Indices

STOXX^® Europe Industry Neutral ESG 250

Summary

The STOXX® Regional Industry Neutral ESG indices track the performance of the leading companies with regard to Environmental, Social and Governance criteria, based on ESG indicators as provided by Sustainalytics.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

Details

USD (Net Return)
USD (Gross Return)
EUR (Net Return)
EUR (Gross Return)
USD (Price Return)
EUR (Price Return)

Symbol

SXES3EN

Calculation

End-of-day

Dissemination Period

18:00-18:00 CET

ISIN

CH0342947253

Bloomberg

SXES3EN INDEX

Last Value

267.87 -0.80 (-0.30%)

As of 05:50 pm CET

Week to Week Change

-1.85%

52 Week Change

9.21%

Year to Date Change

9.29%

Daily Low

267.87

Daily High

267.87

52 Week Low

241.6 — 17 Jan 2024

52 Week High

281.92 — 27 Sep 2024

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

NOVARTIS	CH
ASML HLDG	NL
SCHNEIDER ELECTRIC	FR
SANOFI	FR
DANONE	FR
RECKITT BENCKISER GRP	GB
ABB	CH
RELX PLC	GB
L'OREAL	FR
TOTALENERGIES	FR

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Featured indices

The STOXX Benchmark ESG-X Indices are based on a selection of STOXX Benchmark Indices and apply standardized ESG exclusion screens. The screens are based on the responsible policies of leading asset owners and aim to reduce reputational and idiosyncratic risks.

STOXX excludes companies that Sustainalytics considers to be non-compliant with its Global Standards Screening, that are involved in controversial weapons or severe controversies, are tobacco producers, or that either derive revenues from thermal coal ext have power generation capacity that utilizes thermal coal.

STOXX Benchmark ESG-X Indices are suitable as underlying indices for mandates, passive funds, ETFs, structured products and listed derivatives, with the ambition to increase liquidity and lower the cost of trading.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

STOXX^® North America 600 ESG-X - EUR (Price Return)

€538.15

+5.93

1Y Return

35.59%

1Y Volatility

0.15%

The iSTOXX Europe 600 Ircantec PAB Index tracks the performance of liquid securities from the STOXX Europe 600. The index is constructed to follow the EU Paris-aligned Benchmark (EU PAB) requirements outlined in the Commission Delegated Regulation (EU) 2020/1818 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. The index is designed to help investors align investments with the overall long-term global warming target of the Paris Agreement. Companies identified as non-compliant based on Sustainalytics Global Standards Screening (GSS) assessment or are involved in Controversial Weapons or display a Severe (Category 5) Controversy Rating, as identified by Sustainalytics, are not eligible for selection. In addition, companies that are on Ircantec Exclusion List are excluded from the index, these are companies that do not meet Ircantec’s ESG and sustainability criteria. Tobacco Producers, and companies that derive revenues higher than 5% from wholesale or retail distribution, or services related to tobacco products, as identified by ISS ESG, are also not eligible. Securities that generate revenues above a certain threshold from coal, oil and gas exploration or processing activities are excluded. Additionally, securities that derive higher than 5% of their revenues from thermal coal-based power generation or have thermal coal power generation capacity greater than 5 GW, or producing more than 10Mt volume from thermal coal, or higher than 50% from power generation with carbon intensity of lifecycle emissions higher than 100gCO2e/kWh are not considered for selection. Companies that ISS-ESG identifies to be expanding their thermal coal mining or thermal coal power generation capabilities, as identified by ISS-ESG, are also excluded from the index. The weighing process follows an optimization process to meet the minimum requirements detailed in the Commission Delegated Regulation (EU) 2020/1818. The STOXX Paris-Aligned Benchmark Indices aim to reduce their greenhouse gas intensity by at least 50% when compared to their underlying benchmarks. They are also designed to meet the year on year 7% decarbonization target.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

iSTOXX^® Europe 600 Ircantec PAB - EUR (Price Return)

€98.39

-0.99

1Y Return

4.16%

1Y Volatility

0.11%

The EURO iSTOXX® 50 ESG Focus GR Decrement 5% Index replicates the performance of the gross return version of the EURO iSTOXX® 50 ESG Focus Index assuming a constant 5% perfor-mance deduction per annum. The performance deduction accrues constantly on a daily basis.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

EURO iSTOXX^® 50 ESG Focus GR Decrement 5% - EUR (Price Return)

€167.84

-0.71

1Y Return

8.28%

1Y Volatility

0.13%

The STOXX Industry Leaders Low Carbon Indices represent the top industry (as defined by the ICB Industry classification) leaders with the lowest carbon emissions considering estimated and reported carbon intensity data. The indices are available for various regions and countries, including Global, Europe and USA. They are blue-chip indices with a fixed component number at the annual rebalance, and are price weighted with a weight factor based on the free-float market cap multiplied by the corresponding Z-score carbon intensity factor of each constituent. Components with lower carbon intensities are overweighted, while those with higher carbon emission are underweighted. Additionally, STOXX also calculates an equal weight version for this group of indices. The indices also exlcude companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

STOXX uses ISS ESG as reliable and professional data sources for the estimated and reported data. Data considered comprise Scope 1 (All direct GHG emissions) and Scope 2 (Indirect GHG emissions from consumption of purchased electricity, heat or steam) emissions.

STOXX calculates a comprehensive family of Low Carbon Indices. Click here to see all available indices.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

STOXX^® USA Low Carbon 50 Equal Weight - USD (Gross Return)

$513.45

+8.74

1Y Return

13.20%

1Y Volatility

0.12%

The DAX ESG Screened index objective is to reflect the performance of the DAX index, one of Europe's key benchmarks, while using ESG exclusion filters to remove companies that fail to meet norms-based screening, controversial weapons screening (including white phosphorus), minimum ESG ratings and a series of business activity screenings including coal, oil, gas and energy production (aligned with the EU Paris Aligned Benchmarks exclusions, as well as coal expansion). Removed companies are not replaced, therefore the DAX ESG Screened index will typically have fewer holdings than the parent DAX index.

Index Guides, Benchmark statement, and other reports are available under the Data & Methodology tab.

DAX ESG Screened - EUR (Net Return)

€1599.65

-6.21

1Y Return

15.70%

1Y Volatility

0.12%

STOXX® Europe Industry Neutral ESG 250

Summary

Details

Top 10 Components

Featured indices

STOXX^® Europe Industry Neutral ESG 250