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ISTOXX INDICES

iSTOXX MUTB Japan ESG Quality 200

Index Description

The iSTOXX MUTB ESG Quality 200 Indices aim to capture the performance of high-quality ESG-compliant companies in their respective region. Companies non-compliant based on Sustanalitics Global Standards Screening Assessment or involved in Controversial Weapons are excluded. Selection is based on a combined screening and ranking of ESG scores and four fundamental indicators (profitability, leverage, cash flow generation ability and business stability). Stocks need to fulfill minimum liquidity criteria before being added to the index.

Key facts

  • Investing in high-quality ESG-compliant companies with sustainable profitability
  • ESG screening excludes companies non-compliant based on Sustanalitics Global Standards Screening Assessment or involved in Controversial Weapons
  • Diversification through broad selection and capping of component weights at 2%
  • Tradability ensured through liquidity requirements

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
iSTOXX MUTB Japan ESG Quality 200 2,352.2 1,976.0 9.9 4.1 42.3 0.7 2.1 0.0 31.2
STOXX Japan 600 5,329.4 4,580.6 7.6 2.3 234.3 0.7 5.1 0.0 2.1

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 MUTB Japan ESG Quality 200 0.9 5.7 9.9 4.9 26.6 N/A N/A 9.9 1.6 4.8
STOXX Japan 600 0.0 7.0 11.4 9.2 28.8 N/A N/A 11.7 3.0 5.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX MUTB Japan ESG Quality 200 N/A N/A 15.7 17.0 17.4 N/A N/A 0.4 0.1 0.2
STOXX Japan 600 N/A N/A 15.7 16.6 17.3 N/A N/A 0.4 0.1 0.2
Index to benchmark Correlation Tracking error (%)
iSTOXX MUTB Japan ESG Quality 200 1.0 1.0 1.0 1.0 1.0 3.1 3.2 3.5 3.7 3.7
Index to benchmark Beta Annualized information ratio
iSTOXX MUTB Japan ESG Quality 200 0.9 1.0 1.0 1.0 1.0 3.4 -0.5 -0.3 -0.1 0.0

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

2Based on EURIBOR1M

(EUR, Price), all data as of June 28, 2024

ISTOXX INDICES

iSTOXX MUTB Japan ESG Quality 200

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 MUTB Japan ESG Quality 200 17.3 17.2 17.3 17.3 2.0 1.6 1.4 23.5
STOXX Japan 600 16.6 15.4 15.9 15.9 1.5 1.8 1.1 23.7

Performance and annual returns

Methodology

The iSTOXX MUTB ESG Quality 200 Indices aim to capture the performance of high-quality ESG-compliant companies from their respective parent universe. First, companies non-compliant based on Sustanalitics Global Standards Screening Assessment or involved in Controversial Weapons are excluded. Companies are then selected based on a combined screening and ranking of ESG scores and four fundamental indicators (profitability, leverage, cash flow generation ability and business stability). Stocks need to fulfill minimum liquidity criteria before being added to the index.

The constituents are weighted according to free-float market capitalization with a cap at 2%. The indices are reviewed semi-annually in June and December and rebalanced quarterly.

The detailed methodology including the calculation formula can be found in our rulebooks: www.stoxx.com/rulebooks

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0445340968 ISMJESGN .ISMJESGN
Price EUR CH0445340844 ISMJESGP .ISMJESGP
Gross Return EUR CH0445340836 ISMJESGG .ISMJESGG
Gross Return JPY CH0445340794 ISMJESGK ISMJESGK INDEX .ISMJESGK
Price JPY CH0445340885 ISMJESGY .ISMJESGY
Net Return JPY CH0445340901 ISMJESGT .ISMJESGT
Gross Return USD CH0445340992 ISMJESGU ISMJESGU INDEX .ISMJESGU
Price USD CH0445340935 ISMJESGL .ISMJESGL
Net Return USD CH0445340943 ISMJESGV .ISMJESGV

Quick Facts

Weighting based on free-float market capitalization
Cap Factor 0.02
No. of components 200
Review frequency semiannually
Calculation/distribution dayend
Calculation hours 18:00:00 18:00:00
Base value/base date 100 as of Dec. 17, 2010
Inception date Nov. 28, 2018
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

ISTOXX INDICES

iSTOXX MUTB Japan ESG Quality 200

Top 10 Components4

Company Supersector Country Weight
Tokio Marine Holdings Inc. Insurance Japan 2.142%
RECRUIT HOLDINGS Industrial Goods and Services Japan 2.128%
Itochu Corp. Industrial Goods and Services Japan 2.078%
Hitachi Ltd. Industrial Goods and Services Japan 2.078%
SONY GROUP CORP. Consumer Products and Services Japan 2.007%
Nippon Telegraph & Telephone C Telecommunications Japan 2.005%
Keyence Corp. Industrial Goods and Services Japan 2.001%
Nintendo Co. Ltd. Consumer Products and Services Japan 1.997%
Shin-Etsu Chemical Co. Ltd. Chemicals Japan 1.960%
Mitsubishi Corp. Industrial Goods and Services Japan 1.956%

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

4Based on the composition as of June 28, 2024