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BLUE CHIP INDICES

DAX 30 ESG

Index Description

Der DAX 30 ESG Index bildet die Performance der 30 groessten deutschen Unternehmen ab, die am Regulierten Markt der Frankfurter Wertpapierboerse (FWB®) notiert sind und gute Ratings in Bezug auf ESG (Umwelt, Soziales und Unternehmensführung) aufweisen. Nur Unternehmen des HDAX kommen für die Aufnahme in den DAX 30 ESG in Frage. Unternehmen muessen standardisierte ESG-Filter in Bezug auf das normbasierte Screening von ISS ESG (ein Screening auf umstrittene Waffen und eine Reihe von Screenings zu Produktbeteiligungen, darunter Tabak, Kohle, unkonventionelles Oel und Gas, militaerische Ausruestung, zivile Schusswaffen und Kernkraft) bestehen.

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 1,013.5 803.4 26.8 14.5 82.0 2.9 10.2 0.4 31.4
DAX 1,665.5 1,340.5 33.5 22.0 169.8 5.8 12.7 0.4 4.5

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
DAX 30 ESG 3.6 12.3 20.8 18.6 54.6 N/A N/A 21.1 5.9 9.1
DAX 2.7 9.7 17.2 17.1 52.2 N/A N/A 17.5 5.4 8.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
DAX 30 ESG N/A N/A 11.3 18.0 21.2 N/A N/A 1.2 0.2 0.3
DAX N/A N/A 11.1 17.4 21.0 N/A N/A 1.0 0.2 0.3
Index to benchmark Correlation Tracking error (%)
DAX 30 ESG 1.0 1.0 1.0 1.0 1.0 2.5 2.7 2.6 3.1 3.7
Index to benchmark Beta Annualized information ratio
DAX 30 ESG 1.0 1.0 1.0 1.0 1.0 4.0 2.2 1.2 0.1 0.1

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of May 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 18.0 13.4 16.8 16.8 1.7 2.9 1.0 18.0
DAX 18.8 12.9 15.7 15.7 1.5 2.7 0.9 19.0

Performance and annual returns

Methodology

Das Universum des DAX 30 ESG setzt sich aus allen im HDAX Index enthaltenen Aktien zusammen. Der HDAX Index umfasst alle Unternehmen, die im DAX, MDAX und TecDAX enthalten sind.
Unternehmen, die auf der Grundlage der normenbasierten Screening-Bewertung von ISS-ESG oder der Screening-Bewertung im Bereich umstrittener Waffen als nicht konform eingestuft wurden oder deren Produkte mit Tabak, Kohle, unkonventionellem Oel und Gas, militaerischer Ausruestung, zivilen Schusswaffen oder Kernenergie in Verbindung stehen, kommen nicht fuer die Auswahl in Frage (es gelten bestimmte Schwellenwerte).
Die Auswahl der Unternehmen im DAX 30 ESG basiert auf der Streubesitz-Marktkapitalisierung und dem ESG-Score, welcher dem ESG Performance Score von ISS-ESG entspricht. Die Indexgewichtung einer einzelnen Aktie ist auf 10 % begrenzt.

Versions and symbols

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

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.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://qontigo.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.

BLUE CHIP INDICES

DAX 30 ESG

Top 10 Components4

Company Supersector Country Weight
ALLIANZ Insurance Germany 10.212%
DEUTSCHE TELEKOM Telecommunications Germany 9.621%
SIEMENS Industrial Goods and Services Germany 9.472%
SAP Technology Germany 9.107%
MUENCHENER RUECK Insurance Germany 7.778%
MERCEDES-BENZ GROUP Automobiles and Parts Germany 6.610%
INFINEON TECHNOLOGIES Technology Germany 5.986%
BASF Chemicals Germany 5.378%
ADIDAS Consumer Products and Services Germany 4.792%
DEUTSCHE BANK Banks Germany 3.780%

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

4Based on the composition as of May 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.