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ISTOXX INDICES

iSTOXX Global Healthcare ESG Exclusions Select 30

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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 1.1 0.0 0.0 0.0 0.0 4.5 2.5 88.5
iSTOXX Global Healthcare ESG Exclusions Select 30 N/A 1.1 0.0 0.0 0.0 0.0 4.5 2.5 88.5

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 -4.3 9.7 21.1 13.6 38.8 N/A N/A 21.3 4.4 6.9
iSTOXX Global Healthcare ESG Exclusions Select 30 -4.3 9.7 21.1 13.6 38.8 N/A N/A 21.3 4.4 6.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global Healthcare ESG Exclusions Select 30 N/A N/A 9.5 11.0 13.1 N/A N/A 2.1 0.3 0.5
iSTOXX Global Healthcare ESG Exclusions Select 30 N/A N/A 9.5 11.0 13.1 N/A N/A 2.1 0.3 0.5
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 October 31, 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 28.0 18.0 27.1 27.1 2.9 3.5 1.6 25.8
iSTOXX Global Healthcare ESG Exclusions Select 30 28.0 18.0 27.1 27.1 2.9 3.5 1.6 25.8

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.

Top 10 Components4

Company Supersector Country Weight
NOVARTIS Health Care Switzerland 4.457%
Johnson & Johnson Health Care USA 4.404%
HALEON Health Care UK 4.226%
MEDTRONIC PLC Health Care USA 4.023%
Becton Dickinson & Co. Health Care USA 3.814%
ROCHE HLDG P Health Care Switzerland 3.774%
ABBVIE Health Care USA 3.674%
Quest Diagnostics Inc. Health Care USA 3.644%
SIEMENS HEALTHINEERS Health Care Germany 3.467%
Sonic Healthcare Ltd. Health Care Australia 3.428%

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

4Based on the composition as of October 31, 2024

ISTOXX INDICES

iSTOXX Global Healthcare ESG Exclusions Select 30

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.