SMI Expanded® Price
Index Description
The SMI Expanded® Price measures the development of the mid and large sized Swiss equity market represented by the 50 largest and most liquid instruments traded at SIX. Its composition is equivalent to the composition of SMI and SMIM together. The composition is reviewed once a year, fixed to 50 shares and weighted by freefloat market capitalisation. The index is standardised at 1000 points on December 31, 1999. The SMI Expanded covers roughly 92% and its benchmark Swiss Performance Index SPI® Price of the entire Swiss equity market.
Index Performance Annual Index Return¹
500 Year SMI Exp. SPI 450 2021 25.66% 25.98% 400 2020 -0.04% 0.61% 350 2019 27.02% 26.51% 300 250 2018 -10.77% -11.43% 200 2017 16.03% 16.37% 150 2016 -5.49% -4.67% 100 2015 -0.71% -0.25% 50 2014 9.55% 9.73% 0 1996 1999 2002 2005 2008 2011 2014 2017 2020
SMI Expanded® Price Swiss Performance Index SPI® Price
Risk and Return Profile Dividend Yield & Turnover
YTD 3 Mths 1 Yr¹ 3 Yrs¹ 7 Yrs¹ 15 Yrs¹ SMI Exp. SPI Return Div. Yield SMI Exp. 16.45% 8.76% 22.16% 10.93% 5.83% 3.19% 2021 2.64% 2.58% SPI 16.65% 8.68% 22.59% 10.78% 6.01% 3.23% 2020 3.23% 3.19% Volatility 2019 3.14% 3.10% SMI Exp. 0.62% 0.51% 0.73% 0.59% 0.37% 0.28% 2018 3.27% 3.20% SPI 0.61% 0.50% 0.72% 0.58% 0.36% 0.28% 2017 3.15% 3.09% Tracking Err. 2016 3.48% 3.42% SMI Exp.² 0.04% 0.03% 0.61% 0.64% 0.57% 0.71% 2015 2.96% 2.93% ¹ Annualized values; ² Used benchmark: Swiss Performance Index SPI® Price Turnover 2021 0.58% 0.98% 2020 3.10% 2.87% Maximum Drawdown 2019 3.02% 4.59% High Date Low Date High Value Low Value Drawdown 2018 3.80% 3.05% 15 Years back 2017 7.82% 8.45% SMI Exp. 06/01/2007 03/09/2009 1,318 593 -55.02% 2016 2.81% 3.36% SPI 06/01/2007 03/09/2009 603 271 -54.99% 2015 3.23% 3.54%
All data retrieved as of 08/31/2021 Index Characteristics Top 10 SMI Expanded® Price Components
SMI Exp. SPI Mcap (Mio CHF)³ Weight Historical Data Since 01/03/1996 01/03/1996 NESTLE N 333,446.94 20% Launch Date 12/31/1999 06/01/1987 ROCHE GS 258,367.43 16% Calculation Interval tick-by-tick 3 minutes NOVARTIS N 209,182.10 13% No of Components 50 218 ABB LTD N 60,783.78 4% Mcap (Mio CHF)³ ZURICH INSURANCE N 60,484.99 4% Index Mcap 1,657,247.91 1,786,951.98 LONZA N 57,713.28 3% Largest Mcap 333,446.94 333,446.94 UBS GROUP N 53,470.70 3% Smallest Mcap 2,008.5 1.09 RICHEMONT N 52,722.00 3% Average Mcap 33,144.96 8,197.03 SIKA N 46,801.96 3% Median Mcap 12,059.75 611.6 ALCON N 37,697.37 2%
³ Market capitalization free-float adjusted Total 1,170,670.54 71%
Index Sector Weights (in %)
Financials Consumer Goods SMI Expanded® Price Swiss Performance Index SPI® Price Industrials Healthcare
Technology Oil and Gas 0 5 10 15 20 25 30 35 40
Basic Materials Utilities
Consumer Services Telecommunications
Index Information
Symbol ISIN Refinitiv RIC Bloomberg Ticker BMR Compliance SMI Exp. Price SMIEXP CH0019399861 .SMIEXP SMIEXP No Total Return SMIEXC CH0019399853 .SMIEXC SMIEXC No SPI Price SPIX CH0000222353 .SPIX SPIND Yes Total Return SXGE CH0009987501 .SSHI SPI Yes
Index Methodology
The SMI Expanded® Price is calculated as a free float market capitalization weighted index using the Laspeyres method. The respective methodology approaches are described in more detail in the Rulebook.
Licensing
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