Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

ECPI ESG World EX-EMU

Export PDF

Index Description

Derived from the STOXX World AC Universal All Cap Index, the ECPI ESG World EX-EMU Index is a cap-weighted equity index, with single company capping at 4% designed to be a broad benchmark representative of developed markets, excluding companies from the EMU, that satisfy a set of screens from ISS Sustainability Solutions.

Key facts

  • Broad benchmark representative of developed markets companies, excluding companies from the EMU, that satisfy a set of screens from ISS Sustainability Solutions.
  • Company capping at 4%.

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
ECPI ESG World EX-EMU 73,219.5 69,122.3 53.7 15.2 3,041.7 1.6 4.4 0.0 N/A
STOXX World AC Universal All Cap 133,784.6 104,156.5 6.7 0.4 4,396.7 0.0 4.2 0.0 3.8

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
ECPI ESG World EX-EMU 5.0 10.8 22.2 64.5 79.9 N/A N/A 22.3 18.1 12.5
STOXX World AC Universal All Cap 5.5 13.0 26.8 65.4 73.8 N/A N/A 26.9 18.3 11.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
ECPI ESG World EX-EMU N/A N/A 10.0 12.7 14.0 N/A N/A 1.8 1.2 0.7
STOXX World AC Universal All Cap N/A N/A 9.8 12.1 13.1 N/A N/A 2.2 1.2 0.7
Index to benchmark Correlation Tracking error (%)
ECPI ESG World EX-EMU 0.9 1.0 1.0 1.0 1.0 3.2 3.4 2.6 2.3 2.5
Index to benchmark Beta Annualized information ratio
ECPI ESG World EX-EMU 0.7 0.9 1.0 1.0 1.0 -1.9 -1.4 -1.4 0.0 0.3

1For information on data calculation, please refer to STOXX calculation reference guide

2Based on EURIBOR1M

(EUR, Net Return), all data as of May 29, 2026

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

ECPI ESG World EX-EMU

Fundamentals

Index Price/earnings incl. negative Price/earnings excl. negative Price/book Dividend yield (%)3 Price/sales Price/cash flow
Trailing Projected Trailing Projected Trailing Trailing Trailing
ECPI ESG World EX-EMU 25.8 20.8 24.4 20.5 3.8 1.5 2.8 25.9
STOXX World AC Universal All Cap 25.5 19.3 22.4 18.6 3.3 1.7 2.2 12.0

Performance and annual returns

Methodology

The index is derived from the STOXX World AC Universal All Cap Index and first applies investability and data-availability screens (including minimum size, liquidity, free float and required sustainability data). The index is free-float market-cap weighted with an issuer cap of 4% and quarterly reviews.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1546178646 GALPHWXP GALPHWXP INDEX .GALPHWXP
Net Return EUR CH1546178653 GALPHWXN GALPHWXN INDEX .GALPHWXN
Gross Return EUR CH1546178661 GALPHWXR GALPHWXR INDEX .GALPHWXR

Quick Facts

Weighting Free float market cap weighted
Cap Factor 0.04
No. of components Variable
Review frequency Quarterly in March, June, September and December
Calculation/distribution End of Day
Calculation hours 00:09:00 18:00:00
Base value/base date 100 as of March. 22, 2021
History NA
Inception date May. 22, 2026
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
Apple Inc. Technology USA 4.400%
NVIDIA Corp. Technology USA 4.275%
Microsoft Corp. Technology USA 4.145%
Amazon.com Inc. Retail USA 3.422%
BROADCOM Technology USA 2.626%
ALPHABET INC. CL A Technology USA 2.349%
ALPHABET CLASS C Technology USA 2.063%
TESLA Automobiles and Parts USA 1.825%
META PLATFORMS CLASS A Technology USA 1.715%
Micron Technology Inc. Technology USA 1.355%

3Net dividend yield is calculated as net return index return minus price index return

4Based on the composition as of May 29, 2026

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do 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 and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of 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, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

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.

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 a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do 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 and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of 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, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

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.

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 a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.