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ISTOXX INDICES

iSTOXX MUTB Japan ESG Quality 200

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Index Description

The iSTOXX MUTB ESG Quality 200 Indices aim to capture the performance of high-quality ESG-compliant companies in their respective region. Companies non-compliant based on Sustanalitics Global Standards Screening Assessment or involved in Controversial Weapons are excluded. Selection is based on a combined screening and ranking of ESG scores and four fundamental indicators (profitability, leverage, cash flow generation ability and business stability). Stocks need to fulfill minimum liquidity criteria before being added to the index.

Key facts

  • Investing in high-quality ESG-compliant companies with sustainable profitability
  • ESG screening excludes companies non-compliant based on Sustanalitics Global Standards Screening Assessment or involved in Controversial Weapons
  • Diversification through broad selection and capping of component weights at 2%
  • Tradability ensured through liquidity requirements

Descriptive Statistics

Index Market Cap (JPY bn) Components (JPY bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX MUTB Japan ESG Quality 200 402,136.6 336,133.6 1,680.7 712.8 7,772.9 75.9 2.3 0.0 31.7
STOXX Japan 600 876,685.2 751,689.9 1,252.8 402.7 31,321.6 91.1 4.2 0.0 2.0

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 MUTB Japan ESG Quality 200 -1.1 14.4 14.5 33.4 57.0 N/A N/A 14.5 10.1 9.4
STOXX Japan 600 -0.7 13.0 12.3 37.6 57.4 N/A N/A 12.5 11.3 9.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX MUTB Japan ESG Quality 200 N/A N/A 23.1 19.0 18.9 N/A N/A 0.5 0.4 0.4
STOXX Japan 600 N/A N/A 23.5 18.8 18.9 N/A N/A 0.4 0.4 0.4
Index to benchmark Correlation Tracking error (%)
iSTOXX MUTB Japan ESG Quality 200 1.0 1.0 1.0 1.0 1.0 3.3 3.4 3.4 3.6 3.8
Index to benchmark Beta Annualized information ratio
iSTOXX MUTB Japan ESG Quality 200 1.0 1.0 1.0 1.0 1.0 -1.4 0.6 0.7 -0.2 0.0

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

2Based on EURIBOR1M

(JPY, Price), all data as of November 29, 2024

ISTOXX INDICES

iSTOXX MUTB Japan ESG Quality 200

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 MUTB Japan ESG Quality 200 16.3 16.5 16.3 16.3 2.0 1.8 1.4 31.4
STOXX Japan 600 14.7 14.7 14.3 14.3 1.4 1.9 1.0 24.3

Performance and annual returns

Methodology

The iSTOXX MUTB ESG Quality 200 Indices aim to capture the performance of high-quality ESG-compliant companies from their respective parent universe. First, companies non-compliant based on Sustanalitics Global Standards Screening Assessment or involved in Controversial Weapons are excluded. Companies are then selected based on a combined screening and ranking of ESG scores and four fundamental indicators (profitability, leverage, cash flow generation ability and business stability). Stocks need to fulfill minimum liquidity criteria before being added to the index.

The constituents are weighted according to free-float market capitalization with a cap at 2%. The indices are reviewed semi-annually in June and December and rebalanced quarterly.

The detailed methodology including the calculation formula can be found in our rulebooks: www.stoxx.com/rulebooks

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0445340844 ISMJESGP .ISMJESGP
Net Return EUR CH0445340968 ISMJESGN .ISMJESGN
Gross Return EUR CH0445340836 ISMJESGG .ISMJESGG
Net Return JPY CH0445340901 ISMJESGT .ISMJESGT
Gross Return JPY CH0445340794 ISMJESGK ISMJESGK INDEX .ISMJESGK
Price JPY CH0445340885 ISMJESGY .ISMJESGY
Price USD CH0445340935 ISMJESGL .ISMJESGL
Gross Return USD CH0445340992 ISMJESGU ISMJESGU INDEX .ISMJESGU
Net Return USD CH0445340943 ISMJESGV .ISMJESGV

Quick Facts

Weighting based on free-float market capitalization
Cap Factor 0.02
No. of components 200
Review frequency semiannually
Calculation/distribution dayend
Calculation hours 18:00:00 18:00:00
Base value/base date 100 as of Dec. 17, 2010
Inception date Nov. 28, 2018
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
RECRUIT HOLDINGS Industrial Goods and Services Japan 2.312%
Nintendo Co. Ltd. Consumer Products and Services Japan 2.248%
Fast Retailing Co. Ltd. Retail Japan 2.241%
SONY GROUP CORP. Consumer Products and Services Japan 2.213%
Mitsubishi Heavy Industries Lt Industrial Goods and Services Japan 2.206%
Hitachi Ltd. Industrial Goods and Services Japan 2.141%
Mitsui & Co. Ltd. Industrial Goods and Services Japan 2.122%
Tokio Marine Holdings Inc. Insurance Japan 2.105%
KDDI Corp. Telecommunications Japan 2.021%
Nippon Telegraph & Telephone C Telecommunications Japan 1.996%

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

4Based on the composition as of November 29, 2024

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.