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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX UK ESG Equal Weight

Index Description

The iSTOXX UK ESG Equal Weight Index aims to replicate an investment in the top 50% stocks in terms of ESG Risk Rating of the STOXX UK Total Market Index. Companies that are non-compliant according to Global Standards Screening (GSS) or are involved in Controversial Weapons activities, as identified by Sustainalytics, are not eligible. Additionally, the eligible companies should not be involved in Unconventional Oil and Gas, Tobacco production, Thermal Coal, Adult Entertainment and Gambling. The constituents are equally weighted, and the index is reviewed on a quarterly basis.

Key facts

  • Serves as benchmarks for the UK region.
  • High liquidity threshold ensures tradability.
  • Selects the largest securities that have low ESG Risk Rating.

Descriptive Statistics

Index Market Cap (GBP bn) Components (GBP bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX UK ESG Equal Weight N/A 85.0 1.4 1.4 1.7 1.3 2.0 1.5 68.3
STOXX UK 180 2,354.1 2,193.8 12.2 3.8 179.6 1.0 8.2 0.0 5.9

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 UK ESG Equal Weight 0.6 8.8 19.0 3.3 22.7 N/A N/A 19.3 1.1 4.2
STOXX UK 180 -1.4 10.1 13.3 27.7 32.8 N/A N/A 13.5 8.6 5.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX UK ESG Equal Weight N/A N/A 13.8 17.2 21.3 N/A N/A 1.1 -0.1 0.1
STOXX UK 180 N/A N/A 10.1 13.0 17.1 N/A N/A 0.9 0.5 0.3
Index to benchmark Correlation Tracking error (%)
iSTOXX UK ESG Equal Weight 0.8 0.8 0.8 0.8 0.9 7.4 7.4 8.1 9.6 10.4
Index to benchmark Beta Annualized information ratio
iSTOXX UK ESG Equal Weight 1.1 1.1 1.1 1.1 1.1 3.3 -0.2 0.6 -0.7 -0.1

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

2Based on EURIBOR1M

(GBP, Net Return), all data as of September 30, 2024

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX UK ESG Equal Weight

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 UK ESG Equal Weight 22.8 16.4 20.5 20.5 1.7 4.1 1.5 10.8
STOXX UK 180 18.6 12.7 15.6 15.6 1.9 4.1 1.3 11.3

Performance and annual returns

Methodology

The iSTOXX UK ESG Equal Weight Index aims to replicate an investment in the top 50% stocks in terms of ESG Risk Rating of the STOXX UK Total Market Index. Companies that are non-compliant according to Global Standards Screening (GSS) or are involved in Controversial Weapons activities, as identified by Sustainalytics, are not eligible. Additionally, the eligible companies should not be involved in Unconventional Oil and Gas, Tobacco production, Thermal Coal, Adult Entertainment and Gambling.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0462361715 ISUKEWR .ISUKEWR
Gross Return EUR CH0462361723 ISUKEWGR .ISUKEWGR
Price EUR CH0462361707 ISUKEWE .ISUKEWE
Net Return GBP CH0462361749 ISUKEWB ISUKEWB INDEX .ISUKEWB
Price GBP CH0462361731 ISUKEWH ISUKEWH INDEX .ISUKEWH
Gross Return GBP CH0462361756 ISUKEWGB ISUKEWGB INDEX .ISUKEWGB

Quick Facts

Weighting Equal-Weighted
Cap Factor n.a.
No. of components Variable
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 09:00:00 18:00:00
Base value/base date 100 as of Mar. 24, 2014
History Available from Mar. 24, 2014
Inception date June. 01, 2022
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

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.

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX UK ESG Equal Weight

Top 10 Components4

Company Supersector Country Weight
BURBERRY Consumer Products and Services UK 1.985%
KINGFISHER Retail UK 1.905%
PRUDENTIAL Insurance UK 1.866%
ABRDN Financial Services UK 1.842%
ASHTEAD GRP Industrial Goods and Services UK 1.831%
JD SPORTS FASHION Retail UK 1.760%
TRAVIS PERKINS Industrial Goods and Services UK 1.754%
RS Group Industrial Goods and Services UK 1.741%
INTERCONTINENTAL HOTELS GRP Travel and Leisure UK 1.738%
SCHRODERS Financial Services UK 1.735%

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

4Based on the composition as of September 30, 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.