Indices

ECPI Global ESG Recovery

Summary

The ECPI Global ESG Recovery Index is an equally weighted index, of 100 components, designed to track the performance of companies, in global developed markets, that are expected to benefit the most from the 'Next Generation EU' fund.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

Details

EUR (Net Return)
EUR (Gross Return)
EUR (Price Return)

Symbol

GALPHRFP

Calculation

End-of-day

Dissemination Period

23:00-23:00 CET

ISIN

CH1487686896

Bloomberg

GALPHRFP INDEX

Last Value

+0.00 (+0.00%)

Data

Index Guide
BMR Statement
ESG Report

Factsheet

Index Updates
Dissemination
Methodology
Systems & IT

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The STOXX Global ESG Social Leaders Select 30 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Global ESG Social Leaders Index.

The component selection process first excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 30 stocks with the highest 12-month historical dividend yields are selected to be included in the index. The percentage of exclusion/inclusion at each step is the same.

Those constituents are weighted according to the inverse of their volatility, with a cap at 10%. The indices are reviewed quarterly.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

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The idDAX 30 ESG Decrement 4.0% index replicates the performance of the DAX 30 ESG index assuming a constant 4.00% performance deduction per annum. The performance deduction accrues constantly on a daily basis. Consequently, due to the percentage of performance being subtracted, the decrement index is underperforming the standard total return index. The base index is the DAX 30 ESG Net Return EUR Index.

Index Guides, Benchmark statement, and other reports are available under the Data & Methodology tab.

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The index can help investors to navigate towards more sustainable German equity portfolios. The proprietary index optimization process maximizes the index’ ESG score and reduces carbon intensity.

The DAX ESG Target Index has an ex-ante (target) tracking error versus the DAX of < 1.5%, therefore it offers a similar risk/return profile to the flagship benchmark. It has the same number of constituents as the DAX.

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For a description of the selection methodology and the review calendar, please click here.

DAX ESG Target Product Sheet

Blog: BlackRock’s Sperandeo: How We Engage with Qontigo to Help Investors Prepare their Portfolios for a Net-Zero World

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Index Guides, Benchmark statement, and other reports are available under the Data tab.

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