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ISTOXX INDICES
iSTOXX France BDFG ESG FCPE
Index Description
The iSTOXX France BDFG ESG FCPE Index components will have the components of the parent STOXX France Total Market 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 France BDFG ESG FCPE | 2,617.8 | 1,767.6 | 13.9 | 1.9 | 155.8 | 0.0 | 8.8 | 0.0 | 1.4 |
STOXX France Total Market | 2,752.8 | 1,849.3 | 12.2 | 1.6 | 155.8 | 0.0 | 8.4 | 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 France BDFG ESG FCPE | -3.7 | -0.9 | 8.5 | N/A | N/A | N/A | N/A | 8.6 | N/A | N/A |
STOXX France Total Market | -3.6 | -1.0 | 8.3 | 5.9 | 23.1 | N/A | N/A | 8.4 | 2.0 | 4.3 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
iSTOXX France BDFG ESG FCPE | N/A | N/A | 12.5 | 12.5 | 12.5 | N/A | N/A | 0.6 | 0.6 | 0.6 |
STOXX France Total Market | N/A | N/A | 12.4 | 16.8 | 20.2 | N/A | N/A | 0.6 | 0.0 | 0.2 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
iSTOXX France BDFG ESG FCPE | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 0.2 | 0.3 | 0.2 | 0.2 | 0.2 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
iSTOXX France BDFG ESG FCPE | 1.0 | 1.0 | 1.0 | 0.5 | 0.4 | -3.9 | 0.6 | 0.9 | 0.9 | 0.9 |
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 France BDFG ESG FCPE
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 France BDFG ESG FCPE | -2.7 | 14.6 | 15.9 | 15.9 | 2.8 | 2.5 | 1.4 | 13.7 |
STOXX France Total Market | -0.1 | 14.4 | 16.0 | 16.0 | 2.7 | 2.5 | 1.3 | 13.9 |
Performance and annual returns
Methodology
The index track the performance of a selection of STOXX France Total Market Index after a customized BDF Gestion exclusion list is applied.
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Price EUR | CH1213358851 | ITCFREP | ITCFREP INDEX | .ITCFREP |
Gross Return EUR | CH1213358877 | ITCFREGR | .ITCFREGR | |
Net Return EUR | CH1213358869 | ITCFRER | ITCFRER INDEX | .ITCFRER |
Gross Return USD | CH1213358901 | ITCFREGV | .ITCFREGV | |
Price USD | CH1213358885 | ITCFREL | .ITCFREL | |
Net Return USD | CH1213358893 | ITCFREV | .ITCFREV |
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. |
ISTOXX INDICES
iSTOXX France BDFG ESG FCPE
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
LVMH MOET HENNESSY | Consumer Products and Services | France | 8.817% |
TOTALENERGIES | Energy | France | 7.786% |
SCHNEIDER ELECTRIC | Industrial Goods and Services | France | 7.725% |
SANOFI | Health Care | France | 6.320% |
AIR LIQUIDE | Chemicals | France | 5.386% |
L'OREAL | Consumer Products and Services | France | 4.705% |
AIRBUS | Industrial Goods and Services | France | 4.666% |
SAFRAN | Industrial Goods and Services | France | 4.446% |
HERMES INTERNATIONAL | Consumer Products and Services | France | 4.122% |
BNP PARIBAS | Banks | France | 3.790% |
3Net dividend yield is calculated as net return index return minus price index return
4Based on the composition as of October 31, 2024