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THEME INDICES

STOXX Europe 50 ESG+

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Index Description

The STOXX Europe 50 ESG+ Index reflects the STOXX Europe 50 Index after a set of compliance, involvement and ESG performance screens are applied. Companies that are non-compliant based on the ISS-ESG Norms Based Screening assessment or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco, Thermal Coal, Unconventional Oil & Gas, Civilian Firearms, and Military Contracting. Furthermore, companies with the lowest ESG scores are excluded until a total of 20% (based on number of holdings) of the initial STOXX Europe 50 components are excluded. Each exclusion is replaced by a STOXX Europe 600 company with a higher ESG score from the same ICB Supersector as the excluded company. The index is free float market capitalization weighted with cap factors imposed on the index components such that the index achieves an overall ESG score that exceeds that of the STOXX Europe 50 Index excluding its worst 22% ESG scorers. 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.

Key facts

  • ESG screened versions of STOXX Benchmark Indices
  • Indices achieve an overall ESG score that exceeds the underlying
  • Screening provided by award-winning ESG data provider ISS
  • Transparent free-float market-cap weighting scheme
  • Suitable as underlying for mandates, passive funds, ETFs, structured products and listed derivatives.

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 Europe 50 ESG+ 5,689.7 4,879.4 97.6 75.0 288.2 11.9 5.9 0.2 12.6
STOXX Europe 600 15,228.2 12,098.8 20.2 6.9 288.2 1.0 2.4 0.0 3.5

Supersector weighting (top 10)

Created with Highcharts 9.3.3Chart title25.7% Health Care12.7% Technology10.4% Banks9.9% Industrial Goods and Services7.5% Insurance7.5% Consumer Products and Services6.5% Food, Beverage and Tobacco3.5% Utilities3.1% Financial Services2.7% TelecommunicationsHighcharts.com

Country weighting

Created with Highcharts 9.3.3Chart title20.5% France19.3% Germany19% Switzerland18.9% UK7.9% Netherlands6.2% Denmark3.6% Italy3.4% Spain1% Sweden0.3% FinlandHighcharts.com

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
STOXX Europe 50 ESG+ 3.3 10.7 6.8 22.9 52.9 N/A N/A 6.9 7.2 9.0
STOXX Europe 600 3.3 10.2 8.3 13.9 40.4 N/A N/A 8.4 4.5 7.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe 50 ESG+ N/A N/A 13.6 17.1 19.1 N/A N/A 0.2 0.3 0.3
STOXX Europe 600 N/A N/A 12.9 17.9 20.5 N/A N/A 0.3 0.1 0.2
Index to benchmark Correlation Tracking error (%)
STOXX Europe 50 ESG+ 1.0 1.0 1.0 1.0 1.0 3.4 3.7 3.5 4.1 4.6
Index to benchmark Beta Annualized information ratio
STOXX Europe 50 ESG+ 1.0 1.0 1.0 0.9 0.9 0.0 0.8 -0.4 0.6 0.3

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

2Based on EURIBOR1M

(USD, Price), all data as of February 28, 2025

THEME INDICES

STOXX Europe 50 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 Europe 50 ESG+ 20.4 16.0 19.9 19.9 3.1 2.7 2.7 20.4
STOXX Europe 600 18.7 14.6 17.4 17.4 2.1 2.9 1.5 1.2

Performance and annual returns

Created with Highcharts 9.3.3Chart titleSTOXX Europe 50 ESG+Jul '17Jan '18Jul '18Jan '19Jul '19Jan '20Jul '20Jan '21Jul '21Jan '22Jul '22Jan '23Jul '23Jan '24Jul '24Jan '2575100125150175Highcharts.com
Created with Highcharts 9.3.3Chart titleSTOXX Europe 50 ESG+STOXX Europe 60020182019202020212022202320242025-250255075100Highcharts.com

Methodology

The STOXX Europe 50 ESG+ Index reflects the STOXX Europe 50 Index after a set of compliance, involvement and ESG performance screens are applied. Companies that are non-compliant based on the ISS-ESG Norms Based Screening assessment or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco, Thermal Coal, Unconventional Oil & Gas, Civilian Firearms, and Military Contracting. Furthermore, companies with the lowest ESG scores are excluded until a total of 20% (based on number of holdings) of the initial STOXX Europe 50 components are excluded. Each exclusion is replaced by a STOXX Europe 600 company with a higher ESG score from the same ICB Supersector as the excluded company. The index is free float market capitalization weighted with cap factors imposed on the index components such that the index achieves an overall ESG score that exceeds that of the STOXX Europe 50 Index excluding its worst 22% ESG scorers.

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.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1169655888 SX5PESGP .SX5PESGP
Gross Return EUR CH1169655870 SX5GESGP .SX5GESGP
Net Return EUR CH1169655862 SX5NESGP SX5NESGP INDEX .SX5NESGP
Price USD CH1169655912 SX5VESGP .SX5VESGP
Gross Return USD CH1169655904 SX5LESGP .SX5LESGP
Net Return USD CH1169655896 SX5ZESGP .SX5ZESGP

Quick Facts

Weighting Free-float market capitalization
No. of components 50
Review frequency Quarterly
Calculation/distribution Realtime 15sec
Calculation hours 09:00:00 18:00:00
Base value/base date 100 as of March. 20, 2017
History Available from March. 20, 2017
Inception date July. 21, 2022
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
NOVO NORDISK B Health Care Denmark 5.906%
ASML HLDG Technology Netherlands 5.779%
SAP Technology Germany 5.774%
ASTRAZENECA Health Care UK 4.788%
ROCHE HLDG P Health Care Switzerland 4.775%
NOVARTIS Health Care Switzerland 4.405%
NESTLE Food, Beverage and Tobacco Switzerland 4.331%
HSBC Banks UK 3.632%
SIEMENS Industrial Goods and Services Germany 3.545%
LVMH MOET HENNESSY Consumer Products and Services France 3.162%

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

4Based on the composition as of February 28, 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.