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ISTOXX INDICES

iSTOXX Europe 600 ESG-X Water Depletion Tilted

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Index Description

The iSTOXX Europe 600 ESG-X Water Depletion Tilted Index tracks the performance of all of the STOXX Europe 600 ESG-X securities and the 10 largest Water Depletion securities from the STOXX Developed Markets Total Market Index, subject to country, liquidity and ESG screens. The index is reviewed quarterly in March, June, September, and December.

Key facts

  • The STOXX Europe 600 ESG-X companies account for 80% and the 10 Water Depletion (WD) companies account for 20% of the iSTOXX Europe 600 ESG-X Water Depletion Tilted Index.
  • Applies country, liquidity and ESG screens.
  • The index is reviewed quarterly in March, June, September, and December.

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 Europe 600 ESG-X Water Depletion Tilted N/A 3,071.9 5.4 1.5 96.4 0.3 3.1 0.0 N/A
STOXX Europe 600 ESG-X 12,251.3 9,827.4 17.6 6.2 325.6 1.1 3.3 0.0 4.4

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 Europe 600 ESG-X Water Depletion Tilted 2.0 11.1 15.1 16.7 45.3 N/A N/A 15.3 5.3 7.8
STOXX Europe 600 ESG-X 0.9 8.8 13.0 18.0 40.7 N/A N/A 13.2 5.7 7.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe 600 ESG-X Water Depletion Tilted N/A N/A 9.7 13.6 17.1 N/A N/A 1.2 0.2 0.4
STOXX Europe 600 ESG-X N/A N/A 10.4 14.5 17.6 N/A N/A 0.9 0.2 0.3
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe 600 ESG-X Water Depletion Tilted 1.0 1.0 1.0 1.0 1.0 3.8 2.7 2.7 3.4 3.7
Index to benchmark Beta Annualized information ratio
iSTOXX Europe 600 ESG-X Water Depletion Tilted 0.8 0.9 0.9 0.9 0.9 3.2 0.8 0.6 -0.2 0.1

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of November 29, 2024

ISTOXX INDICES

iSTOXX Europe 600 ESG-X Water Depletion Tilted

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 Europe 600 ESG-X Water Depletion Tilted 18.5 15.5 17.4 17.4 2.2 2.7 1.5 14.3
STOXX Europe 600 ESG-X 16.9 14.0 15.7 15.7 2.0 2.9 1.4 12.9

Performance and annual returns

Methodology

The iSTOXX Europe 600 ESG-X Water Depletion Tilted Index tracks the performance of all of the STOXX Europe 600 ESG-X securities and the 10 largest Water Depletion securities from the STOXX Developed Markets Total Market Index, subject to country, liquidity and ESG screens. The index is reviewed quarterly in March, June, September, and December.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1362042942 ISXSWDTR ISXSWDTR INDEX .ISXSWDTR
Price EUR CH1362042934 ISXSWDTP .ISXSWDTP
Gross Return EUR CH1362042959 ISXSWDTG .ISXSWDTG
Net Return USD CH1362042975 ISXSWDTV .ISXSWDTV
Gross Return USD CH1362042983 ISXSWDTZ .ISXSWDTZ
Price USD CH1362042967 ISXSWDTL .ISXSWDTL

Quick Facts

Weighting Price weighted with a weighting factor and capping factor
Cap Factor na
No. of components variable
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 100 as of Mar. 24, 2014
History Available since 24 Mar 2014
Inception date Sep. 30, 2024
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
Ecolab Inc. Chemicals USA 3.137%
Veralto Corp. Industrial Goods and Services USA 3.134%
XYLEM Industrial Goods and Services USA 2.981%
AMERICAN WATER WORKS Utilities USA 2.949%
NOVO NORDISK B Health Care Denmark 2.620%
ASML HLDG Technology Netherlands 2.117%
ZURN ELKAY WATER SOLUTIONS Industrial Goods and Services USA 1.975%
VEOLIA ENVIRONNEMENT Utilities France 1.917%
SAP Technology Germany 1.847%
NESTLE Food, Beverage and Tobacco Switzerland 1.733%

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

4Based on the composition as of November 29, 2024

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.