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ISTOXX INDICES

iSTOXX Japan 600 BDFG ESG

Index Description

The iSTOXX Japan 600 BDFG ESG Index components will have the components of the parent STOXX Japan 600 Index as of the review effective date excluding the stocks in the BDF Gestion exclusion lists. These are companies that do not meet BDF Gestion’s ESG and climate criteria. The exclusion lists will be provided to STOXX on the Wednesday before the second Friday of April and October.

Key facts

  • ESG and Climate screens are applied to ensure indices meet BDF Gestion’s ESG and Climate criteria.
  • Indices are reviewed on a semi-annual basis in April and October.
  • Components weights are capped monthly at 10%.

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 Japan 600 BDFG ESG 3,720.3 3,194.6 9.3 3.0 114.8 0.7 3.6 0.0 1.6
STOXX Japan 600 5,347.6 4,579.6 7.6 2.4 199.1 0.6 4.3 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 Japan 600 BDFG ESG -1.2 10.3 20.0 N/A N/A N/A N/A 19.9 N/A N/A
STOXX Japan 600 -1.6 8.8 17.4 12.3 27.7 N/A N/A 17.6 4.0 5.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Japan 600 BDFG ESG N/A N/A 23.1 23.1 23.1 N/A N/A 0.8 0.8 0.8
STOXX Japan 600 N/A N/A 23.0 19.3 18.9 N/A N/A 0.7 0.1 0.2
Index to benchmark Correlation Tracking error (%)
iSTOXX Japan 600 BDFG ESG 1.0 1.0 1.0 1.0 1.0 2.1 2.3 2.2 2.2 2.2
Index to benchmark Beta Annualized information ratio
iSTOXX Japan 600 BDFG ESG 1.1 1.0 1.0 1.4 1.5 2.6 1.1 1.4 1.4 1.4

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of October 31, 2024

ISTOXX INDICES

iSTOXX Japan 600 BDFG ESG

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 Japan 600 BDFG ESG 13.5 16.3 13.0 13.0 1.5 2.0 1.3 26.4
STOXX Japan 600 12.8 14.7 12.3 12.3 1.4 1.9 1.0 24.0

Performance and annual returns

Methodology

The index track the performance of a selection of STOXX Japan 600 Index after a customized BDF Gestion exclusion list is applied.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1213359347 ISX6JER ISX6JER INDEX .ISX6JER
Price EUR CH1213359339 ISX6JEP ISX6JEP INDEX .ISX6JEP
Gross Return EUR CH1213359354 ISX6JEGR .ISX6JEGR
Net Return USD CH1213359370 ISX6JEV .ISX6JEV
Price USD CH1213359362 ISX6JEL .ISX6JEL
Gross Return USD CH1213359388 ISX6JEGV .ISX6JEGV

Quick Facts

Weighting Free Float Market Capitalization
Cap Factor 0.1
No. of components Variable
Review frequency Semi-Annually(April and October)
Calculation/distribution End of day
Calculation hours 22:15:00 22:15:00
Base value/base date 1000 as of October. 31, 2023
History Available from Oct. 31, 2023
Inception date December. 21, 2023
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 Japan 600 BDFG ESG

Top 10 Components4

Company Supersector Country Weight
Mitsubishi UFJ Financial Group Banks Japan 3.593%
Hitachi Ltd. Industrial Goods and Services Japan 3.444%
SONY GROUP CORP. Consumer Products and Services Japan 3.218%
RECRUIT HOLDINGS Industrial Goods and Services Japan 2.747%
Sumitomo Mitsui Financial Grou Banks Japan 2.449%
Fast Retailing Co. Ltd. Retail Japan 2.321%
Shin-Etsu Chemical Co. Ltd. Chemicals Japan 2.181%
Tokio Marine Holdings Inc. Insurance Japan 2.085%
Softbank Group Corp. Telecommunications Japan 1.876%
Daiichi Sankyo Co. Ltd. Health Care Japan 1.836%

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

4Based on the composition as of October 31, 2024