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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Europe 600 ESG Broad Market Equal Weight

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Index Description

The STOXX Europe 600 ESG Broad Market Equal Weight Index tracks the same stocks as the STOXX Europe 600 ESG Broad Market Index but uses a different weighting scheme. The securities are equal weighted at the periodic index review.

Key facts

  • Equal weighted version of the STOXX Europe 600 ESG Broad Market Index
  • ESG screened securities from the STOXX Europe 600 Index
  • Screening provided by award-winning ESG data provider Sustainalytics

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 ESG Broad Market Equal Weight N/A 47,378.5 98.9 98.5 140.6 42.0 0.3 0.1 28.7
STOXX Europe 600 Equal Weight N/A 59,432.5 99.1 98.8 140.6 42.0 0.2 0.1 24.2

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 ESG Broad Market Equal Weight -4.1 5.0 20.1 0.7 32.7 N/A N/A 20.4 0.2 5.9
STOXX Europe 600 Equal Weight -3.9 6.2 21.6 0.1 29.8 N/A N/A 21.9 0.0 5.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe 600 ESG Broad Market Equal Weight N/A N/A 11.6 16.5 19.3 N/A N/A 1.7 -0.1 0.3
STOXX Europe 600 Equal Weight N/A N/A 11.6 16.5 19.2 N/A N/A 1.8 -0.1 0.2
Index to benchmark Correlation Tracking error (%)
STOXX Europe 600 ESG Broad Market Equal Weight 1.0 1.0 1.0 1.0 1.0 0.6 0.7 0.7 1.0 1.1
Index to benchmark Beta Annualized information ratio
STOXX Europe 600 ESG Broad Market Equal Weight 1.0 1.0 1.0 1.0 1.0 -2.5 -1.9 -1.8 0.2 0.4

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of October 31, 2024

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Europe 600 ESG Broad Market Equal Weight

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 ESG Broad Market Equal Weight 17.9 13.5 14.3 14.3 1.5 3.2 0.9 20.4
STOXX Europe 600 Equal Weight 19.3 13.8 14.3 14.3 1.6 3.1 0.9 19.7

Performance and annual returns

Methodology

The index components exactly match the parent index members, the STOXX Europe 600 ESG Broad Market Index. The same weight is attributed to all components each quarter, regardless of their free-float market capitalization.

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

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1135769888 SXPESGBE SXPESGBE INDEX .SXPESGBE
Net Return EUR CH1135769896 SXRESGBE SXRESGBE INDEX .SXRESGBE
Gross Return EUR CH1135769904 SXWESGBE SXWESGBE INDEX .SXWESGBE
Price USD CH1135769912 SXLESGBE .SXLESGBE
Gross Return USD CH1135769938 SXZESGBE .SXZESGBE
Net Return USD CH1135769920 SXVESGBE .SXVESGBE

Quick Facts

Weighting Price-weighted with a weighting factor to achieve an equal
No. of components 80% of the STOXX Europe 600 index
Review frequency Quarterly, in line with parent index
Calculation/distribution realtime 15 sec
Calculation hours 09:00:00 18:00:00
Base value/base date 100 as of Mar. 19, 2012
History Available from Mar. 19, 2012
Inception date Sep. 30, 2021
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
SIEMENS ENERGY Energy Germany 0.297%
BURBERRY Consumer Products and Services UK 0.283%
ZALANDO Retail Germany 0.273%
DAIMLER TRUCK Industrial Goods and Services Germany 0.264%
CARGOTEC CORPORATION Industrial Goods and Services Finland 0.260%
HUGO BOSS Consumer Products and Services Germany 0.257%
ALSTOM Industrial Goods and Services France 0.254%
Prosus Technology Netherlands 0.254%
THULE GROUP Consumer Products and Services Sweden 0.254%
UNIPOL GRUPPO Insurance Italy 0.253%

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

4Based on the composition as of October 31, 2024

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Europe 600 ESG Broad Market Equal Weight

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.