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ISTOXX INDICES

iSTOXX Global Clean Energy Selected 30

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Index Description

The iSTOXX Global Clean Energy Selected 30 Index is comprised of companies from selected countries and related to one or more of the following themes: Energy Efficiency, Energy Equipment, Energy Transition Solutions and Generate/Sell Energy. Revere (RBICS) data allow a detailed breakdown of the revenue sources of the eligible companies, helping this index to select companies with substantial exposure to the themes.

Key facts

  • Selection of 30 liquid stocks with low volatility and high dividend yield.
  • Index allows targeted investment in the global clean energy.
  • Detailed FactSet Revere data help select companies with a revenue exposure above 20% to sectors related to the theme.
  • Liquidity filter ensures replicability.
  • Companies are GSS compliant and are not involved in Controversial Weapons.
  • Product involvement filters are applied.

Descriptive Statistics

Index Market Cap (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Global Clean Energy Selected 30 366.1 292.5 9.8 5.4 29.8 1.1 10.2 0.4 125.9
STOXX Global Select 100 USD N/A 1.1 0.0 0.0 0.0 0.0 1.5 0.8 129.4

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
iSTOXX Global Clean Energy Selected 30 -5.9 12.3 33.0 27.8 80.9 N/A N/A 33.5 8.6 12.7
STOXX Global Select 100 USD -4.5 8.9 21.3 11.1 12.6 N/A N/A 21.6 3.6 2.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global Clean Energy Selected 30 N/A N/A 12.2 14.1 17.7 N/A N/A 2.5 0.5 0.7
STOXX Global Select 100 USD N/A N/A 8.8 10.0 14.3 N/A N/A 2.3 0.2 0.1
Index to benchmark Correlation Tracking error (%)
iSTOXX Global Clean Energy Selected 30 0.7 0.8 0.8 0.8 0.8 7.1 7.6 7.7 8.9 9.7
Index to benchmark Beta Annualized information ratio
iSTOXX Global Clean Energy Selected 30 1.4 1.1 1.1 1.1 1.0 -2.3 0.5 1.2 0.5 1.0

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of October 31, 2024

ISTOXX INDICES

iSTOXX Global Clean Energy Selected 30

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
iSTOXX Global Clean Energy Selected 30 16.0 15.3 15.7 15.7 2.0 3.3 1.2 26.1
STOXX Global Select 100 USD 15.8 13.3 14.7 14.7 1.4 6.5 0.9 6.1

Performance and annual returns

Methodology

The iSTOXX Global Clean Energy Selected 30 Index is comprised of companies from selected countries and related to one or more of the following themes: Energy Efficiency, Energy Equipment, Energy Transition Solutions and Generate/Sell Energy. Revere (RBICS) data allow a detailed breakdown of the revenue sources of the eligible companies, helping this index to select companies with substantial exposure to the themes.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1213354512 ISCESLP ISCESLP INDEX .ISCESLP
Gross Return EUR CH1213354520 ISCESLG .ISCESLG
Net Return EUR CH1213354538 ISCESLR ISCESLR INDEX .ISCESLR
Net Return USD CH1213354561 ISCESLV .ISCESLV
Price USD CH1213354546 ISCESLL .ISCESLL
Gross Return USD CH1213354553 ISCESLZ .ISCESLZ

Quick Facts

Weighting Free-float market cap weighted
Cap Factor 10%
No. of components 30
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 1000 as of December. 22, 2014
History Available from Dec. 22, 2014
Inception date February. 15, 2023
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
MERCEDES-BENZ GROUP Automobiles and Parts Germany 10.179%
LINDE Chemicals USA 10.097%
LEGRAND Industrial Goods and Services France 10.083%
Edison International Utilities USA 10.073%
VINCI Construction and Materials France 9.665%
NOVONESIS Health Care Denmark 7.460%
AECOM Construction and Materials USA 4.895%
TERNA Utilities Italy 4.168%
EDP ENERGIAS DE PORTUGAL Utilities Portugal 3.453%
STANTEC Construction and Materials Canada 2.872%

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

4Based on the composition as of October 31, 2024

ISTOXX INDICES

iSTOXX Global Clean Energy Selected 30

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.