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ISTOXX INDICES

iSTOXX Europe ESG Climate Awareness Select 50

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Index Description

The iSTOXX Europe ESG Climate Awareness Select 50 Index tracks the performance of 50 climate -conscious companies; it is composed of a balanced universe comprising liquid stocks with low volatility and high dividend yield. The components are selected from a pool of companies that have considered the implications of climate change for, and on, their businesses, are implementing initiatives to further their use of renewable energy and are classed as leading companies with regard to environmental, social and governance (ESG) criteria. The index also exlcudes companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

Key facts

  • Offers balanced approach to climate-conscious investing
  • Consistently picks companies that have displayed awareness towards the implications of climate change and that are implementing initiatives to further their use of renewable energy
  • Grants lower volatility stocks the highest weight
  • Employs liquidity filter to exclude illiquid securities
  • Features diversified industry profile

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 Europe ESG Climate Awareness Select 50 N/A 1.0 0.0 0.0 0.0 0.0 3.4 1.3 115.5
STOXX Europe Climate Awareness Ex Global Compact Controversial Weapons & Tobacco N/A 99,060.6 214.4 72.9 4,120.7 2.2 4.2 0.0 11.1

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 Europe ESG Climate Awareness Select 50 0.3 11.7 14.2 20.5 20.4 N/A N/A 14.5 6.5 3.8
STOXX Europe Climate Awareness Ex Global Compact Controversial Weapons & Tobacco 1.1 10.4 14.7 23.1 45.5 N/A N/A 14.9 7.2 7.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe ESG Climate Awareness Select 50 N/A N/A 8.8 11.4 16.4 N/A N/A 1.2 0.3 0.2
STOXX Europe Climate Awareness Ex Global Compact Controversial Weapons & Tobacco N/A N/A 10.8 14.7 17.9 N/A N/A 1.0 0.3 0.4
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe ESG Climate Awareness Select 50 0.9 0.7 0.7 0.8 0.9 6.5 7.5 7.3 8.0 7.6
Index to benchmark Beta Annualized information ratio
iSTOXX Europe ESG Climate Awareness Select 50 0.7 0.6 0.6 0.7 0.8 -1.6 0.1 -0.1 -0.2 -0.6

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of November 29, 2024

ISTOXX INDICES

iSTOXX Europe ESG Climate Awareness Select 50

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 Europe ESG Climate Awareness Select 50 14.9 11.5 13.5 13.5 1.2 5.9 0.5 7.1
STOXX Europe Climate Awareness Ex Global Compact Controversial Weapons & Tobacco 17.3 14.6 16.2 16.2 2.1 3.7 1.5 12.9

Performance and annual returns

Methodology

The index is derived from the STOXX® Europe Climate Awareness Ex Global Compact Controversial Weapons & Tobacco Index. Eligible companies are those that have considered the implications of climate change for, and on, their businesses, are implementing initiatives to further their use of renewable energy and are classed as ESG leaders. This is assessed using Sustainalytics transparent sustainability rating model.
Eligible companies are ranked based on 12-month historical dividend yield; all stocks which do not belong to the top x% are excluded (x being calculated as the square root of the number of eligible stocks divided by the target number of stocks, i.e. 50). All remaining stocks are ranked in descending order in terms of volatility (based on their 3- or 12-month historical volatility in EUR, whichever is higher). The top x% (50 stocks) are then selected for inclusion, provided the final composition includes no more than 8 companies from the same industry. The constituents are weighted by the inverse of their volatility with a cap at 10%. The composition is reviewed quarterly.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH0429081562 ISXECSEG ISCLESGG INDEX .ISXECSEG
Price EUR CH0429081521 ISXECSEP ISCLESG INDEX .ISXECSEP
Net Return EUR CH0429081539 ISXECSEN ISCLESGN INDEX .ISXECSEN
Net Return USD CH0429081547 ISXECSUN .ISXECSUN
Gross Return USD CH0429081554 ISXECSUG .ISXECSUG
Price USD CH0429081513 ISXECSUP .ISXECSUP

Quick Facts

Weighting Inverse Volatility Weighted
Cap Factor Inverse Volatility Weighted
No. of components 50
Review frequency Quarterly
Calculation/distribution realtime
Calculation hours 09:00:00 18:00:00
Base value/base date 100 as of Dec. 24, 2012
History Available from Dec. 24, 2012
Inception date Aug. 29, 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
ZURICH INSURANCE GROUP Insurance Switzerland 3.430%
KPN Telecommunications Netherlands 3.080%
IBERDROLA Utilities Spain 2.713%
SWISSCOM Telecommunications Switzerland 2.670%
HELVETIA HLDG Insurance Switzerland 2.636%
BALOISE Insurance Switzerland 2.586%
SAMPO Insurance Finland 2.501%
SWISS LIFE HLDG Insurance Switzerland 2.501%
TRYG Insurance Denmark 2.486%
ITALGAS Utilities Italy 2.483%

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.