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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Bund/SV Eurozone CTB

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Index Description

The STOXX Bund/SV Global Ex Eurozone CTB and STOXX Bund/SV Eurozone CTB indices track the performance of at most 150 components that are selected from a pool of companies that are classed as leaders with regard to Environmental, Social and Governance criteria. The indices are constructed to follow the EU Climate Transition Benchmark (“EU CTB") requirements outlined in the COMMISSION DELEGATED REGULATION (EU) 2020/1818 of 17 July 2020 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 (in the following, “EU Climate Benchmarks Regulation”) including but not limited to Article 12 (1), points (a), (b) and (c), and (2) of the EU Climate Benchmark Regulation. The indices are designed to help investors align investments in the transition to a low-carbon economy.

Key facts

  • The indices are designed to help investors align with the shift towards a low-carbon economy
  • The indices aim to reduce their greenhouse gases emission intensity by at least 30% when compared to their underlying benchmarks and follow a year on year 7% decarbonization target
  • Scope 1, Scope 2 and Scope 3 are used across all sectors
  • Sectors key to the low-carbon transition, high climate impact sectors are not underweighted relative to the underlying benchmarks

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
STOXX Bund/SV Eurozone CTB N/A 1,129.0 9.5 4.1 159.7 0.0 14.1 0.0 N/A
EURO STOXX Total Market 10,019.1 7,293.3 9.8 1.4 537.5 0.0 7.4 0.0 2.3

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 Bund/SV Eurozone CTB 4.1 6.8 11.7 48.5 56.4 N/A N/A 11.9 14.3 9.5
EURO STOXX Total Market 4.0 7.9 17.4 56.0 61.2 N/A N/A 17.7 16.3 10.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Bund/SV Eurozone CTB N/A N/A 15.1 14.4 16.4 N/A N/A 0.6 0.7 0.4
EURO STOXX Total Market N/A N/A 14.3 14.1 16.1 N/A N/A 1.0 0.8 0.5
Index to benchmark Correlation Tracking error (%)
STOXX Bund/SV Eurozone CTB 1.0 1.0 1.0 1.0 1.0 3.2 3.5 3.3 2.9 2.7
Index to benchmark Beta Annualized information ratio
STOXX Bund/SV Eurozone CTB 1.1 1.0 1.0 1.0 1.0 0.6 -0.7 -1.5 -0.6 -0.2

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of May 29, 2026

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Bund/SV Eurozone CTB

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 Bund/SV Eurozone CTB 20.9 16.9 19.8 16.9 2.3 2.2 2.1 21.9
EURO STOXX Total Market 20.8 15.5 17.7 15.3 1.9 2.6 1.3 17.6

Performance and annual returns

Methodology

All securities are screened for the below information at the review cut-off date:
i. ESG Exclusion Screens
ii. Region & Currency Eligibility
iii. ESG Score Availability
iv. Minimum Liquidity
v. Minimum Market Capitalization

Companies are then ranked in descending order in terms of their ESG scores, on a peer group and regional (for the STOXX Bund/SV Global Ex Eurozone CTB Index) basis.

For the STOXX Bund/SV Global Ex Eurozone CTB Index, the regions are defined as North America (for Canada and USA), Europe ex Eurozone (for Switzerland, United Kingdom, Sweden, Norway and Denmark), and Asia-Pacific (for Australia and Japan).

The bottom 30% of companies are not eligible for selection, for companies that are currently constituents of the index the threshold is relaxed to 25%._x000B_
The index comprises 150 companies with the largest free‑float market capitalization, subject to industry caps of 25 constituents per ICB sector and defined regional and country representation rules. Selection follows a tiered process prioritizing top-ranked companies by free‑float market capitalization, with buffer mechanisms for current constituents, and includes all eligible securities if fewer than 150 remain after screening.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH1546179305 SXBSVEEG .SXBSVEEG
Net Return EUR CH1546179297 SXBSVEEN SXBSVEEN INDEX .SXBSVEEN
Price EUR CH1546179289 SXBSVEEP SXBSVEEP INDEX .SXBSVEEP
Net Return USD CH1546179321 SXBSVEUN .SXBSVEUN
Price USD CH1546179313 SXBSVEUP .SXBSVEUP
Gross Return USD CH1546179339 SXBSVEUG .SXBSVEUG

Quick Facts

Weighting Price Weighted
Cap Factor na
No. of components Variable
Review frequency Annually
Calculation/distribution Realtime 15 sec
Calculation hours 09:00:00 18:00:00
Base value/base date 100 as of June. 22, 2015
History Available from June 22, 2015
Inception date May. 29, 2026
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 14.143%
SCHNEIDER ELECTRIC Industrial Goods and Services France 5.778%
ALLIANZ Insurance Germany 4.162%
SAP Technology Germany 4.106%
SANOFI Healthcare France 3.877%
DEUTSCHE TELEKOM Telecommunications Germany 3.730%
L'OREAL Consumer Products and Services France 3.684%
AIR LIQUIDE Chemicals France 2.740%
Industria de Diseno Textil SA Retail Spain 2.642%
BCO SANTANDER Banks Spain 2.522%

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

4Based on the composition as of May 29, 2026

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.