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ISTOXX INDICES

iSTOXX USA 900 BDFG ESG

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Index Description

The iSTOXX USA 900 BDFG ESG Index components will have the components of the parent STOXX USA 900 Index as of the review effective date excluding the stocks in the BDF Gestion exclusion lists. These are companies that do not meet BDF Gestion’s ESG and climate criteria. The exclusion lists will be provided to STOXX on the Wednesday before the second Friday of April and October.

Key facts

  • ESG and Climate screens are applied to ensure indices meet BDF Gestion’s ESG and Climate criteria.
  • Indices are reviewed on a semi-annual basis in April and October.
  • Components weights are capped monthly at 10%.

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 USA 900 BDFG ESG 36,018.6 34,899.0 71.1 20.1 3,163.8 3.4 9.1 0.0 1.7
STOXX USA 900 49,908.2 48,036.9 53.3 15.1 3,163.8 2.3 6.6 0.0 N/A

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 USA 900 BDFG ESG 1.5 23.5 36.6 N/A N/A N/A N/A 36.8 N/A N/A
STOXX USA 900 2.0 22.4 34.4 32.3 101.0 N/A N/A 34.9 9.9 15.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX USA 900 BDFG ESG N/A N/A 14.4 14.4 14.4 N/A N/A 1.9 1.9 1.9
STOXX USA 900 N/A N/A 13.4 18.1 21.9 N/A N/A 2.1 0.4 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX USA 900 BDFG ESG 1.0 1.0 1.0 1.0 1.0 2.6 2.5 2.4 2.4 2.4
Index to benchmark Beta Annualized information ratio
iSTOXX USA 900 BDFG ESG 1.1 1.1 1.1 0.6 0.4 -2.4 0.4 0.5 0.5 0.5

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of October 31, 2024

ISTOXX INDICES

iSTOXX USA 900 BDFG ESG

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 USA 900 BDFG ESG 30.1 24.7 27.7 27.7 5.9 1.2 3.5 27.6
STOXX USA 900 28.3 24.0 25.8 25.8 5.1 1.3 2.9 25.5

Performance and annual returns

Methodology

The index track the performance of a selection of STOXX USA 900 Index after a customized BDF Gestion exclusion list is applied.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1213359164 ISX9UER ISX9UER INDEX .ISX9UER
Gross Return EUR CH1213359172 ISX9UEGR .ISX9UEGR
Price EUR CH1213359156 ISX9UEP ISX9UEP INDEX .ISX9UEP
Net Return USD CH1213359198 ISX9UEV .ISX9UEV
Gross Return USD CH1213359206 ISX9UEGV .ISX9UEGV
Price USD CH1213359180 ISX9UEL .ISX9UEL

Quick Facts

Weighting Free Float Market Capitalization
Cap Factor 0.1
No. of components Variable
Review frequency Semi-Annually(April and October)
Calculation/distribution End of day
Calculation hours 22:15:00 22:15:00
Base value/base date 1000 as of October. 31, 2023
History Available from Oct. 31, 2023
Inception date December. 22, 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
Apple Inc. Technology USA 9.065%
NVIDIA Corp. Technology USA 8.620%
Microsoft Corp. Technology USA 7.972%
META PLATFORMS CLASS A Technology USA 3.273%
ALPHABET CLASS C Technology USA 2.546%
BROADCOM Technology USA 2.086%
Eli Lilly & Co. Health Care USA 1.869%
TESLA Automobiles and Parts USA 1.832%
JPMorgan Chase & Co. Banks USA 1.666%
UnitedHealth Group Inc. Health Care USA 1.376%

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 USA 900 BDFG ESG

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.