SIZE INDICES 1 STOXX® EUROPE EX EUROZONE TOTAL MARKET SMALL INDEX
Stated objective Key facts STOXX calculates several ex region, ex country and ex sector indices. This means that from the main index a specific region, country or sector is excluded. The sector classification is based on ICB Classification (www.icbenchmark.com.)Some examples: a) Blue-chip ex sector: the EURO STOXX 50 ex Financial Indexexcludes all companies assigned to the ICB code 8000 b) Benchmark ex region: the STOXX Global 1800 ex Europe Index excludes all companies from Europe c) Benchmark ex country: the STOXX Europe 600 ex UK Index excludes companies from the United Kingdom d) Size ex sector: the STOXX Europe Large 200 ex Banks Index excludes all companies assigned to the ICB code 8300
Descriptive statistics Index Market cap (USD bn.) Components (USD bn.) Component weight (%) Turnover (%) Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 months STOXX Europe ex Eurozone Total Market Small Index 571.4 470.4 1.8 1.6 5.8 0.2 1.2 0.0 11.9 STOXX Europe ex Eurozone Total Market Index 6,336.8 5,463.3 10.8 2.9 250.9 0.2 4.6 0.0 2.3 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 Europe ex Eurozone Total Market Small Index 0.8 1.4 20.3 71.4 122.0 9.9 2.0 19.8 19.1 16.8 STOXX Europe ex Eurozone Total Market Index 0.8 4.7 18.7 50.7 82.7 9.8 7.0 18.3 14.3 12.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2 STOXX Europe ex Eurozone Total Market Small Index 11.4 12.7 12.6 19.0 20.7 -0.3 0.2 1.3 1.0 0.7 STOXX Europe ex Eurozone Total Market Index 8.5 9.7 10.4 17.4 19.0 -0.2 0.7 1.5 0.8 0.6
Index to benchmark Correlation Tracking error (%) STOXX Europe ex Eurozone Total Market Small Index 0.9 0.9 0.9 1.0 1.0 4.4 5.9 5.4 5.7 6.0
Index to benchmark Beta Annualized information ratio STOXX Europe ex Eurozone Total Market Small Index 1.3 1.2 1.1 1.0 1.0 -0.5 -0.8 0.3 0.8 0.7
1 For information on data calculation, please refer to STOXX calculation reference guide. 2 Based on Euribor1m (USD, gross return), all data as of Aug. 29, 2014
INNOVATIVE. GLOBAL. INDICES.
SIZE INDICES 2 STOXX® EUROPE EX EUROZONE TOTAL MARKET SMALL INDEX Fundamentals (for last 12 months) Index Price/earnings Price/earnings Price/ Dividend Price/ Price/ incl. negative excl. negative book yield (%) sales cash flow Trailing Projected Trailing Projected Trailing Trailing Trailing Trailing STOXX Europe ex Eurozone Total Market Small Index 14.3 7.8 11.7 7.8 2.0 2.6 1.1 11.6 STOXX Europe ex Eurozone Total Market Index 13.8 16.4 12.9 16.4 2.1 3.5 1.2 10.4
Performance and annual returns3 Methodology A specific region, country or sector is excluded from the relevant main index.The detailed methodology including the calculation formula can be found in our rulebook : http://www.stoxx.com/indices/rulebooks.html
Version and symbols Quick facts Index ISIN Symbol Bloomberg Reuters Weighting Free-float market cap Gross Return EUR CH0147787482 XBINGR XBINGR Index .XBINGR In line with parent index Net Return EUR CH0011445118 XBING XBING Index .XBING Cap factor Price EUR CH0011445084 XBINF XBINF Index .XBINF No. of components Variable Gross Return USD CH0147790049 XBINGV XBINGV Index .XBINGV Net Return USD CH0011445134 XBINI XBINI Index .XBINI Review frequency In line with parent index Price USD CH0011445092 XBINH XBINH Index .XBINH To learn more about the inception date, currency versions, calculation hours and Complete list available here: www.stoxx.com/data/vendor_codes.html historical values, please see our data vendor code sheet.
3 STOXX data from Dec. 31, 2000 to Aug. 29, 2014 (USD, gross return), all data as of Aug. 29, 2014
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STOXX is part of Deutsche Boerse and SIX 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 customization in almost unlimited forms for example in terms of component selection, weighting schemes and personalized calculation methodologies. DISCLAIMER STOXX® indices are protected through intellectual property rights. STOXX and EURO STOXX 50 are registered trademarks. The use of the STOXX® indices for financial products or for other purposes requires a license from STOXX. STOXX does 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. STOXX is not providing investment advice through the publication of the STOXX® 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 on the merits of that company. Financial instruments based on the STOXX® indices are in no way sponsored, endorsed, sold or promoted by STOXX. 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 .
SIZE INDICES 3 STOXX® EUROPE EX EUROZONE TOTAL MARKET SMALL INDEX
Components4
Company Supersector Country Weight (%) PROVIDENT FINANCIAL Financial Services GB 1.10 TRELLEBORG B Industrial Goods & Services SE 1.08 GN STORE NORD Health Care DK 1.05 DS SMITH Industrial Goods & Services GB 1.02 DCC Industrial Goods & Services GB 1.00 SPECTRIS Industrial Goods & Services GB 0.97 DERWENT LONDON Real Estate GB 0.93 HENDERSON GRP Financial Services GB 0.93 INCHCAPE Retail GB 0.93 DUFRY GRP Retail CH 0.91 CHR HANSEN HLDG Health Care DK 0.87 MEDA A Health Care SE 0.85 AMLIN Insurance GB 0.83 HIKMA PHARMACEUTICALS Health Care GB 0.83 ROTORK Industrial Goods & Services GB 0.81 MARINE HARVEST Food & Beverage NO 0.81 BTG Health Care GB 0.80 HALMA Industrial Goods & Services GB 0.80 RIGHTMOVE GRP Media GB 0.79 CAPITAL & COUNTIES PROPERTIES Real Estate GB 0.79 HISCOX Insurance GB 0.78 SPIRAX-SARCO Industrial Goods & Services GB 0.76 GREAT PORTLAND ESTATES Real Estate GB 0.75 IG GRP HLDG Financial Services GB 0.73 HAYS Industrial Goods & Services GB 0.72 TGS-NOPEC GEOPHYSICAL Oil & Gas NO 0.72 THOMAS COOK GRP Travel & Leisure GB 0.71 BOOKER GRP Retail GB 0.69 CATLIN GRP Insurance GB 0.68 OCADO Retail GB 0.66 HOWDEN JOINERY GRP Industrial Goods & Services GB 0.65 CLOSE BROTHERS GRP Financial Services GB 0.64 GREENE KING Travel & Leisure GB 0.64 Essentra PLC Industrial Goods & Services GB 0.64 BRITVIC Food & Beverage GB 0.63 DIXONS RETAIL Retail GB 0.63 BELLWAY Personal & Household Goods GB 0.62 GENEL ENERGY Oil & Gas GB 0.62 PREMIER OIL Oil & Gas GB 0.62 CASTELLUM Real Estate SE 0.61 JM Real Estate SE 0.60 BERENDSEN Industrial Goods & Services GB 0.59 GEORG FISCHER Industrial Goods & Services CH 0.58 STAGECOACH GRP Travel & Leisure GB 0.57 NCC B Construction & Materials SE 0.57 BALFOUR BEATTY Construction & Materials GB 0.57 HELVETIA HLDG Insurance CH 0.57 JUPITER FUND MANAGEMENT Financial Services GB 0.57 FIRSTGROUP Travel & Leisure GB 0.56 SHAFTESBURY Real Estate GB 0.56 STOREBRAND Insurance NO 0.56 AFREN Oil & Gas GB 0.56 INTERMEDIATE CAPITAL GRP Financial Services GB 0.56 OC OERLIKON Industrial Goods & Services CH 0.54 TELECITY GRP Technology GB 0.54 ICA GRUPPEN Retail SE 0.52 BILLERUDKORSNAS Basic Resources SE 0.52 VICTREX Chemicals GB 0.52 HOME RETAIL GRP Retail GB 0.50 CARILLION Industrial Goods & Services GB 0.50 PETROLEUM GEO-SERVICES Oil & Gas NO 0.50 INTERNATIONAL PERSONAL FINANCE Financial Services GB 0.50 TOPDANMARK Insurance DK 0.50 WS ATKINS Industrial Goods & Services GB 0.49 QINETIQ GRP Industrial Goods & Services GB 0.49 MICHAEL PAGE INTERNATIONAL Industrial Goods & Services GB 0.49 BBA AVIATION Industrial Goods & Services GB 0.49 JARDINE LLOYD THOMPSON Insurance GB 0.49 INTRUM JUSTITIA Financial Services SE 0.48 MODERN TIMES GRP B Media SE 0.48 AVEVA GRP Technology GB 0.48 BUCHER INDUSTRIES Industrial Goods & Services CH 0.48 BODYCOTE Industrial Goods & Services GB 0.47
4 Based on the last periodic review implementation
SIZE INDICES 4 STOXX® EUROPE EX EUROZONE TOTAL MARKET SMALL INDEX
Components4
Company Supersector Country Weight (%) FLUGHAFEN ZURICH Industrial Goods & Services CH 0.47 TEMENOS GRP Technology CH 0.47 ULTRA ELECTRONICS Industrial Goods & Services GB 0.46 HEXPOL 'B' Chemicals SE 0.46 BEAZLEY Insurance GB 0.46 ELEMENTIS Chemicals GB 0.46 NEW WH SMITH Retail GB 0.46 OPHIR ENERGY PLC Oil & Gas GB 0.45 CABLE & WIRELESS COMMUNICATION Telecommunications GB 0.44 DNO ASA Oil & Gas NO 0.44 HUNTING Oil & Gas GB 0.44 LANCASHIRE HOLDINGS Insurance GB 0.43 SWEDISH ORPHAN BIOVITRUM Health Care SE 0.43 BB BIOTECH Health Care CH 0.43 STRAUMANN Health Care CH 0.43 CAIRN ENERGY Oil & Gas GB 0.42 MICRO FOCUS INTERNATIONAL Technology GB 0.42 MITIE GRP Industrial Goods & Services GB 0.42 CARPHONE WAREHOUSE GRP Retail GB 0.42 REGUS Industrial Goods & Services GB 0.42 RESTAURANT GRP Travel & Leisure GB 0.42 NIBE INDUSTRIER B Construction & Materials SE 0.42 LOGITECH INTERNATIONAL Technology CH 0.41 ELECTROCOMPONENTS Industrial Goods & Services GB 0.41 DUNELM GROUP Retail GB 0.41 SAAB B Industrial Goods & Services SE 0.41 PHOENIX GROUP HDG. Insurance GB 0.41 SYDBANK Banks DK 0.41 GRAFTON GRP Industrial Goods & Services GB 0.40 PANALPINA Industrial Goods & Services CH 0.40 PZ CUSSONS Personal & Household Goods GB 0.40 FABEGE Real Estate SE 0.40 RATOS B Financial Services SE 0.40 SENIOR Industrial Goods & Services GB 0.40 NATIONAL EXPRESS GRP Travel & Leisure GB 0.39 KABA Industrial Goods & Services CH 0.39 SIG Industrial Goods & Services GB 0.39 COUNTRYWIDE Real Estate GB 0.39 PARAGON GRP OF COMPANIES Financial Services GB 0.38 HOLMEN B Basic Resources SE 0.38 LUNDBERGFORETAGEN B Financial Services SE 0.38 WALLENSTAM B Real Estate SE 0.37 LONMIN Basic Resources GB 0.37 ENQUEST Oil & Gas GB 0.37 LOOMIS B Industrial Goods & Services SE 0.37 PACE Technology GB 0.37 VESUVIUS Industrial Goods & Services GB 0.36 RPC GROUP Industrial Goods & Services GB 0.36 UK COMMERCIAL PROPERTY Real Estate GB 0.36 AARHUSKARLSHAMN Food & Beverage SE 0.36 GO-AHEAD GRP Travel & Leisure GB 0.36 GENMAB Health Care DK 0.36 BOVIS HOMES GRP Personal & Household Goods GB 0.36 VALIANT Banks CH 0.35 NOBEL BIOCARE HLDG Health Care CH 0.35 SOCO INTERNATIONAL Oil & Gas GB 0.35 NKT HLDG Industrial Goods & Services DK 0.34 CSR Technology GB 0.34 KIER GRP Construction & Materials GB 0.34 HUFVUDSTADEN Real Estate SE 0.34 ROCKWOOL B Construction & Materials DK 0.34 HOMESERVE Industrial Goods & Services GB 0.34 HALFORDS GRP Retail GB 0.34 TELECOM PLUS Telecommunications GB 0.33 MORGAN ADVANCED MATERIALS Industrial Goods & Services GB 0.33 RATHBONE BROTHERS Financial Services GB 0.33 BETFAIR GRP Travel & Leisure GB 0.33 MARSTONS Travel & Leisure GB 0.33 SSAB A Basic Resources SE 0.33 DEBENHAMS Retail GB 0.32 DOMINOS PIZZA GROUP Travel & Leisure GB 0.31 PEAB B Construction & Materials SE 0.31 FIDESSA GRP Technology GB 0.31 KUONI REISEN Travel & Leisure CH 0.31
4 Based on the last periodic review implementation
SIZE INDICES 5 STOXX® EUROPE EX EUROZONE TOTAL MARKET SMALL INDEX
Components4
Company Supersector Country Weight (%) SVG CAPITAL Financial Services GB 0.31 SPAREBANK 1 SR-BANK ASA Banks NO 0.31 BURCKHARDT COMPRESSION HLDG Industrial Goods & Services CH 0.31 ALLREAL HLDG Real Estate CH 0.30 DOMINO PRINTING SCIENCES Industrial Goods & Services GB 0.30 BREWIN DOLPHIN Financial Services GB 0.30 SAVILLS Real Estate GB 0.30 GRAINGER Real Estate GB 0.30 DE LA RUE Industrial Goods & Services GB 0.29 MITCHELLS & BUTLERS Travel & Leisure GB 0.29 N. BROWN GRP Retail GB 0.29 SIMCORP Technology DK 0.29 MEYER BURGER TECHNOLOGY Industrial Goods & Services CH 0.28 ROCKWOOL A Construction & Materials DK 0.28 INDUTRADE Industrial Goods & Services SE 0.28 LAIRD Technology GB 0.28 OPERA SOFTWARE Technology NO 0.28 WETHERSPOON (J.D.) Travel & Leisure GB 0.27 OXFORD INSTRUMENTS Industrial Goods & Services GB 0.27 MILLENNIUM & COPTHORNE HOTEL Travel & Leisure GB 0.27 TECAN Health Care CH 0.27 BETSSON B Travel & Leisure SE 0.27 INTERSERVE Industrial Goods & Services GB 0.27 LUZERNER KANTONALBANK Banks CH 0.27 MOBIMO HLDG Real Estate CH 0.27 WIHLBORGS FASTIGHETER Real Estate SE 0.26 ROYAL UNIBREW Food & Beverage DK 0.26 AXIS Technology SE 0.26 UNIBET GROUP SDB Travel & Leisure SE 0.26 PREMIER FARNELL Industrial Goods & Services GB 0.25 BWIN.PARTY Travel & Leisure GB 0.25 ADDTECH B Industrial Goods & Services SE 0.25 AF B Industrial Goods & Services SE 0.25 GENUS Health Care GB 0.24 SPAREBANK 1 SMN Banks NO 0.24 REC SILICON Oil & Gas NO 0.24 KONGSBERG GRUPPEN Industrial Goods & Services NO 0.24 SYNTHOMER PLC Chemicals GB 0.23 FENNER Industrial Goods & Services GB 0.23 HANSTEEN HOLDINGS Real Estate GB 0.23 DAIRY CREST GRP Food & Beverage GB 0.22 KAZAKHMYS Basic Resources GB 0.22 GRAUBUENDNER KANTONALBANK P Banks CH 0.22 VEIDEKKE Construction & Materials NO 0.22 TOMRA SYSTEMS Industrial Goods & Services NO 0.22 RPS GRP Industrial Goods & Services GB 0.21 FASTIGHETS BALDER B Real Estate SE 0.21 ORIFLAME COSMETICS Personal & Household Goods SE 0.21 SPIRENT COMMUNICATIONS Technology GB 0.21 ST GALLER KANTONALBANK Banks CH 0.21 TULLETT PREBON Financial Services GB 0.20 LATOUR INVESTMENT B Financial Services SE 0.20 BEKB/BCBE Banks CH 0.20 AXFOOD Retail SE 0.20 REDROW Personal & Household Goods GB 0.20 AVANZA BANK HLDG Financial Services SE 0.20 RINGKJOBING LANDBOBANK Banks DK 0.20 ITE GROUP Media GB 0.19 AKER A Financial Services NO 0.19 GREGGS Retail GB 0.19 D/S NORDEN Industrial Goods & Services DK 0.19 FRED OLSEN ENERGY Oil & Gas NO 0.19 SPAR NORD BANK Banks DK 0.19 KUNGSLEDEN Real Estate SE 0.18 SALMAR Food & Beverage NO 0.18 NORWEGIAN AIR SHUTTLE Travel & Leisure NO 0.18 RENISHAW Industrial Goods & Services GB 0.18 ATEA Technology NO 0.17 CLAS OHLSON B Retail SE 0.17 IMAGINATION TECHNOLOGIES GRP Technology GB 0.17 RIETER Industrial Goods & Services CH 0.17 DFDS Industrial Goods & Services DK 0.16 NORDIC SEMICONDUCTOR Technology NO 0.16 NOBIA Personal & Household Goods SE 0.16
4 Based on the last periodic review implementation
SIZE INDICES 6 STOXX® EUROPE EX EUROZONE TOTAL MARKET SMALL INDEX
Components4
Company Supersector Country Weight (%) VONTOBEL Banks CH 0.16 DET NORSKE OLJESELSKAP Oil & Gas NO 0.16 SWECO 'B' Construction & Materials SE 0.16 COLT TELECOM Telecommunications GB 0.16 HUBER+SUHNER Technology CH 0.16 Borregaard Chemicals NO 0.15 GATEGROUP HOLDING Travel & Leisure CH 0.15 LINDAB INTERNATIONAL Construction & Materials SE 0.15 VALORA Retail CH 0.15 LEROY SEAFOOD GROUP Food & Beverage NO 0.15 CHEMRING GRP Industrial Goods & Services GB 0.14 SHANKS GRP Industrial Goods & Services GB 0.14 SSAB B Basic Resources SE 0.14 BEIJER ALMA B Industrial Goods & Services SE 0.13 MEKONOMEN Automobiles & Parts SE 0.13 SPAREBANK 1 NORD-NORGE Banks NO 0.13 NET ENTERTAINMENT NE 'B' Travel & Leisure SE 0.12 NORWEGIAN PROPERTY Real Estate NO 0.12 B&B TOOLS B Industrial Goods & Services SE 0.12 AUSTEVOLL SEAFOOD Food & Beverage NO 0.12 MEDIVIR B Health Care SE 0.12 SALAMANDER ENERGY Oil & Gas GB 0.12 EVRAZ Basic Resources GB 0.12 BAKKAFROST Food & Beverage NO 0.12 REZIDOR HOTEL GRP Travel & Leisure SE 0.11 WILH WILHELMSEN Industrial Goods & Services NO 0.11 CERMAQ Food & Beverage NO 0.11 HOCHSCHILD MINING Basic Resources GB 0.09 SDL Technology GB 0.09 KLOVERN Real Estate SE 0.09 WILH WILHELMSEN HLDG A Industrial Goods & Services NO 0.09 UNIPETROL Oil & Gas CZ 0.09 EKORNES Personal & Household Goods NO 0.09 AF GRUPPEN 'A' Construction & Materials NO 0.09 FARSTAD SHIPPING Oil & Gas NO 0.09 ABG SUNDAL COLLIER HLDG Financial Services NO 0.07 FERREXPO Basic Resources GB 0.07 GOLDEN OCEAN GROUP Industrial Goods & Services NO 0.07 DOLPHIN GROUP Technology NO 0.06 SKISTAR B Travel & Leisure SE 0.06 KVAERNER Oil & Gas NO 0.06 PEGAS NONWOVENS Personal & Household Goods CZ 0.06 DOF Oil & Gas NO 0.06 BONHEUR Oil & Gas NO 0.05 GANGER ROLF Oil & Gas NO 0.05 PHILIP MORRIS Personal & Household Goods CZ 0.05 ACTIVE BIOTECH Health Care SE 0.04
4 Based on the last periodic review implementation