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ISTOXX INDICES

iSTOXX Global ESG US Leg Equal Weight

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Index Description

The iSTOXX Global ESG US Leg Equal Weight Index aims to replicate an investment in the 30 largest stocks by free-float market capitalization from the STOXX USA 500 ESG-X Index where companies are eligible if they are not involved in Unconventional Oil & Gas and if they are in the top 200 in terms of ESG, as calculated by Sustainalytics. The constituents are equal-weighted and the index is reviewed on a quarterly basis.

Key facts

  • Starts from an ESG-X universe
  • Avoids investments in companies involved in unconventional oil & gas
  • Selects the largest securities from a list of top ESG performers

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 Global ESG US Leg Equal Weight N/A 101.7 3.4 3.4 3.8 3.0 3.7 3.0 60.9
STOXX USA 500 ESG-X 42,579.7 41,006.6 92.4 34.7 3,163.8 10.2 7.7 0.0 3.3

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 Global ESG US Leg Equal Weight 0.2 19.0 32.0 24.7 81.6 N/A N/A 32.2 7.6 12.7
STOXX USA 500 ESG-X 1.8 22.9 35.4 33.9 109.8 N/A N/A 35.6 10.2 16.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global ESG US Leg Equal Weight N/A N/A 14.1 17.3 21.2 N/A N/A 1.9 0.3 0.5
STOXX USA 500 ESG-X N/A N/A 14.1 18.5 22.1 N/A N/A 2.0 0.4 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX Global ESG US Leg Equal Weight 0.9 1.0 1.0 1.0 1.0 4.3 4.4 4.2 5.0 5.0
Index to benchmark Beta Annualized information ratio
iSTOXX Global ESG US Leg Equal Weight 1.0 0.9 1.0 0.9 0.9 -4.2 -0.9 -0.6 -0.5 -0.6

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 Global ESG US Leg 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 Global ESG US Leg Equal Weight 28.3 22.4 27.4 27.4 4.8 1.5 5.3 30.7
STOXX USA 500 ESG-X 29.6 24.9 27.7 27.7 6.0 1.2 3.3 26.2

Performance and annual returns

Methodology

The iSTOXX Global ESG US Leg Equal Weight Index selects companies from the STOXX USA 500 ESG-X Index. Companies involved in unconventional oil & gas are excluded. The remaining companies are ranked in terms of ESG scores, as calculated by Sustainalytics, and the top 200 are retained. These 200 companies are ranked in terms of free-float market capitalization and the largest 30 are selected. The constituents are equal-weighted and the index is reviewed on a quarterly basis.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0462360824 IXGEULP IXGEULP INDEX .IXGEULP
Gross Return EUR CH0462360840 IXGEULGR IXGEULGR INDEX .IXGEULGR
Net Return EUR CH0462360832 IXGEULR .IXGEULR
Net Return USD CH0462360865 IXGEULV .IXGEULV
Gross Return USD CH0462360873 IXGEULGV IXGEULGV INDEX .IXGEULGV
Price USD CH0462360857 IXGEULL IXGEULL INDEX .IXGEULL

Quick Facts

Weighting Equal-Weighted
Cap Factor n.a.
No. of components 30
Review frequency Quarterly
Calculation/distribution dayend
Calculation hours 22:15:00 22:15:00
Base value/base date 1000 as of Mar. 16, 2012
History Available from Mar. 16, 2012
Inception date Jun. 04, 2021
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
NVIDIA Corp. Technology USA 3.715%
Cisco Systems Inc. Telecommunications USA 3.680%
Goldman Sachs Group Inc. Financial Services USA 3.641%
TESLA Automobiles and Parts USA 3.624%
Bank of America Corp. Banks USA 3.595%
JPMorgan Chase & Co. Banks USA 3.581%
ABBVIE Health Care USA 3.503%
Oracle Corp. Technology USA 3.467%
Texas Instruments Inc. Technology USA 3.456%
BROADCOM Technology USA 3.439%

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 Global ESG US Leg Equal Weight

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.