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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Emerging Markets Total Market Large ESG-X

Index Description

The STOXX Benchmark ESG-X Indices are based on a selection of STOXX Benchmark Indices and apply standardized ESG exclusion screens. The screens are based on the responsible policies of leading asset owners and aim to reduce reputational and idiosyncratic risks. STOXX excludes companies that ISS ESG considers to be non-compliant with its Norms-based research, that are involved in controversial weapons or severe controversies, are tobacco producers, or that either derive revenues from thermal coal ext have power generation capacity that utilizes thermal coal. STOXX Benchmark ESG-X Indices are suitable as underlying indices for mandates, passive funds, ETFs, structured products and listed derivatives, with the ambition to increase liquidity and lower the cost of trading. This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines.Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy. Index Guides, Benchmark statement, and other reports are available under the Data tab.

Key facts

  • ESG screened versions of STOXX Benchmark Indices.
  • Screens are based on responsible policies and aim to reduce reputational and idiosyncratic risks.
  • Screening provided by award-winning ESG data provider ISS.
  • Transparent free-float market cap weighting scheme.
  • Low tracking error with similar risk-return profile compared to their underlying indices.
  • Suitable as underlying for mandates, passive funds, ETFs, structured products.

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
STOXX Emerging Markets Total Market Large ESG-X 7,453.6 4,615.3 10.6 5.2 739.9 0.1 16.0 0.0 12.5
STOXX Emerging Markets Total Market Large 8,681.3 5,119.3 9.9 4.9 739.9 0.1 14.5 0.0 6.7

Supersector weighting (top 10)

Created with Highcharts 9.3.3Chart title29.3% Technology23.6% Banks8.2% Telecommunications6.2% Industrial Goods and Services4.7% Energy4.3% Insurance3.6% Automobiles and Parts3.4% Health Care2.9% Financial Services2.7% Basic ResourcesHighcharts.com

Country weighting

Created with Highcharts 9.3.3Chart title29.9% Taiwan26.5% India14.5% South Korea9.8% China4.6% Brazil3% South Africa2.7% Thailand2.3% Mexico1.7% Indonesia1.3% MalaysiaHighcharts.com

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
STOXX Emerging Markets Total Market Large ESG-X -3.3 -2.4 8.9 9.9 36.9 N/A N/A 9.1 3.2 6.6
STOXX Emerging Markets Total Market Large -3.9 -3.4 6.8 10.9 40.4 N/A N/A 6.9 3.5 7.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Emerging Markets Total Market Large ESG-X N/A N/A 15.0 14.6 16.8 N/A N/A 0.4 0.0 0.3
STOXX Emerging Markets Total Market Large N/A N/A 14.6 14.3 16.6 N/A N/A 0.2 0.1 0.3
Index to benchmark Correlation Tracking error (%)
STOXX Emerging Markets Total Market Large ESG-X 1.0 1.0 1.0 1.0 1.0 0.9 1.3 1.4 1.2 1.1
Index to benchmark Beta Annualized information ratio
STOXX Emerging Markets Total Market Large ESG-X 1.0 1.0 1.0 1.0 1.0 8.9 5.1 1.5 -0.2 -0.5

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of February 28, 2025

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Emerging Markets Total Market Large ESG-X

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
STOXX Emerging Markets Total Market Large ESG-X 13.4 12.2 12.9 12.0 1.9 2.4 1.0 2.2
STOXX Emerging Markets Total Market Large 13.5 12.2 13.0 13.0 1.9 2.3 0.9 2.5

Performance and annual returns

Created with Highcharts 9.3.3Chart titleSTOXX Emerging Markets Total Market Large ESG-X201320142015201620172018201920202021202220232024202575100125150175200225Highcharts.com
Created with Highcharts 9.3.3Chart titleSTOXX Emerging Markets Total Market Large ESG-XSTOXX Emerging Markets Total Market Large20182019202020212022202320242025-30-20-100102030Highcharts.com

Methodology

The STOXX Benchmark ESG-X Indices are based on a selection of STOXX Benchmark Indices and apply standardized ESG exclusion screens. The screens are based on the responsible policies of leading asset owners and aim to reduce reputational and idiosyncratic risks.

STOXX excludes companies that ISS ESG considers to be non-compliant with its Norms-based research, that are involved in controversial weapons or severe controversies, are tobacco producers, or that either derive revenues from thermal coal ext have power generation capacity that utilizes thermal coal.

STOXX Benchmark ESG-X Indices are suitable as underlying indices for mandates, passive funds, ETFs, structured products and listed derivatives, with the ambition to increase liquidity and lower the cost of trading.

This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines.Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy.
Index Guides, Benchmark statement, and other reports are available under the Data tab.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0476174039 EELPESGX .EELPESGX
Net Return EUR CH0476174161 EELRESGX .EELRESGX
Gross Return EUR CH0476173726 EELWESGX .EELWESGX
Price USD CH0476174617 EELLESGX .EELLESGX
Net Return USD CH0476173973 EELVESGX .EELVESGX
Gross Return USD CH0476174351 EELZESGX .EELZESGX

Quick Facts

Weighting Free-float market cap weighted
Cap Factor 0.2
No. of components Variable
Review frequency Quarterly
Calculation/distribution Dayend
Calculation hours 22:15:00 22:15:00
Base value/base date 100 as of Dec. 21, 2012
History Available from Dec. 21, 2012
Inception date May. 29, 2019
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
TSMC Technology Taiwan 16.032%
Samsung Electronics Co Ltd Telecommunications South Korea 4.003%
HDFC Bank Ltd Banks India 3.150%
Reliance Industries Ltd Energy India 1.960%
ICICI Bank Ltd Banks India 1.900%
CHINA CONSTRUCTION BANK CORP H Banks China 1.727%
MediaTek Inc Technology Taiwan 1.541%
Infosys Ltd Technology India 1.506%
SK HYNIX INC Technology South Korea 1.470%
Hon Hai Precision Industry Co Technology Taiwan 1.339%

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

4Based on the composition as of February 28, 2025