total Market 1.1 1.1 19.4 28.3 88.2 N/A N/A 19.8 8.8 13.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX USA 500 N/A N/A 12.8 17.9 21.5 N/A N/A 1.3 0.4 0.6
STOXX USA Total Market N/A N/A 13.4 18.4 21.8 N/A N/A 1.2 0.4 0.6
Index to benchmark Correlation Tracking error (%)
STOXX USA 500 1.0 1.0 1.0 1.0 1.0 1.2 1.2 1.4 1.6 1.7
Index to benchmark Beta Annualized information ratio
STOXX USA 500 0.9 0.9 1.0 1.0 1.0 5.7 5.7 0.8 0.2 0.2

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 USA 500

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 USA 500 26.8 21.6 24.7 24.7 4.7 1.9 2.8 25.8
STOXX USA Total Market 28.4 21.7 23.4 23.4 4.1 1.9 2.4 25.5

Performance and annual returns