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ISTOXX INDICES
iSTOXX USA 900 BDFG ESG
Index Description
The iSTOXX USA 900 BDFG ESG Index components will have the components of the parent STOXX USA 900 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 USA 900 BDFG ESG | 36,019.0 | 34,899.4 | 71.1 | 20.1 | 3,163.8 | 3.4 | 9.1 | 0.0 | 1.7 |
STOXX USA 900 | 49,909.7 | 48,038.4 | 53.3 | 15.1 | 3,163.8 | 2.3 | 6.6 | 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 USA 900 BDFG ESG | 1.4 | 22.6 | 35.4 | N/A | N/A | N/A | N/A | 35.5 | N/A | N/A |
STOXX USA 900 | 2.0 | 21.4 | 33.1 | 28.2 | 90.4 | N/A | N/A | 33.5 | 8.7 | 13.9 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
iSTOXX USA 900 BDFG ESG | N/A | N/A | 14.4 | 14.4 | 14.4 | N/A | N/A | 1.9 | 1.9 | 1.9 |
STOXX USA 900 | N/A | N/A | 13.4 | 18.1 | 21.9 | N/A | N/A | 2.0 | 0.3 | 0.5 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
iSTOXX USA 900 BDFG ESG | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 2.6 | 2.5 | 2.4 | 2.4 | 2.4 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
iSTOXX USA 900 BDFG ESG | 1.1 | 1.1 | 1.1 | 0.6 | 0.4 | -2.4 | 0.4 | 0.5 | 0.5 | 0.5 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(EUR, Price), all data as of October 31, 2024
ISTOXX INDICES
iSTOXX USA 900 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 USA 900 BDFG ESG | 30.1 | 24.7 | 27.7 | 27.7 | 5.9 | 1.2 | 3.5 | 27.6 |
STOXX USA 900 | 28.3 | 24.0 | 25.8 | 25.8 | 5.1 | 1.3 | 2.9 | 25.5 |
Performance and annual returns
Methodology
The index track the performance of a selection of STOXX USA 900 Index after a customized BDF Gestion exclusion list is applied.
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Net Return EUR | CH1213359164 | ISX9UER | ISX9UER INDEX | .ISX9UER |
Gross Return EUR | CH1213359172 | ISX9UEGR | .ISX9UEGR | |
Price EUR | CH1213359156 | ISX9UEP | ISX9UEP INDEX | .ISX9UEP |
Net Return USD | CH1213359198 | ISX9UEV | .ISX9UEV | |
Gross Return USD | CH1213359206 | ISX9UEGV | .ISX9UEGV | |
Price USD | CH1213359180 | ISX9UEL | .ISX9UEL |
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. 22, 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 USA 900 BDFG ESG
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
Apple Inc. | Technology | USA | 9.065% |
NVIDIA Corp. | Technology | USA | 8.620% |
Microsoft Corp. | Technology | USA | 7.972% |
META PLATFORMS CLASS A | Technology | USA | 3.273% |
ALPHABET CLASS C | Technology | USA | 2.546% |
BROADCOM | Technology | USA | 2.086% |
Eli Lilly & Co. | Health Care | USA | 1.869% |
TESLA | Automobiles and Parts | USA | 1.832% |
JPMorgan Chase & Co. | Banks | USA | 1.666% |
UnitedHealth Group Inc. | Health Care | USA | 1.376% |
3Net dividend yield is calculated as net return index return minus price index return
4Based on the composition as of October 31, 2024