Summary
The STOXX ESG Broad Market Indices track the performance of a selection of STOXX indices after a set of compliance, involvement and ESG performance screens are applied.
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, Thermal Coal, Small Arms, Military Contracting and ESG Controversies. The remaining securities are ranked in descending order of their ESG scores within each of the 11 ICB Industry groups. The STOXX ESG Broad Market Indices select the top-ranking securities in each of the ICB Industries until the number of selected securities reaches 80% of the number of securities in the underlying index.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Top 10 Components
| NOVO NORDISK B | DK |
| ASML HLDG | NL |
| SAP | DE |
| NESTLE | CH |
| NOVARTIS | CH |
| SHELL | GB |
| ASTRAZENECA | GB |
| ROCHE HLDG P | CH |
| HSBC | GB |
| LVMH MOET HENNESSY | FR |
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