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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

EURO iSTOXX Total Market Screened

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Index Description

The objective of the iSTOXX Benchmark Screened indices is to reflect STOXX Benchmark Indices with standardized ESG exclusion screens applied for Global Standards Screening, Controversy Rating, ESG Risk Rating, Controversial Weapons, involvement in Tobacco, Thermal Coal, Unconventional Oil & Gas, Small Arms and Military Weapons, with the aim of taking responsible investment criteria into account.

Key facts

  • Extensive set of exclusions.
  • Removing ESG laggards.
  • Low tracking error vs parent 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
EURO iSTOXX Total Market Screened 8,631.7 6,123.5 9.4 1.6 361.6 0.1 5.9 0.0 3.5
EURO STOXX Total Market 9,447.5 6,711.1 8.5 1.1 361.6 0.0 5.4 0.0 2.5

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
EURO iSTOXX Total Market Screened 2.3 15.7 17.0 47.4 72.4 N/A N/A 17.2 14.0 11.6
EURO STOXX Total Market 2.1 18.1 19.5 50.2 76.9 N/A N/A 19.8 14.7 12.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX Total Market Screened N/A N/A 15.6 14.0 16.0 N/A N/A 0.8 0.7 0.6
EURO STOXX Total Market N/A N/A 15.5 13.8 15.9 N/A N/A 1.0 0.8 0.6
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX Total Market Screened 1.0 1.0 1.0 1.0 1.0 1.2 1.3 1.2 0.9 0.7
Index to benchmark Beta Annualized information ratio
EURO iSTOXX Total Market Screened 1.0 1.0 1.0 1.0 1.0 1.6 -1.9 -1.8 -0.7 -0.7

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

2Based on EURIBOR1M

(EUR, Price), all data as of October 31, 2025

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

EURO iSTOXX Total Market Screened

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
EURO iSTOXX Total Market Screened -0.2 16.2 15.9 15.5 1.9 3.0 1.2 1.1
EURO STOXX Total Market -0.2 16.6 16.6 15.9 2.0 3.0 1.2 1.2

Performance and annual returns

Methodology

The objective of the iSTOXX Benchmark Screened indices is to reflect STOXX Benchmark Indices with standardized ESG exclusion screens applied for Global Standards Screening, Controversy Rating, ESG Risk Rating, Controversial Weapons, involvement in Tobacco, Thermal Coal, Unconventional Oil & Gas, Small Arms and Military Weapons, with the aim of taking responsible investment criteria into account.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1362048618 BKXESCRN .BKXESCRN
Gross Return EUR CH1362048634 BKXGSCRN .BKXGSCRN
Net Return EUR CH1362048626 BKXTSCRN .BKXTSCRN
Gross Return USD CH1362048667 BKXXSCRN .BKXXSCRN
Net Return USD CH1362048659 BKXUSCRN .BKXUSCRN
Price USD CH1362048642 BKXKSCRN .BKXKSCRN

Quick Facts

Weighting free-float market capitalization weighted
Cap Factor 0.2
No. of components Variable
Review frequency Quarterly
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 since 19 Mar 2012
Inception date Mar. 07, 2025
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
ASML HLDG Technology Netherlands 5.905%
SAP Technology Germany 3.734%
SIEMENS Industrial Goods and Services Germany 3.016%
LVMH MOET HENNESSY Consumer Products and Services France 2.528%
SCHNEIDER ELECTRIC Industrial Goods and Services France 2.319%
ALLIANZ Insurance Germany 2.196%
BCO SANTANDER Banks Spain 2.145%
TOTALENERGIES Energy France 2.010%
IBERDROLA Utilities Spain 1.758%
BCO BILBAO VIZCAYA ARGENTARIA Banks Spain 1.641%

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

4Based on the composition as of October 31, 2025

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.