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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Future Water ESG

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Index Description

The STOXX Future Water ESG Index is designed to capture the performance of companies with involvement in the water sector, including water utilities, firms engaged in water treatment and related technologies, as well as those developing equipment and infrastructure essential to water management. STOXX uses a detailed breakdown of companies’ revenues and their patent data to identify companies that have a significant revenue or innovation exposure to the theme. Revenue breakdown utilizes FactSet RBICS and patent data is sourced from EconSight. The index incorporates ESG considerations by applying exclusionary screens on: Norms Based Screening, Human Rights controversy, Environmental Protection controversy, Controversial Weapons, Product Involvement, emissions intensity and energy consumption intensity, ESG rating and SDG 6 Impact Rating.

Key facts

  • The index provides targeted exposure to companies operating in the water sector.
  • Liquidity and size filters ensure replicability of the index.
  • FactSet Revere data allow detailed and accurate revenue breakdown of eligible companies.
  • EconSight's patent data allow identification of innovators in emerging technologies.
  • The index is weighted according to their free-float market-capitalization and water revenue exposure or water patent specialization, a 10% weight capping applies.
  • The index is reviewed annually in June.

Descriptive Statistics

Index Market Cap (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Future Water ESG N/A 124.2 2.0 0.5 13.1 0.0 10.5 0.0 N/A
STOXX Developed World All Cap 99,487.9 89,633.7 11.3 1.0 4,250.0 0.0 4.7 N/A 2.4

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
STOXX Future Water ESG 2.9 14.6 7.0 40.8 N/A N/A N/A 7.1 12.1 N/A
STOXX Developed World All Cap 2.9 14.4 16.2 66.0 83.1 N/A N/A 16.3 18.4 12.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Future Water ESG N/A N/A 13.3 14.8 14.9 N/A N/A 0.5 0.6 0.2
STOXX Developed World All Cap N/A N/A 15.0 14.2 14.9 N/A N/A 1.0 1.0 0.7
Index to benchmark Correlation Tracking error (%)
STOXX Future Water ESG 0.6 0.7 0.7 0.8 0.8 10.5 12.1 11.1 9.9 10.0
Index to benchmark Beta Annualized information ratio
STOXX Future Water ESG 0.7 0.6 0.6 0.8 0.8 -0.1 -0.1 -0.8 -0.6 -0.6

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

2Based on EURIBOR1M

(USD, Net Return), all data as of August 29, 2025

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Future Water 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
STOXX Future Water ESG 28.2 22.2 27.3 22.2 3.6 1.5 2.6 29.9
STOXX Developed World All Cap -1.0 21.5 23.3 20.7 3.1 1.5 2.2 3.7

Performance and annual returns

Methodology

A set of size and liquidity screens is applied to the STOXX Developed World All Cap Index to capture liquid companies. Additionally, companies that do not meet the ESG Screening criteria are excluded from selection.
After the initial screening, the remaining companies are further evaluated based on their revenue and patent exposure to the water theme to form the eligible universe:
• Revenue-based selection: Companies that generate 25% or more of their revenues from the Water RBICS L6 sectors.
• Patent-based selection: The top 10% of companies, ranked in descending order of the number of high-quality patents, or companies with patent specialization greater than or equal to 30% in the defined technologies are selected. Companies with less than 10 active patents in the defined water technologies are not eligible for patent-based selection.
The index is reviewed annually in June and screened quarterly for ESG compliance. Companies are weighted according to their free-float market-capitalization and water revenue exposure or water patent specialization; a 10% weight capping applies.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH1362051349 SWDFWGR .SWDFWGR
Price EUR CH1362051323 SWDFWP SWDFWP INDEX .SWDFWP
Net Return EUR CH1362051331 SWDFWR SWDFWR INDEX .SWDFWR
Net Return USD CH1362051364 SWDFWGV .SWDFWGV
Gross Return USD CH1362051372 SWDFWV .SWDFWV
Price USD CH1362051356 SWDFWL .SWDFWL

Quick Facts

Weighting Free-float market-capitalization and water revenue exposure or water patent specialization
Cap Factor 0.1
No. of components Variable
Review frequency Annually
Calculation/distribution Real time 15 sec
Calculation hours 00:00:00 22:30:00
Base value/base date 100 as of June 21, 2021
History Available from June. 21,2021
Inception date August. 14, 2025
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
XYLEM Industrial Goods and Services USA 10.542%
Ecolab Inc. Chemicals USA 9.830%
Veralto Corp. Industrial Goods and Services USA 9.436%
AMERICAN WATER WORKS Utilities USA 9.417%
UNITED UTILITIES GRP Utilities UK 6.285%
Masco Corp. Construction and Materials USA 5.694%
GEBERIT Construction and Materials Switzerland 5.365%
ZURN ELKAY WATER SOLUTIONS Industrial Goods and Services USA 4.528%
ADVANCED DRAINAGE SYS. Construction and Materials USA 3.696%
PENTAIR Industrial Goods and Services USA 2.907%

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

4Based on the composition as of August 29, 2025

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.