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ISTOXX INDICES
EURO iSTOXX BDFG ESG
Index Description
The EURO iSTOXX BDFG ESG Index components will have the components of the parent EURO STOXX 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 | |
EURO iSTOXX BDFG ESG | 6,371.7 | 4,615.4 | 19.7 | 7.3 | 248.2 | 1.4 | 5.4 | 0.0 | 2.4 |
EURO STOXX | 7,369.3 | 5,358.4 | 18.0 | 6.7 | 248.2 | 1.3 | 4.6 | 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 | |
EURO iSTOXX BDFG ESG | -3.3 | 9.1 | 21.7 | N/A | N/A | N/A | N/A | 21.9 | N/A | N/A |
EURO STOXX | -3.2 | 7.8 | 20.2 | 13.8 | 43.4 | N/A | N/A | 20.4 | 4.4 | 7.6 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
EURO iSTOXX BDFG ESG | N/A | N/A | 12.0 | 12.0 | 12.0 | N/A | N/A | 1.6 | 1.6 | 1.6 |
EURO STOXX | N/A | N/A | 11.8 | 16.8 | 19.6 | N/A | N/A | 1.6 | 0.2 | 0.3 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
EURO iSTOXX BDFG ESG | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 0.9 | 0.8 | 0.8 | 0.8 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
EURO iSTOXX BDFG ESG | 1.1 | 1.0 | 1.0 | 0.5 | 0.4 | -0.9 | 1.8 | 1.5 | 1.5 | 1.5 |
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
EURO iSTOXX 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 | ||
EURO iSTOXX BDFG ESG | 16.9 | 14.7 | 15.3 | 15.3 | 1.9 | 3.0 | 1.5 | 22.0 |
EURO STOXX | 16.5 | 13.6 | 14.6 | 14.6 | 1.7 | 3.0 | 1.1 | 19.8 |
Performance and annual returns
Methodology
The index track the performance of a selection of EURO STOXX Index after a customized BDF Gestion exclusion list is applied.
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Price EUR | CH1213358919 | ISXXEP | ISXXEP INDEX | .ISXXEP |
Net Return EUR | CH1213358927 | ISXXER | ISXXER INDEX | .ISXXER |
Gross Return EUR | CH1213358935 | ISXXEGR | .ISXXEGR | |
Price USD | CH1213358943 | ISXXEL | .ISXXEL | |
Net Return USD | CH1213358950 | ISXXEV | .ISXXEV | |
Gross Return USD | CH1213358968 | ISXXEGV | .ISXXEGV |
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 | 18:00:00 18:00:00 |
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. |
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
ASML HLDG | Technology | Netherlands | 5.378% |
SAP | Technology | Germany | 4.749% |
LVMH MOET HENNESSY | Consumer Products and Services | France | 3.377% |
SCHNEIDER ELECTRIC | Industrial Goods and Services | France | 2.958% |
SIEMENS | Industrial Goods and Services | Germany | 2.907% |
ALLIANZ | Insurance | Germany | 2.456% |
SANOFI | Health Care | France | 2.420% |
DEUTSCHE TELEKOM | Telecommunications | Germany | 2.159% |
AIR LIQUIDE | Chemicals | France | 2.063% |
L'OREAL | Consumer Products and Services | France | 1.802% |
3Net dividend yield is calculated as net return index return minus price index return
4Based on the composition as of October 31, 2024