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ISTOXX INDICES

EURO iSTOXX 50 ESG Focus

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Index Description

The EURO iSTOXX 50 ESG Focus Index tracks the composition of the EURO STOXX 50® Index and reweights its constituents according to a pre-defined scheme that allocates the highest weights to companies that rank highest in Environmental, Social and Governance areas, based on ESG indicators provided by Sustainalytics.

Key facts

  • Based on a parent index that is one of the most liquid indices covering the Eurozone, being used as underlying for a variety of financial products, such as options, futures and ETFs, as well as for benchmarking purposes
  • Stronger representation of companies that are leading in Environmental, Social and Govern-ance areas
  • Components weighted according to independent company ratings provided by Sustainalytics
  • Lowest weight assigned to companies involved in controversial weapons and companies which are non-compliant with UN Global Compact Principles
  • Quarterly review frequency allows for closer tracking of fast entry/exit changes in the EURO STOXX 50 and swifter reactions to changes in ESG scores

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
EURO iSTOXX 50 ESG Focus N/A 1.1 0.0 0.0 0.0 0.0 4.0 0.5 20.7
EURO STOXX 50 4,708.2 3,681.6 73.6 59.9 269.5 17.7 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 iSTOXX 50 ESG Focus -5.0 12.7 30.2 22.6 56.7 N/A N/A 30.6 7.1 9.5
EURO STOXX 50 -5.9 8.2 26.1 17.4 51.3 N/A N/A 26.5 5.6 8.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX 50 ESG Focus N/A N/A 14.6 21.8 23.7 N/A N/A 1.8 0.2 0.4
EURO STOXX 50 N/A N/A 15.4 22.2 23.9 N/A N/A 1.6 0.2 0.3
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX 50 ESG Focus 0.9 1.0 1.0 1.0 1.0 5.0 4.2 3.9 3.6 3.5
Index to benchmark Beta Annualized information ratio
EURO iSTOXX 50 ESG Focus 0.8 0.9 0.9 1.0 1.0 2.3 1.1 0.8 0.4 0.2

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of October 31, 2024

ISTOXX INDICES

EURO iSTOXX 50 ESG Focus

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 iSTOXX 50 ESG Focus 12.5 10.9 11.9 11.9 1.4 5.4 0.8 17.9
EURO STOXX 50 15.5 14.0 15.1 15.1 1.9 4.0 1.3 21.9

Performance and annual returns

Methodology

The index components exactly match the parent index members, i.e. the EURO iSTOXX 50 ESG Focus Index consists of the same stocks as the EURO STOXX 50 Index.

On a quarterly basis, a specific weight is attributed to each component according to a pre-defined weighting scheme, that considers the overall ESG score of each company. Companies with the highest ESG scores are attributed the highest weights, regardless of their free-float market cap. ESG scores are based on indicators provided by Sustainalytics.

The detailed methodology including the calculation formula can be found in our rulebook: www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH0375449623 SX5EFGT SX5EFGT INDEX .SX5EFGT
Net Return EUR CH0375449581 SX5EFT SX5EFT INDEX .SX5EFT
Price EUR CH0375449573 SX5EFE SX5EFE INDEX .SX5EFE
Price USD CH0375449607 SX5EFK .SX5EFK
Net Return USD CH0375449615 SX5EFU SX5EFU INDEX .SX5EFU
Gross Return USD CH0375449599 SX5EFGU .SX5EFGU

Quick Facts

Weighting Weighted based on ESG ranking
No. of components 50
Review frequency Quarterly
Calculation/distribution dayend
Calculation hours 18:00:00 18:00:00
Base value/base date 100 as of Mar. 19, 2012
History Available as of Mr. 19, 2012
Inception date May. 03, 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
NOKIA Telecommunications Finland 3.956%
UNICREDIT Banks Italy 3.777%
INTESA SANPAOLO Banks Italy 3.641%
SCHNEIDER ELECTRIC Industrial Goods and Services France 3.622%
BCO SANTANDER Banks Spain 3.586%
NORDEA BANK Banks Finland 3.578%
IBERDROLA Utilities Spain 3.547%
ALLIANZ Insurance Germany 3.511%
ENI Energy Italy 3.494%
AXA Insurance France 3.349%

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

EURO iSTOXX 50 ESG Focus

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.