Indices

ECPI Global Ethical

Summary

The ECPI Global Ethical Index selects the 300 top capitalized companies in the Global market which are eligible investments according to ECPI ESG Rating Methodology and Controversial Sectors Screening (Military, Pornography, Gambling, Tobacco, Alcohol, Nuclear energy, GMO Food Production and Contraceptives).

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

Details

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

Symbol

ECAPGND

Calculation

End-of-day

Dissemination Period

23:00-23:00 CET

ISIN

CH1487685955

Bloomberg

ECAPGND INDEX

Last Value

+0.00 (+0.00%)

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

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The MDAX® ESG+ index objective is to reflect the performance of the MDAX index while using ESG exclusion filters to remove at least 20% of the MDAX constituents. Companies that fail to meet norms-based screening, controversial weapons screening, minimum ESG ratings and a series of business activity screenings, as identified by ISS ESG, are excluded. If less than 20% of the components of the MDAX are excluded, the worst performing companies in terms of ESG Score are excluded. Removed companies are not replaced, therefore the MDAX ESG+ index will have fewer holdings than the parent MDAX index (MDAX focuses on midcap companies by tracking the performance of the 50 stocks which follow DAX® companies in terms of free-float market capitalization)

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.

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

MDAX ESG+ - EUR (Price Return)

€1061.32

-12.79

1Y Return

4.32%

1Y Volatility

0.18%

The ECPI Global Developed ESG HY Corporate Bond Monthly Hedged Index is a monthly hedged version of the ECPI Global Developed ESG High Yield Corporate Bond Index. The ECPI Hedged indices are an innovative investment tool that measures the performance of an underlying index while at the same time eliminating foreign currency fluctuations. The indices therefore combine the performance of the underlying ECPI index with a hypothetical, rolling investment into one-month foreign exchange forward contracts. The ECPI Hedged indices are designed to serve as a benchmark for actively managed funds and to underlie exchange traded funds and structured products.

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

ECPI Global Developed ESG HY Corporate Bond Monthly Hedged - EUR (Gross Return)

€1564.1594

+0.46

1Y Return

2.76%

1Y Volatility

0.02%

The ECPI EMU Governance Government Bond 1-3Y Index selects bonds in the ECPI Global Developed Governance Government Bond Index issued by EMU country members with maturity of 1 to 3 years which are eligible investments according to ECPI Government Governance Rating Methodology.

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

ECPI EMU Governance Government Bond 1-3Y - EUR (Gross Return)

€1027.4949

-0.60

1Y Return

0.81%

1Y Volatility

0.01%

The iSTOXX Europe Small 200 BDFG ESG Index components will have the components of the parent STOXX Europe Small 200 Index as of the review effective date excluding the stocks in the BDF Gestion exclusion lists. These are companies that do not meet BDF Gestion’s ESG and climate criteria. The exclusion lists will be provided to STOXX on the Wednesday before the second Friday of April and October.

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

iSTOXX^® Europe Small 200 BDFG ESG - EUR (Price Return)

€1391.59

-6.82

1Y Return

13.81%

1Y Volatility

0.13%

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.

DAX ESG Target Product Sheet

Blog: BlackRock’s Sperandeo: How We Engage with Qontigo to Help Investors Prepare their Portfolios for a Net-Zero World

Press Release: DAX ESG Target Index selected as underlying index for a new iShares ETF

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

DAX ESG Target - USD (Net Return)

$3363.99

-33.35

1Y Return

10.51%

1Y Volatility

0.19%