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BLUE CHIP INDICES

DAX 30 ESG

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Index Description

The DAX 30 ESG tracks the performance of the HDAX after applying a set of compliance, involvement and ESG performance screen. Companies that are non-compliant based on the ISS-ESG Norms Based Screening assessment or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco, Civilian Firearms, Nuclear Power, Military Contracting, Coal, Oil ; Gas and Energy production, aligned with the EU Paris Aligned Benchmarks (PAB) exclusions. This index applies screens in alignment with the ESMA guidelines on funds’ names and the BSW sustainable finance codex using ESG or sustainability-related terms. Index Guides, Benchmark statement, and other reports are available under the Data ; Methodology tab.

Key facts

  • Der Index besteht aus 30 grossen auf ESG-Kriterien geprueften deutschen Aktien, die an der Frankfurter Wertpapierboerse (FWB) notiert sind.
  • Die angewendeten Nachhaltigkeitsfilter basieren auf Richtlinien in Bezug auf verantwortliches Investieren und zielen darauf ab, die Reputations- und idiosynkratischen Risiken zu minimieren.
  • Das Screening wird vom ESG-Datenanbieter ISS-ESG durchgefuehrt.
  • Der Index profitiert von einem transparenten, streubesitzbereinigten, auf Marktkapitalisierung basierenden Gewichtungsschema, aehnlich wie beim Hauptindex.
  • Der Index eignet sich als Basiswert fuer Mandate, passive Fonds, ETFs, strukturierte Produkte und boersennotierte Derivate.

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
DAX 30 ESG 877.3 683.6 22.8 13.8 74.5 2.3 10.9 0.3 36.8
HDAX 1,869.9 1,442.3 14.1 4.2 157.0 0.3 10.9 0.0 6.2

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
DAX 30 ESG 0.5 13.2 16.7 19.6 53.3 N/A N/A 16.9 6.2 8.9
HDAX 1.4 8.5 9.7 12.8 43.2 N/A N/A 9.9 4.1 7.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
DAX 30 ESG N/A N/A 11.1 18.0 21.2 N/A N/A 1.0 0.2 0.3
HDAX N/A N/A 11.3 17.4 20.6 N/A N/A 0.5 0.1 0.3
Index to benchmark Correlation Tracking error (%)
DAX 30 ESG 1.0 1.0 1.0 1.0 1.0 2.9 2.8 2.7 3.2 3.6
Index to benchmark Beta Annualized information ratio
DAX 30 ESG 1.0 1.0 1.0 1.0 1.0 -3.3 2.6 2.3 0.6 0.5

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of July 31, 2024

BLUE CHIP INDICES

DAX 30 ESG

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
DAX 30 ESG 19.5 14.4 17.9 14.4 1.8 2.8 1.4 18.8
HDAX 21.1 13.3 15.3 13.0 1.5 N/A 0.9 19.2

Performance and annual returns

Methodology

The DAX 30 ESG index excludes companies with significant revenue from controversial activities, based on ISS ESG data. These include any involvement in tobacco production, ≥5% revenue from tobacco-related services or distribution, any revenue from coal mining or processing, ≥1% from coal marketing, or ≥5% from coal-based power generation. Companies are also excluded if they have ≥5% revenue from oil and gas extraction, refining, or processing; ≥10% from oil-related activities including distribution; or ≥50% from gas operations. Firms generating ≥50% of electricity with high GHG intensity (>100g CO₂e/kWh), any involvement in arctic drilling, oil sands, or fracking, and ≥5% revenue from nuclear power production or services are also excluded. Additionally, companies with any revenue from civilian firearm production, ≥5% from firearm distribution, or ≥5% from military contracting are excluded. From the remaining universe, the 60 largest companies by free-float market capitalization (per the latest DAX selection list) are shortlisted. Of these, the 30 with the highest ESG Performance Scores from ISS ESG are selected for the index. In the case of a tie in ESG scores, the company with the larger free-float market capitalization is chosen.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR DE000A3EX321 DAX3ESGK DAX3ESGK INDEX .DAX3ESGK
Net Return EUR DE000A3EX313 DAX3ESGN DAX3ESGN INDEX .DAX3ESGN
Gross Return EUR DE000A3EX305 DAX3ESGG DAX3ESGG INDEX .DAX3ESGG

Quick Facts

Weighting Streubesitz-Marktkapitalisierung
Cap Factor 0.1
No. of components 30
Review frequency Vierteljaehrlich
Calculation/distribution Echtzeit, 1 sec
Calculation hours 9:00 - 18:00 CET
Base value/base date 1.000 zum 20. März 2017
History Verfuegbar seit dem 20. Maerz 2017
Inception date 10. Nov. 2023
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
SAP Technology Germany 10.903%
DEUTSCHE TELEKOM Telecommunications Germany 10.675%
ALLIANZ Insurance Germany 10.125%
SIEMENS Industrial Goods and Services Germany 9.868%
MUENCHENER RUECK Insurance Germany 8.914%
INFINEON TECHNOLOGIES Technology Germany 6.122%
ADIDAS Consumer Products and Services Germany 5.626%
DEUTSCHE BANK Banks Germany 4.212%
E.ON Utilities Germany 3.850%
MERCK Health Care Germany 3.134%

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

4Based on the composition as of July 31, 2024

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.