Stoxx® Global 1800 Index
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STOXX ® GLOBAL 1800 INDEX A broad yet liquid representation of the world’s developed markets The STOXX Global 1800 Index consists of the 600 largest and most liquid companies in each of the developed Europe, North America and Asia/Pacific regions, currently stemming from 18 countries. It provides a broad representation of the world’s developed markets with a fixed number of 1,800 components. The index contains 600 European, 600 North American and 600 Asian/Pacific stocks represented, respectively, by the STOXX® Europe 600 Index, STOXX® North America 600 Index and STOXX® Asia/Pacific 600 Index. Global 1800 Index Family—Developed Market Benchmark Indices Aggregate of regional 600’s: STOXX Global 1800 Starting point: STOXX STOXX STOXX Europe 600 Asia/Pacific 600 North America 600 Subsets EURO STOXX STOXX Asia/Pacific 600 derived from regional 600’s: EURO STOXX ex STOXX Asia/Pacific • Financials 600 ex • Banks • Japan Subsets of Global 1800 • France • Australia • Germany STOXX Global 1800 ex STOXX Europe 600 • Europe Equal Wt. • North America STOXX Europe 600 ex • Asia/Pacific • Australia • Financials • Canada • Banks • France • UK • Germany • Eurozone • Japan • France • UK • Germany • USA • Health Care STOXX Eastern Europe 300 STOXX Nordic Key Benefits EFFICIENT Gain objective and transparent exposure to a liquid representation REPRESENTATION of the world’s developed markets COUNTRY AND Obtain similar country and industry allocation to underlying markets, SECTORS resulting in a diversified profile GRANULAR Employ derived sub-indices representing 11 industries and 20 supersectors INDUSTRY FOCUS SUSTAINABILITY Adopt responsible strategies with the STOXX® Global 1800 ESG-X and with versions of the benchmark that follow the EU Climate Benchmark requirements CURRENCY Choose from price, net and gross return basis and four currencies OPTIONS Risk and Return Characteristics STOXX Global 1800 (USD GR) 250 230 300 Performance overall 9.24% 230 (annualized) 210 250 210 Performance (1Y)190 3.79% 190 Performance (3Y)17 (annualized)0 7.24% 170 200 Performance (5Y)15 (annualized)0 7.58% 150 Volatility overall13 (annualized)0 14.23% 130 150 110 110 Volatility (1Y) (annualized) 27.76% 90 90 Volatility (3Y) (annualized) 18.26% 100 70 Volatility (5Y) (annualized)70 16.10% 50 50 50 Sharpe ratio (overall) 0.64 Mar-12 May-13 Jul-14 Sep-15Dec-16 Feb-18 Apr-19 Jun-20 Mar-12 May-13 Jul-14 Sep-15 Dec-16 Feb-18 Apr-19 Jun-20 Mar-12 May-13 Jul-14 Sep-15Dec-16 Feb-18 Apr-19 Jun-20 Sharpe ratio (5Y) 0.46 STOXX Global 1800 (USD GR) STOXX Europe 600 (EUR GR) STOXX USA 500 (USD GR) Dividend yield (overall) 4.11% 1. Source: Qontigo, daily data. Relative figures calculated against Benchmark Maximum drawdown 33.77% 2. LIBOR used as a proxy for riskless returns Constituents 1801 3. Qontigo Data Mar 19, 2012 – Jun 30, 2020 Discover sustainable versions of this index: STOXX® Global 1800 STOXX® Global 1800 STOXX® Global Climate Transition Paris-Aligned 1800 ESG-X Benchmark Benchmark To learn more about Qontigo, please contact us, or visit qontigo.com [email protected] [email protected] .