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ISTOXX INDICES

iSTOXX Nordic ESG DW

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Index Description

The iSTOXX Nordic ESG DW Index aims at investing at all the listed companies from the Nordic countries that qualify as global sustainability leaders (components of the STOXX Global ESG Leaders), excluding those which generate revenues from alcohol, gambling, tobacco, armaments, firearms and adult entertainment. The selected stocks are weighted according to their 12-month historical dividend yield to provide further optimization.

Key facts

  • Rating methodology looks at each company individually and makes clear differentiations between different types of companies
  • Key performance indicators (KPI) for every company are made known to index licensees and the weighting and computation metrics are fully disclosed in guides
  • DVFA/EFFAS, as independent and neutral professional associations of investors and financial analysts, created the KPI for standard ESG 3.0, to which the index model has been mapped
  • Methodology allows a detailed attribution of sustainability performance for index components and non-components
  • Dividend weighting scheme for further optimization

Descriptive Statistics

Index Market Cap (SEK bn) Components (SEK bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Nordic ESG DW N/A 11.8 0.3 0.3 0.9 0.0 7.5 0.4 74.6
STOXX Nordic Total Market 24,602.8 18,970.9 33.3 5.3 3,810.9 0.0 20.1 0.0 2.0

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
iSTOXX Nordic ESG DW -0.7 8.9 19.9 16.1 58.4 N/A N/A 20.1 5.2 9.7
STOXX Nordic Total Market -1.9 10.9 20.2 22.8 84.9 N/A N/A 20.5 7.1 13.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Nordic ESG DW N/A N/A 11.5 15.8 18.1 N/A N/A 1.5 0.2 0.4
STOXX Nordic Total Market N/A N/A 11.8 14.9 16.5 N/A N/A 1.5 0.3 0.7
Index to benchmark Correlation Tracking error (%)
iSTOXX Nordic ESG DW 0.8 0.7 0.7 0.8 0.9 6.2 8.7 8.5 8.6 8.3
Index to benchmark Beta Annualized information ratio
iSTOXX Nordic ESG DW 1.0 0.7 0.7 0.9 1.0 2.1 -0.3 -0.1 -0.2 -0.4

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

2Based on EURIBOR1M

(SEK, Gross Return), all data as of October 31, 2024

ISTOXX INDICES

iSTOXX Nordic ESG DW

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
iSTOXX Nordic ESG DW 15.7 12.3 14.0 14.0 1.6 5.3 0.9 24.4
STOXX Nordic Total Market -16.4 17.5 17.1 17.1 2.5 3.3 1.7 9.6

Performance and annual returns