Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Global ESG Leaders

Export PDF

Index Description

The STOXX Global ESG Leaders index provides access to the leading global companies in terms of environmental, social and governance criteria, using a bottom-up selection approach based on ESG Risk Ratings provided by Sustainalytics. The index is made of the following three ESG sub-indices: the STOXX Global ESG Environmental Leaders, the STOXX Global ESG Social Leaders and the STOXX Global ESG Governance Leaders indices. Companies that are non-compliant based on the Sustainalytics’ Global Standards Screening assessment or are involved in controversial weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in tobacco production and distribution, thermal coal extraction and power generation, small arms manufacturing, military contracting, unconventional oil and gas exploration and production, and ESG Controversies. Index Guides, Benchmark statement, and other reports are available under the Data tab.

Key facts

  • Scoring methodology looks at each company individually and makes clear differentiations between different types of companies.
  • Specialized indices - STOXX Global ESG Environmental Leaders, Social Leaders and Governance Leaders - are also available separately and may be combined in all variations.
  • Methodology allows a detailed attribution of sustainability performance for index components and non-components.

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 Global ESG Leaders N/A 1.0 0.0 0.0 0.0 0.0 0.5 0.1 52.6
STOXX Global 1800 58,347.7 53,055.2 29.5 9.9 2,580.2 0.1 4.9 0.0 3.1

Supersector weighting (top 10)

Created with Highcharts 9.3.3Chart title14.6% Industrial Goods and Services11.9% Banks9.1% Real Estate8.9% Insurance6.4% Technology6.3% Utilities6.2% Basic Resources5.5% Financial Services4.6% Health Care4.2% Construction and MaterialsHighcharts.com

Country weighting

Created with Highcharts 9.3.3Chart title13.4% USA12.4% UK9.5% France8.1% Germany7.5% Australia6.9% Sweden6.1% Italy5.3% Switzerland5.3% Spain4.9% JapanHighcharts.com

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
STOXX Global ESG Leaders 7.7 3.7 0.0 11.9 22.8 N/A N/A 0.0 3.8 4.2
STOXX Global 1800 5.8 13.2 4.8 26.5 52.2 N/A N/A 4.8 8.2 8.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global ESG Leaders N/A N/A 12.2 13.7 17.1 N/A N/A -0.2 0.2 0.2
STOXX Global 1800 N/A N/A 11.7 14.0 17.6 N/A N/A 0.4 0.5 0.5
Index to benchmark Correlation Tracking error (%)
STOXX Global ESG Leaders 0.4 0.6 0.7 0.7 0.8 11.4 9.6 9.7 11.1 11.3
Index to benchmark Beta Annualized information ratio
STOXX Global ESG Leaders 0.5 0.7 0.7 0.7 0.8 1.9 -1.0 -0.5 -0.4 -0.4

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

2Based on EURIBOR1M

(EUR, Price), all data as of November 30, 2023

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Global ESG Leaders

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 Global ESG Leaders 18.7 12.1 12.3 11.6 1.3 N/A 1.0 14.4
STOXX Global 1800 20.2 17.2 18.1 18.1 0.1 1.7 1.8 16.2

Performance and annual returns

Created with Highcharts 9.3.3Chart titleSTOXX Global ESG Leaders200220042006200820102012201420162018202020222024050100150200250Highcharts.com
Created with Highcharts 9.3.3Chart titleSTOXX Global ESG LeadersSTOXX Global 180020162017201820192020202120222023-20-10010203040Highcharts.com

Methodology

The STOXX Global ESG Leaders index provides access to the leading global companies in terms of environmental, social and governance criteria, using a bottom-up selection approach based on ESG Risk Ratings provided by Sustainalytics. The index is made of the following three ESG sub-indices: the STOXX Global ESG Environmental Leaders, the STOXX Global ESG Social Leaders and the STOXX Global ESG Governance Leaders indices.

Companies that are non-compliant based on the Sustainalytics’ Global Standards Screening assessment or are involved in controversial weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in tobacco production and distribution, thermal coal extraction and power generation, small arms manufacturing, military contracting, unconventional oil and gas exploration and production, and ESG Controversies.

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

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return USD CH0126704086 SXWESGU SXWESGU INDEX .SXWESGU
Price EUR CH0126704110 SXWESGP SXWESGP INDEX .SXWESGP
Gross Return EUR CH0126704151 SXWESGT SXWESGT INDEX .SXWESGT
Price GBP CH0126704193 SXWESGX SXWESGX INDEX .SXWESGX
Gross Return GBP CH0126704235 SXWESGZ SXWESGZ INDEX .SXWESGZ
Price USD CH0126704284 SXWESGK SXWESGK INDEX .SXWESGK

Quick Facts

Weighting Normalized ESG scores
Cap Factor N/A
No. of components Variable
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 09:00:00 22:15:00
Base value/base date 100 as of March. 25, 2011
History Available from Sep. 21, 2001
Inception date April. 04, 2011
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
UNIBAIL-RODAMCO-WESTFIELD Real Estate France 0.480%
SWISS REINSURANCE COMPANY Insurance Switzerland 0.474%
BARRATT DEVELOPMENTS Consumer Products and Services UK 0.469%
UNICREDIT Banks Italy 0.465%
UNICREDIT Banks Germany 0.465%
CASTELLUM Real Estate Sweden 0.460%
CAIXABANK Banks Spain 0.460%
INTESA SANPAOLO Banks Italy 0.457%
EURAZEO Financial Services France 0.457%
SIGNIFY Construction and Materials Netherlands 0.448%

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

4Based on the composition as of November 30, 2023

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.