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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX UK ESG Equal Weight

Index Description

The iSTOXX UK ESG Equal Weight Index aims to replicate an investment in the top 50% stocks in terms of ESG Risk Rating of the STOXX UK Total Market Index. Companies that are non-compliant according to Global Standards Screening (GSS) or are involved in Controversial Weapons activities, as identified by Sustainalytics, are not eligible. Additionally, the eligible companies should not be involved in Unconventional Oil and Gas, Tobacco production, Thermal Coal, Adult Entertainment and Gambling. The constituents are equally weighted, and the index is reviewed on a quarterly basis.

Key facts

  • Serves as benchmarks for the UK region.
  • High liquidity threshold ensures tradability.
  • Selects the largest securities that have low ESG Risk Rating.

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 UK ESG Equal Weight N/A 98.8 1.5 1.5 1.8 1.3 1.8 1.3 81.8
STOXX UK Total Market 2,885.3 2,673.1 9.1 1.8 225.9 0.1 8.5 0.0 N/A

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 UK ESG Equal Weight -1.2 4.8 15.2 1.0 25.7 N/A N/A 15.5 0.3 4.7
STOXX UK Total Market -0.9 9.8 14.7 27.5 36.2 N/A N/A 15.0 8.5 6.4
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX UK ESG Equal Weight N/A N/A 14.2 18.3 23.7 N/A N/A 0.9 -0.1 0.2
STOXX UK Total Market N/A N/A 10.2 14.4 19.4 N/A N/A 1.1 0.4 0.3
Index to benchmark Correlation Tracking error (%)
iSTOXX UK ESG Equal Weight 0.8 0.8 0.8 0.9 0.9 8.4 7.5 7.9 9.3 10.1
Index to benchmark Beta Annualized information ratio
iSTOXX UK ESG Equal Weight 1.3 1.2 1.2 1.1 1.1 -0.6 -1.3 0.1 -0.8 -0.1

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of June 28, 2024

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX UK ESG Equal Weight

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 UK ESG Equal Weight 23.0 14.7 19.3 19.3 1.6 4.1 1.3 5.9
STOXX UK Total Market 17.2 12.0 14.0 14.0 1.8 4.4 1.2 8.1

Performance and annual returns

Methodology

The iSTOXX UK ESG Equal Weight Index aims to replicate an investment in the top 50% stocks in terms of ESG Risk Rating of the STOXX UK Total Market Index. Companies that are non-compliant according to Global Standards Screening (GSS) or are involved in Controversial Weapons activities, as identified by Sustainalytics, are not eligible. Additionally, the eligible companies should not be involved in Unconventional Oil and Gas, Tobacco production, Thermal Coal, Adult Entertainment and Gambling.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0462361715 ISUKEWR .ISUKEWR
Price EUR CH0462361707 ISUKEWE .ISUKEWE
Gross Return EUR CH0462361723 ISUKEWGR .ISUKEWGR
Price GBP CH0462361731 ISUKEWH ISUKEWH INDEX .ISUKEWH
Gross Return GBP CH0462361756 ISUKEWGB ISUKEWGB INDEX .ISUKEWGB
Net Return GBP CH0462361749 ISUKEWB ISUKEWB INDEX .ISUKEWB

Quick Facts

Weighting Equal-Weighted
Cap Factor n.a.
No. of components Variable
Review frequency Quarterly
Calculation/distribution End of day
Calculation hours 18:00:00 18:00:00
Base value/base date 100 as of Mar. 24, 2014
History Available from Mar. 24, 2014
Inception date June. 01, 2022
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX UK ESG Equal Weight

Top 10 Components4

Company Supersector Country Weight
DS SMITH Industrial Goods and Services UK 1.832%
GAMES WORKSHOP Consumer Products and Services UK 1.712%
INVESTEC Banks UK 1.645%
HARGREAVES LANSDOWN Financial Services UK 1.620%
ITV Media UK 1.616%
SAGE GRP Technology UK 1.611%
BANK OF GEORGIA GROUP Banks UK 1.601%
WATCHES OF SWITZERLAND GROUP Consumer Products and Services UK 1.597%
PEARSON Media UK 1.591%
SOFTCAT Technology UK 1.579%

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

4Based on the composition as of June 28, 2024