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BENCHMARK INDICES

STOXX Global 1800

Index Description

The STOXX Global 1800 Index contains 600 European, 600 North-American and 600 Asia/Pacific region stocks represented by the STOXX Europe 600 Index, the STOXX North America 600 Index and the STOXX Asia/Pacific 600 Index.

Key facts

  • Transparent and rules-based methodology
  • Buffer rule applied on regional indices aims to reduce turnover
  • Weighted by free-float market cap
  • Serves as basis for further regional, sector and country indices and as basis multiple thematic indices

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Global 1800 66,571.2 60,763.2 33.7 11.1 2,895.3 1.1 4.8 0.0 2.9
STOXX Global Total Market 89,689.7 76,213.0 6.3 0.6 2,895.3 0.0 3.8 0.0 2.7

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 Global 1800 3.4 11.4 26.1 39.5 86.3 N/A N/A 26.8 11.9 13.4
STOXX Global Total Market 3.4 10.4 24.8 34.2 77.4 N/A N/A 25.4 10.4 12.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global 1800 N/A N/A 9.8 13.7 17.3 N/A N/A 2.2 0.7 0.7
STOXX Global Total Market N/A N/A 9.6 13.1 16.8 N/A N/A 2.1 0.7 0.7
Index to benchmark Correlation Tracking error (%)
STOXX Global 1800 1.0 1.0 1.0 1.0 1.0 1.2 1.0 1.1 1.5 1.7
Index to benchmark Beta Annualized information ratio
STOXX Global 1800 1.1 1.0 1.0 1.0 1.0 -0.1 3.7 1.0 0.9 0.6

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of March 29, 2024

BENCHMARK INDICES

STOXX Global 1800

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 Global 1800 23.7 19.4 21.8 21.8 3.2 2.6 2.2 2.3
STOXX Global Total Market 26.1 18.7 20.1 20.1 2.8 2.6 1.7 2.8

Performance and annual returns

Methodology

The STOXX Global 1800 Index is the combination of three regional benchmark indices (STOXX Europe 600 Index, STOXX North America 600 Index and STOXX Asia/Pacific 600 Index). Stocks in the relevant regional benchmark index are ranked according to their free-float market cap and screened for minimum liquidity measured as average daily traded value over threee months. The detailed methodology including the calculation formula can be found in our rulebook: www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0111485204 SXW1E SXW1E INDEX .SXW1E
Price USD US26061Q1031 SXW1 SXW1 INDEX .SXW1
Net Return EUR CH0111485212 SXW1R SXW1R INDEX .SXW1R
Net Return USD CH0111485220 SXW1V SXW1V INDEX .SXW1V
Gross Return EUR CH0147787615 SXW1GR SXW1GR INDEX
Gross Return USD CH0147790171 SXW1GV
Net Return JPY CH0224453560 SXW1JN .SXW1JN
Price JPY CH0225159562 SXW1JP .SXW1JP
Gross Return JPY CH0224453248 SXW1JG .SXW1JG
Price GBP CH0393657629 SXW1GB SXW1GB INDEX .SXW1GB
Net Return GBP CH0393657355 SXW1HB SXW1HB INDEX .SXW1HB
Gross Return GBP CH0393657520 SXW1GHB SXW1GHB INDEX .SXW1GHB

Quick Facts

Weighting Free-float market cap
Cap Factor 20% on a component level
No. of components Fixed; 1800
Review frequency Quarterly (Mar., Jun., Sep., Dec.)
To learn more about the inception date, currency versions, calculation hours and historical values, please see ourdata vendor code sheet.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://qontigo.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.

BENCHMARK INDICES

STOXX Global 1800

Top 10 Components4

Company Supersector Country Weight
Microsoft Corp. Technology USA 4.765%
Apple Inc. Technology USA 3.803%
NVIDIA Corp. Technology USA 3.442%
Amazon.com Inc. Retail USA 2.582%
META PLATFORMS CLASS A Technology USA 1.628%
ALPHABET CLASS C Technology USA 1.320%
Eli Lilly & Co. Health Care USA 1.007%
BROADCOM Technology USA 0.945%
JPMorgan Chase & Co. Banks USA 0.882%
Berkshire Hathaway Inc. Cl B Financial Services USA 0.838%

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

4Based on the composition as of March 29, 2024

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.