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BLUE CHIP INDICES

EURO STOXX 50 ESG Target

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Index Description

The objective of the EURO STOXX 50 ESG Target Index is to reflect the EURO STOXX 50 Index while maximizing its ESG score, and at the same time, reducing its Carbon Intensity by at least 30%. The predicted tracking error is constrained with respect to its parent index. The index includes ESG exclusion screens for Global Standards Screening, Controversial Weapons, Thermal Coal, Tobacco, Military Contracting, Small Arms, Unconventional Oil & Gas, ESG Controversies and ESG Risk Rating.

Key facts

  • The EURO STOXX 50 ESG Target is design to closly track the EURO STOXX 50.
  • The screens applied are based on responsible policies and aim to reduce reputational and idiosyncratic risks and are based on data from award winning ESG data provider Sustainalytics.
  • The component weights are derived through an optimization process with the goal of maximizing the portfolio ESG score and reducing carbon intensity relative to the EURO STOXX 50 Index by at least 30%.

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
EURO STOXX 50 ESG Target N/A 100.7 2.0 1.7 6.4 0.2 6.3 0.2 18.8
EURO STOXX 50 4,336.8 3,391.1 67.8 55.2 248.2 16.3 7.3 0.5 4.1

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
EURO STOXX 50 ESG Target -3.0 9.2 21.4 15.8 43.2 N/A N/A 21.7 5.0 7.5
EURO STOXX 50 -3.5 6.8 18.9 13.6 33.9 N/A N/A 19.1 4.4 6.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX 50 ESG Target N/A N/A 12.6 17.7 20.5 N/A N/A 1.6 0.2 0.3
EURO STOXX 50 N/A N/A 13.0 18.1 21.0 N/A N/A 1.4 0.2 0.2
Index to benchmark Correlation Tracking error (%)
EURO STOXX 50 ESG Target 1.0 1.0 1.0 1.0 1.0 1.3 1.6 1.5 1.6 1.9
Index to benchmark Beta Annualized information ratio
EURO STOXX 50 ESG Target 1.0 1.0 1.0 1.0 1.0 3.6 1.7 1.3 0.4 0.7

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

2Based on EURIBOR1M

(EUR, Price), all data as of October 31, 2024

BLUE CHIP INDICES

EURO STOXX 50 ESG Target

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
EURO STOXX 50 ESG Target 14.6 13.1 14.3 14.3 1.9 3.4 1.5 22.5
EURO STOXX 50 15.5 14.0 15.1 15.1 1.9 3.0 1.3 21.9

Performance and annual returns

Methodology

The EURO STOXX 50 ESG Target Index aim to reflect the EURO STOXX 50 Index while maximizing its ESG score, and at the same time, reducing its Carbon Intensity by at least 30%. The predicted tracking error is constrained with respect to its parent index. The index includes ESG exclusion screens for Global Standards Screening, Controversial Weapons, Thermal Coal, Tobacco, Military Contracting, Small Arms, Unconventional Oil & Gas, ESG Controversies and ESG Risk Rating.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1130100519 SX5EESGT SX5EESGT INDEX .SX5EESGT
Net Return EUR CH1130100527 SX5TESGT SX5TESGT INDEX .SX5TESGT
Gross Return EUR CH1130100535 SX5GESGT SX5GESGT INDEX .SX5GESGT
Net Return USD CH1130100493 SX5UESGT .SX5UESGT
Price USD CH1130100501 SX5KESGT .SX5KESGT
Gross Return USD CH1130100485 SX5ZESGT .SX5ZESGT

Quick Facts

Weighting Optimized
Cap Factor 0.1
No. of components 50
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 09:00:00 18:00:00
Base value/base date 100 as of March. 24, 2014
History Available from Mar. 24, 2014
Inception date August. 25,2021
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
ASML HLDG Technology Netherlands 6.310%
SAP Technology Germany 6.127%
SCHNEIDER ELECTRIC Industrial Goods and Services France 4.614%
ALLIANZ Insurance Germany 4.120%
DEUTSCHE TELEKOM Telecommunications Germany 3.927%
SANOFI Health Care France 3.909%
TOTALENERGIES Energy France 3.872%
SIEMENS Industrial Goods and Services Germany 3.612%
IBERDROLA Utilities Spain 3.509%
HERMES INTERNATIONAL Consumer Products and Services France 3.501%

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

4Based on the composition as of October 31, 2024

BLUE CHIP INDICES

EURO STOXX 50 ESG Target

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.