Indices

iSTOXX^® US ESG 100

Summary

The iSTOXX US ESG 100 Index aims to replicate an investment in the largest 100 companies of the STOXX USA Large 300 that are in top 50% stocks in terms of ESG Risk Rating. Only companies passing standardized ESG exclusion screens such as Global Standards Screening, Controversy Rating, ESG Risk Rating, Controversial Weapons, involvement in Tobacco, Thermal Coal, Unconventional Oil & Gas, Small Arms and Military Weapons are eligible for inclusion.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

Details

USD (Price Return)
USD (Gross Return)
USD (Net Return)
EUR (Gross Return)
EUR (Net Return)
EUR (Price Return)

Symbol

IXUSE1GR

Calculation

Realtime

Dissemination Period

15:30-22:30 CET

ISIN

CH1213355576

Bloomberg

IXUSE1GR INDEX

Last Value

638.2 -10.70 (-1.65%)

As of 10:30 pm CET

Week to Week Change

-2.20%

52 Week Change

0.33%

Year to Date Change

1.43%

Daily Low

636.39

Daily High

647.25

52 Week Low

484.35 — 21 Apr 2025

52 Week High

666.52 — 28 Oct 2025

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

Apple Inc.	US
NVIDIA Corp.	US
Microsoft Corp.	US
BROADCOM	US
VISA Inc. Cl A	US
MasterCard Inc. Cl A	US
Netflix Inc.	US
Home Depot Inc.	US
ADVANCED MICRO DEVICES	US
Cisco Systems Inc.	US

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High

Featured indices

These STOXX Low Carbon indices cover benchmark indices and the blue-chip index EURO STOXX 50®. By utilizing both estimated and reported carbon intensity scores, this index family represents broad indices with a variable number of components, covering the regions Global, Europe, Eurozone, USA and Japan. These indices closely track the risk-return profile of the underlying benchmark indices while offering a reduction in carbon emissions in the overall portfolio of constituents by overweighting lower carbon emitters, while underweighting higher carbon emitters. The indices are price weighted with a weight factor based on the free-float market cap multiplied by the corresponding Z-score carbon intensity factor of each constituent. The indices also exlcude companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

STOXX uses ISS ESG as reliable and professional data sources for the estimated and reported data. Data considered comprise Scope 1 (All direct GHG emissions) and Scope 2 (Indirect GHG emissions from consumption of purchased electricity, heat or steam) emissions.

STOXX calculates a comprehensive family of Low Carbon Indices. Click here to see all available indices.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

EURO STOXX^® 50 Low Carbon - EUR (Gross Return)

€449.79

+0.97

1Y Return

21.13%

1Y Volatility

0.17%

STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.

STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.

This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines.Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

STOXX^® Europe 600 ESG-X Ax Value - EUR (Price Return)

€182.58

-0.72

1Y Return

26.84%

1Y Volatility

0.17%

The iSTOXX Univest World ESG Carbon Index is designed to achieve sustainable carbon reduction in terms of greenhouse gas emissions and intensities over time, while tracking the STOXX Developed World Index. The index also tilts away from companies that are laggards in corporate governance, and other social criteria. In addition, the index aims to reduce its greenhouse gas emissions and intensity by at least half by December 2024 (versus the baseline values of STOXX Developed World Index in December 2019) and aims to track the STOXX Developed World Index with a tracking error close to 1%.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

iSTOXX^® Univest World ESG Carbon - EUR (Price Return)

€113.02

-0.25

1Y Return

3.30%

1Y Volatility

0.16%

The idDAX 30 ESG Decrement 4.0% index replicates the performance of the DAX 30 ESG index assuming a constant 4.00% performance deduction per annum. The performance deduction accrues constantly on a daily basis. Consequently, due to the percentage of performance being subtracted, the decrement index is underperforming the standard total return index. The base index is the DAX 30 ESG Net Return EUR Index.

Index Guides, Benchmark statement, and other reports are available under the Data & Methodology tab.

idDAX 30 ESG Decrement 4.0% - EUR (Price Return)

€1334.02

-6.01

1Y Return

9.25%

1Y Volatility

0.18%

The DAX ESG Target Index provides investors with a sustainable version of the iconic DAX Index. It aims to reflect the risk and return characteristics of the original DAX Index while applying ESG screens, integrating ESG scores and reducing carbon intensity by at least 30%.

The index can help investors to navigate towards more sustainable German equity portfolios. The proprietary index optimization process maximizes the index’ ESG score and reduces carbon intensity.

The DAX ESG Target Index has an ex-ante (target) tracking error versus the DAX of < 1.5%, therefore it offers a similar risk/return profile to the flagship benchmark. It has the same number of constituents as the DAX.

The Methodology Focuses on Maximizing ESG Scores and Reducing Carbon Intensity. Index construction starts with the DAX Index and excludes companies with unfavorable ESG scores. The screening is based on Sustainalytics’ Global Standard Screening and product involvement screening for Controversial Weapons, Nuclear Power, Thermal Coal, Military Contracting, Tobacco Production, Small Arms and Oil Sands.

In the next step – the universe of the HDAX, comprised of all companies included in the DAX, MDAX and TecDAX – is taken, to replace the excluded companies to complete the number of 40 index constituents (30 up to September 20, 2021). This is achieved by ranking the screened HDAX companies in terms of free-float market capitalization and ESG score. The component weights are derived through an optimization process with the goal of maximizing the portfolio ESG Score, meeting tracking error constraints (ex-ante tracking error versus DAX < 1.5%) and carbon reduction goals. Securities are capped at 10% on a component level.

This index also commits to a minimum percentage of sustainable investment thresholds based on ISS ESG data.

The DAX ESG Target is designed to serve as an underlying for derivatives, structured products and exchange-traded funds.

For a description of the selection methodology and the review calendar, please click here.