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ISTOXX INDICES

iSTOXX Global Healthcare ESG Exclusions Select 30

Index Description

The iSTOXX Global Healthcare ESG Exclusions Select 30 Index tracks 30 liquid stocks with low volatility and high dividend yield from the STOXX Global Healthcare Index after a set of compliance, involvement, and ESG performance screens are applied. Companies that are non-compliant with the Global Standards Screening (GSS), or are involved in Controversial Weapons activities, or display a Severe (Category 5) Controversy Rating, as identified by Sustainalytics, are excluded. Additional exclusion filters are incorporated, screening companies for involvement in Weapons (Small Arms and Military Contracting), Unconventional Oil & Gas (Arctic Oil and Gas Exploration Oil Sands and Shale Energy), Conventional Oil & Gas, Thermal Coal, Nuclear Power and Tobacco.

Key facts

  • Indices track stocks with low volatility and high dividend yield.
  • ESG screened versions of STOXX Benchmark Indices.
  • Screening provided by award-winning ESG data provider ISS.
  • Inverted volatility weighting scheme.
  • Suitable as underlying for mandates, passive funds, ETFs, structured products, and listed derivatives.

Descriptive Statistics

Index Market Cap (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Global Healthcare ESG Exclusions Select 30 N/A 1.2 0.0 0.0 0.1 0.0 4.3 2.6 75.9
iSTOXX Global Healthcare ESG Exclusions Select 30 N/A 1.2 0.0 0.0 0.1 0.0 4.3 2.6 75.9

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
iSTOXX Global Healthcare ESG Exclusions Select 30 6.6 16.2 18.2 17.4 53.4 N/A N/A 18.5 5.6 9.0
iSTOXX Global Healthcare ESG Exclusions Select 30 6.6 16.2 18.2 17.4 53.4 N/A N/A 18.5 5.6 9.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global Healthcare ESG Exclusions Select 30 N/A N/A 10.0 11.1 13.1 N/A N/A 1.2 0.3 0.6
iSTOXX Global Healthcare ESG Exclusions Select 30 N/A N/A 10.0 11.1 13.1 N/A N/A 1.2 0.3 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX Global Healthcare ESG Exclusions Select 30 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A
Index to benchmark Beta Annualized information ratio
iSTOXX Global Healthcare ESG Exclusions Select 30 N/A N/A N/A N/A N/A N/A N/A N/A N/A N/A

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of August 30, 2024

ISTOXX INDICES

iSTOXX Global Healthcare ESG Exclusions Select 30

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
iSTOXX Global Healthcare ESG Exclusions Select 30 29.6 16.5 25.5 25.5 2.6 3.4 1.7 22.0
iSTOXX Global Healthcare ESG Exclusions Select 30 29.6 16.5 25.5 25.5 2.6 3.4 1.7 22.0

Performance and annual returns

Methodology

The iSTOXX Global Healthcare ESG Exclusions Select 30 Index tracks 30 liquid stocks with low volatility and high dividend yield from the STOXX Global Healthcare Index after a set of compliance, involvement, and ESG performance screens are applied. Companies that are non-compliant with the Global Standards Screening (GSS), or are involved in Controversial Weapons activities, or display a Severe (Category 5) Controversy Rating, as identified by Sustainalytics, are excluded. Additional exclusion filters are incorporated, screening companies for involvement in Weapons (Small Arms and Military Contracting), Unconventional Oil & Gas (Arctic Oil and Gas Exploration Oil Sands and Shale Energy), Conventional Oil & Gas, Thermal Coal, Nuclear Power and Tobacco.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1213354595 ISHESGSR ISHESGSR INDEX .ISHESGSR
Gross Return EUR CH1213354587 ISHESGSG .ISHESGSG
Price EUR CH1213354579 ISHESGSP ISHESGSP INDEX .ISHESGSP
Net Return USD CH1213354629 ISHESGSV .ISHESGSV
Price USD CH1213354603 ISHESGSL .ISHESGSL
Gross Return USD CH1213354611 ISHESGSZ .ISHESGSZ

Quick Facts

Weighting Alternative Weighting Schema
Cap Factor 10%
No. of components Variable
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 100 as of December. 22, 2014
History Available from Dec. 22, 2014
Inception date February. 15, 2023
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

ISTOXX INDICES

iSTOXX Global Healthcare ESG Exclusions Select 30

Top 10 Components4

Company Supersector Country Weight
HALEON Health Care UK 4.287%
NOVARTIS Health Care Switzerland 4.096%
Takeda Pharmaceutical Co. Ltd. Health Care Japan 3.966%
Johnson & Johnson Health Care USA 3.948%
ESSILORLUXOTTICA Health Care France 3.852%
Abbott Laboratories Health Care USA 3.799%
GSK Health Care UK 3.758%
OTSUKA HOLDINGS Health Care Japan 3.739%
SMITH & NEPHEW Health Care UK 3.668%
Quest Diagnostics Inc. Health Care USA 3.577%

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

4Based on the composition as of August 30, 2024