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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Europe 600 Energy ESG+

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Index Description

The STOXX Europe 600 Energy ESG+ Index tracks the performance of the companies of the STOXX Europe 600 belonging to the ICB Energy Industry 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. If less than 20% of the companies belonging to the Energy Industry in the STOXX Europe 600 are excluded by the screens, the worst companies in terms of ESG Score are excluded until the number of selected securities reaches 80% of the number of securities belonging to the Energy Industry in the underlying index.

Key facts

  • Categorization according to their primary source of revenue guarantees an accurate classification of companies in their respective business environments.
  • Component capping ensures that no component can dominate the index.

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 Europe 600 Energy ESG+ 228.8 168.6 9.9 5.8 50.3 2.7 29.8 1.6 13.1
STOXX Europe 600 13,371.2 10,608.2 17.7 6.2 271.2 0.9 2.6 0.0 3.3

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 Europe 600 Energy ESG+ -1.4 -5.1 -5.1 4.0 -5.3 N/A N/A -5.1 1.3 -1.1
STOXX Europe 600 -0.5 6.0 6.0 4.1 22.1 N/A N/A 6.0 1.4 4.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe 600 Energy ESG+ N/A N/A 16.0 21.4 27.0 N/A N/A -0.6 -0.1 -0.1
STOXX Europe 600 N/A N/A 10.4 14.3 17.6 N/A N/A 0.2 -0.1 0.2
Index to benchmark Correlation Tracking error (%)
STOXX Europe 600 Energy ESG+ 0.5 0.6 0.6 0.6 0.7 11.3 12.9 12.9 17.3 18.1
Index to benchmark Beta Annualized information ratio
STOXX Europe 600 Energy ESG+ 0.7 0.9 0.9 0.9 1.1 -1.1 -0.9 -0.9 0.0 -0.3

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

2Based on EURIBOR1M

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

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Europe 600 Energy 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 600 Energy ESG+ 16.8 10.4 16.5 16.5 1.2 3.8 0.5 13.7
STOXX Europe 600 17.7 14.0 15.8 15.8 2.0 2.8 1.3 -80.3

Performance and annual returns

Methodology

The STOXX Europe 600 Energy ESG+ Index tracks the performance of the companies of the STOXX Europe 600 belonging to the ICB Energy Industry 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. If less than 20% of the companies belonging to the Energy Industry in the STOXX Europe 600 are excluded by the screens, the worst companies in terms of ESG Score are excluded until the number of selected securities reaches 80% of the number of securities belonging to the Energy Industry in the underlying index.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1169653495 SXREESGP SXREESGP INDEX .SXREESGP
Gross Return EUR CH1169653511 SXWEESGP .SXWEESGP
Price EUR CH1169653529 SXPEESGP .SXPEESGP
Gross Return USD CH1169653503 SXZEESGP .SXZEESGP
Net Return USD CH1169653487 SXVEESGP .SXVEESGP
Price USD CH1169653537 SXLEESGP .SXLEESGP

Quick Facts

Weighting Free-float market capitalization.
Cap Factor 30% for largest and 15% for the remaining constituents
No. of components Variable
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. 15, 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
BP Energy UK 29.829%
SIEMENS ENERGY Energy Germany 15.500%
VESTAS WIND SYSTEMS Energy Denmark 7.879%
REPSOL Energy Spain 7.741%
SNAM RETE GAS Energy Italy 5.217%
TENARIS Energy Italy 4.161%
GALP ENERGIA Energy Portugal 4.111%
ORLEN Energy Poland 3.807%
AKER BP Energy Norway 3.434%
OMV Energy Austria 3.160%

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

4Based on the composition as of December 31, 2024

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.