Indices

STOXX^® Developed World Equity Factor Screened

Summary

The STOXX Developed World Equity Factor Screened Index Family is constructed by maximizing the index exposure to a multi-factor alpha signal while satisfying a set of constraints intended to closely track their parent indices.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

Details

GBP (Net Return)
GBP (Gross Return)
USD (Gross Return)
GBP (Price Return)
EUR (Gross Return)
USD (Price Return)
USD (Net Return)
EUR (Net Return)
EUR (Price Return)

Symbol

SEFSWHB

Calculation

Realtime

Dissemination Period

00:00-22:30 CET

ISIN

CH1357496723

Last Value

999.85 +1.46 (+0.15%)

As of 11:43 am CET

Week to Week Change

-0.26%

52 Week Change

11.61%

Year to Date Change

-0.02%

Daily Low

995.6

Daily High

1000.64

52 Week Low

760.89 — 8 Apr 2025

52 Week High

1017.74 — 16 Jan 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

NVIDIA Corp.	US
Apple Inc.	US
Microsoft Corp.	US
ALPHABET CLASS C	US
BROADCOM	US
Amazon.com Inc.	US
UNICREDIT	IT
Manulife Financial Corp.	CA
Trane Technologies	US
GENERAL MOTORS	US

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Featured indices

These STOXX Low Carbon indices cover benchmark indices and the blue-chip index EURO STOXX 50®. By utilizing both estimated and reported carbon intensity scores, this index family represents broad indices with a variable number of components, covering the regions Global, Europe, Eurozone, USA and Japan. These indices closely track the risk-return profile of the underlying benchmark indices while offering a reduction in carbon emissions in the overall portfolio of constituents by overweighting lower carbon emitters, while underweighting higher carbon emitters. The indices are price weighted with a weight factor based on the free-float market cap multiplied by the corresponding Z-score carbon intensity factor of each constituent. The indices also exlcude companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

STOXX uses ISS ESG as reliable and professional data sources for the estimated and reported data. Data considered comprise Scope 1 (All direct GHG emissions) and Scope 2 (Indirect GHG emissions from consumption of purchased electricity, heat or steam) emissions.

STOXX calculates a comprehensive family of Low Carbon Indices. Click here to see all available indices.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

STOXX^® Global 1800 ex Europe Low Carbon - EUR (Gross Return)

€646.56

-2.92

1Y Return

0.41%

1Y Volatility

0.17%

The DAX ESG Screened index objective is to reflect the performance of the DAX index, one of Europe's key benchmarks, while using ESG exclusion filters to remove companies that fail to meet norms-based screening, controversial weapons screening (including white phosphorus), minimum ESG ratings and a series of business activity screenings including coal, oil, gas and energy production (aligned with the EU Paris Aligned Benchmarks exclusions, as well as coal expansion). Removed companies are not replaced, therefore the DAX ESG Screened index will typically have fewer holdings than the parent DAX index.

Index Guides, Benchmark statement, and other reports are available under the Data & Methodology tab.

DAX ESG Screened - EUR (Net Return)

€1870.73

-29.81

1Y Return

7.82%

1Y Volatility

0.18%

The iSTOXX US ESG 100 Decrement 50 Index replicates the performance of the iSTOXX US ESG 100 Index assuming a constant dividend markdown expressed in index points. The performance deduction accrues constantly on a daily basis. Consequently, due to the performance deduction, the iSTOXX US ESG 100 Decrement 50 Index underperforms the iSTOXX US ESG 100.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

iSTOXX^® US ESG 100 Decrement 50 - EUR (Price Return)

€1386.12

-9.68

1Y Return

-3.96%

1Y Volatility

0.22%

STOXX ESG Target indices aim to provide a strong ESG tilt to the benchmark index while maintaining low tracking error of the benchmark index. The weight of each constituent security is determined through an optimization process that is designed to ensure diversification and uses Axioma's Risk Models and Optimizer. Companies that are non-compliant based on the ISS ESG’ Norms-based research assessment or are involved in controversial weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in tobacco production and distribution, thermal coal extraction and power generation, small arms manufacturing, military contracting, unconventional oil and gas exploration and production, high ESG risk, and ESG controversies.

This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

STOXX^® Asia/Pacific 600 ESG Target - EUR (Price Return)

€221.14

-1.57

1Y Return

12.36%

1Y Volatility

0.18%

The iSTOXX Europe 600 Ircantec PAB Index tracks the performance of liquid securities from the STOXX Europe 600. The index is constructed to follow the EU Paris-aligned Benchmark (EU PAB) requirements outlined in the Commission Delegated Regulation (EU) 2020/1818 supplementing Regulation (EU) 2016/1011 of the European Parliament and of the Council as regards minimum standards for EU Climate Transition Benchmarks and EU Paris-aligned Benchmarks. The index is designed to help investors align investments with the overall long-term global warming target of the Paris Agreement. Companies identified as non-compliant based on Sustainalytics Global Standards Screening (GSS) assessment or are involved in Controversial Weapons or display a Severe (Category 5) Controversy Rating, as identified by Sustainalytics, are not eligible for selection. In addition, companies that are on Ircantec Exclusion List are excluded from the index, these are companies that do not meet Ircantec’s ESG and sustainability criteria. Tobacco Producers, and companies that derive revenues higher than 5% from wholesale or retail distribution, or services related to tobacco products, as identified by ISS ESG, are also not eligible. Securities that generate revenues above a certain threshold from coal, oil and gas exploration or processing activities are excluded. Additionally, securities that derive higher than 5% of their revenues from thermal coal-based power generation or have thermal coal power generation capacity greater than 5 GW, or producing more than 10Mt volume from thermal coal, or higher than 50% from power generation with carbon intensity of lifecycle emissions higher than 100gCO2e/kWh are not considered for selection. Companies that ISS-ESG identifies to be expanding their thermal coal mining or thermal coal power generation capabilities, as identified by ISS-ESG, are also excluded from the index. The weighing process follows an optimization process to meet the minimum requirements detailed in the Commission Delegated Regulation (EU) 2020/1818. The STOXX Paris-Aligned Benchmark Indices aim to reduce their greenhouse gas intensity by at least 50% when compared to their underlying benchmarks. They are also designed to meet the year on year 7% decarbonization target.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

iSTOXX^® Europe 600 Ircantec PAB - EUR (Price Return)

€103.7

+1.01

1Y Return

-0.70%

1Y Volatility

0.14%

STOXX® Developed World Equity Factor Screened

Summary

Details

Top 10 Components

Featured indices

STOXX^® Developed World Equity Factor Screened