STOXX ® EUROPE 600 A broad yet highly tradable access to Europe’s developed markets, with a fixed number of 600 components
The STOXX Europe 600 Index has become a household name and a widely followed gauge. Its comprehensive coverage offers diversified country and industry allocation to Europe’s developed economies, replicating almost 90% of the underlying investable market. The index is derived from the STOXX Europe Total Market Index (TMI) and is a subset of the STOXX® Global 1800 Index. With a fixed number of 600 components, the STOXX Europe 600 Index represents large-, mid- and small cap companies across 17 countries in Europe.
STOXX Europe Index Family
STOXX EUROPE 600 Benchmark
STOXX EUROPE 50 STOXX EUROPE 600 STOXX EUROPE 600 Blue-chip Size Indices • 3 sizes ICB Supersectors • 20 sectors
> STOXX Europe Large 200 Automobiles & Parts; Banks; Basic Resources; Chemicals; Construction > STOXX Europe Mid 200 & Materials; Consumer Products & Services; Energy; Financial Services; > STOXX Europe Small 200 Food, Beverage & Tobacco; Health EURO STOXX Care; Industrial Goods & Services; Insurance; Media; Personal Care, Drug Broad-based & Grocery Stores; Real Estate; Retail; Technology; Telecommunications; Travel & Leisure; Utilities
EURO STOXX 50 EURO STOXX EURO STOXX Blue-chip Size Indices • 3 sizes ICB Supersectors • 20 sectors
> EURO STOXX Large Automobiles & Parts; Banks; Basic Resources; Chemicals; Construction > EURO STOXX Mid & Materials; Consumer Products & Services; Energy; Financial Services; > EURO STOXX Small Food, Beverage & Tobacco; Health Care; Industrial Goods & Services; Insurance; Media; Personal Care, Drug & Grocery Stores; Real Estate; Retail; Technology; Telecommunications; Travel & Leisure; Utilities Key Benefits
EFFICIENT Benefit from a good trade-off between market coverage and tradability REPRESENTATION
Achieve same country and industry allocation to underlying market, DIVERSIFICATION resulting in an effective and diversified benchmark
SIZE Cover mid- and small-cap securities and capture their historical premium returns PREMIA
EXPLICIT Select from region, size and industry sub-indices while keeping the COVERAGE benchmark’s methodology and standards
Adopt responsible strategies with the STOXX® Europe 600 ESG-X Index and with SUSTAINABILITY versions of the benchmark that follow the EU Climate Benchmark requirements
AVAILABLE Improve portfolio management, hedging and trading costs with futures and DERIVATIVES options on the STOXX Europe 600, its sectors and the ESG-X version
Risk and Return Characteristics STOXX Europe 600 (EUR GR) 230 Performance overall 210 8.18% (annualized) 190 Performance (1Y) -1.28% 170 Performance (3Y) (annualized) 4.29% 150 Performance (5Y) (annualized) 5.17% 130 Volatility overall (annualized) 16.79% 110 Volatility (1Y) (annualized) 28.09% 90 Volatility (3Y) (annualized) 19.04% 70 Volatility (5Y) (annualized) 17.63% 50 Mar-12 Jun-13 Sep-14Dec-15 Mar-17 Jun-18 Sep-19Dec-20 Sharpe ratio (overall) 0.56
STOXX Europe 600 (EUR GR) Sharpe ratio (5Y) 0.40 Dividend yield (overall) 4.83% 1. Source: Qontigo, daily data 2. EONIA used as a proxy for riskless returns Maximum drawdown 35.34% 3. Qontigo Data Mar 19, 2012 – Dec 30, 2020 Constituents 600
Discover sustainable versions of this index:
STOXX® Europe 600 STOXX® Europe 600 STOXX® Europe 600 ESG-X Climate Transition Paris-Aligned Benchmark Benchmark
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