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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX IQAM Europe CTB ESG Select

Index Description

The iSTOXX IQAM Europe CTB ESG Select index is designed to meet the EU Climate Transition Benchmark (CTB) requirements under Regulation (EU) 2020/1818. The index excludes companies involved in offshore drilling, oil equipment, and pipelines, norms and human rights violations, controversial weapons, tobacco, fossil fuels, thermal coal, nuclear power, firearms, and military equipment. Additional exclusions apply for poor ESG ratings, obstruction of UN SDGs, and excessive carbon or energy intensity. Constraints include a minimum 30% GHG intensity reduction versus the STOXX Europe 600, and at least 7% year-on-year carbon intensity reduction from 2025.

Key facts

  • The iSTOXX IQAM Europe CTB ESG Select index is designed to meet the EU Climate Transition Benchmark (CTB) requirements
  • The weights of the components in the index are derived through an optimization process with the goal to have a portfolio which meets the requirements of a CTB index.
  • Companies with ISS-ESG ESG ratings of D+ or below are excluded.

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
iSTOXX IQAM Europe CTB ESG Select N/A 103.0 0.2 0.1 6.0 0.0 5.8 0.0 60.2
STOXX Europe 600 14,902.8 11,911.9 19.9 6.9 361.6 1.4 3.0 0.0 3.1

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 IQAM Europe CTB ESG Select 2.6 7.5 8.1 40.3 70.3 N/A N/A 8.3 12.1 11.4
STOXX Europe 600 2.6 15.4 16.2 50.2 89.6 N/A N/A 16.5 14.7 13.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX IQAM Europe CTB ESG Select N/A N/A 14.5 12.7 14.1 N/A N/A 0.3 0.7 0.6
STOXX Europe 600 N/A N/A 14.2 12.4 14.1 N/A N/A 0.8 0.9 0.8
Index to benchmark Correlation Tracking error (%)
iSTOXX IQAM Europe CTB ESG Select 1.0 1.0 1.0 1.0 1.0 3.2 3.1 3.0 2.5 2.5
Index to benchmark Beta Annualized information ratio
iSTOXX IQAM Europe CTB ESG Select 1.1 1.0 1.0 1.0 1.0 0.1 -2.8 -2.4 -0.9 -0.9

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of October 31, 2025

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX IQAM Europe CTB ESG Select

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 IQAM Europe CTB ESG Select 22.3 16.4 20.1 16.3 2.7 2.4 2.1 1.8
STOXX Europe 600 19.3 15.9 17.0 15.7 2.2 3.0 1.5 1.8

Performance and annual returns

Methodology

The index is price-weighted with weighting factors determined according to an optimization process to meet the EU CTB recommendations.The calendar is STOXX Europe calendar.
Components that belong to the following ICB Subsectors are excluded Offshore Drilling and Other Services (ICB code 60101015), Oil Equipment and Services (ICB code 60101030) and Pipelines (ICB code 60101035).

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH1362051281 ISIQEGR .ISIQEGR
Net Return EUR CH1362051273 ISIQER ISIQER INDEX .ISIQER
Price EUR CH1362051265 ISIQEP .ISIQEP
Price USD CH1362051299 ISIQEL .ISIQEL
Gross Return USD CH1362051315 ISIQEGV .ISIQEGV
Net Return USD CH1362051307 ISIQEV .ISIQEV

Quick Facts

Weighting Optimization
Cap Factor 0.01%-4.5%
No. of components Variable
Review frequency Quaterly
Calculation/distribution Realtime 15 sec
Calculation hours 09:00:00 18:00:00
Base value/base date 100 as of March. 18, 2019
History Available from March. 18, 2019
Inception date August. 15, 2025
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
ASML HLDG Technology Netherlands 5.845%
SAP Technology Germany 4.426%
ASTRAZENECA Healthcare UK 4.017%
NOVARTIS Healthcare Switzerland 3.326%
NOVO NORDISK B Healthcare Denmark 2.252%
ROCHE HLDG P Healthcare Switzerland 2.167%
LVMH MOET HENNESSY Consumer Products and Services France 2.136%
ALLIANZ Insurance Germany 1.948%
SCHNEIDER ELECTRIC Industrial Goods and Services France 1.936%
SANOFI Healthcare France 1.905%

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

4Based on the composition as of October 31, 2025