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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX Swiss Family Owned ESG Company

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Index Description

The iSTOXX Swiss Family Owned ESG Company index tracks the performance of the largest Swiss stocks that are classified as family-owned by the Centre of Family Entrepreneurship and Ownership (CeFEO). Companies that are non-compliant based on the ISS-ESG Norms Based Screening assessment or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco, Thermal Coal, Gambling, Pornography, Civilian Firearms, and Military Contracting.

Key facts

  • The index selects family-owned companies as defined by the Centre of Family Entrepreneurship and Ownership (CeFEO)
  • Screening provided by award-winning ESG data provider ISS-ESG
  • The index family comprises of Global, Eurozone, US and Swiss variants

Descriptive Statistics

Index Market Cap (USD bn) Components (USD bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Swiss Family Owned ESG Company N/A 1.1 0.1 0.0 0.2 0.0 20.9 0.4 28.6
iSTOXX Switzerland 15 1,412.8 1,349.4 90.0 53.3 247.2 23.4 18.3 1.7 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 Swiss Family Owned ESG Company -7.8 -0.6 15.6 -2.8 N/A N/A N/A 15.8 -1.0 N/A
iSTOXX Switzerland 15 -5.5 6.3 22.0 11.7 49.7 N/A N/A 22.3 3.8 8.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Swiss Family Owned ESG Company N/A N/A 15.7 20.2 19.4 N/A N/A 1.1 -0.1 0.1
iSTOXX Switzerland 15 N/A N/A 12.5 16.1 17.0 N/A N/A 1.6 0.2 0.5
Index to benchmark Correlation Tracking error (%)
iSTOXX Swiss Family Owned ESG Company 0.8 0.8 0.8 0.9 0.9 7.7 8.8 8.9 10.3 9.9
Index to benchmark Beta Annualized information ratio
iSTOXX Swiss Family Owned ESG Company 0.9 1.0 1.0 1.1 0.9 -3.7 -0.9 -0.6 -0.4 -0.5

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of October 31, 2024

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX Swiss Family Owned ESG Company

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 Swiss Family Owned ESG Company 21.7 20.6 21.7 21.7 3.5 3.0 1.4 20.5
iSTOXX Switzerland 15 14.5 17.2 14.5 14.5 3.6 3.8 2.7 20.3

Performance and annual returns

Methodology

The iSTOXX Swiss Family Owned ESG Company index tracks the performance of the largest Swiss stocks that are classified as family-owned by the Centre of Family Entrepreneurship and Ownership (CeFEO). Companies that are non-compliant based on the ISS-ESG Norms Based Screening assessment or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco, Thermal Coal, Gambling, Pornography, Civilian Firearms, and Military Contracting.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return CHF CH0462362531 IXCHFOGX .IXCHFOGX
Net Return CHF CH0462362523 IXCHFOX IXCHFOX INDEX .IXCHFOX
Price CHF CH0462362515 IXCHFOF .IXCHFOF
Net Return EUR CH0462362465 IXCHFONR .IXCHFONR
Gross Return EUR CH0462362473 IXCHFOGR .IXCHFOGR
Price EUR CH0462362457 IXCHFOE .IXCHFOE
Gross Return USD CH0462362507 IXCHFOGV .IXCHFOGV
Price USD CH0462362481 IXCHFOL .IXCHFOL
Net Return USD CH0462362499 IXCHFOV .IXCHFOV

Quick Facts

Weighting STOXX Equity - Price Weighted
Cap Factor 20%
No. of components Variable
Review frequency Semi-Annual
Calculation/distribution End of Day
Calculation hours 18:00:00 18:00:00
Base value/base date 100 as of March. 22, 2021
History Available from Mar. 22, 2021
Inception date November. 24, 2022
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
CIE FINANCIERE RICHEMONT Consumer Products and Services Switzerland 20.950%
ROCHE HLDG P Health Care Switzerland 20.319%
STRAUMANN Health Care Switzerland 11.720%
KUEHNE + NAGEL Industrial Goods and Services Switzerland 11.542%
SCHINDLER P Industrial Goods and Services Switzerland 11.425%
SWATCH BEARER Consumer Products and Services Switzerland 7.942%
BARRY CALLEBAUT Food, Beverage and Tobacco Switzerland 5.872%
STADLER RAIL AG Industrial Goods and Services Switzerland 2.251%
DKSH HOLDING Industrial Goods and Services Switzerland 2.235%
dorma+kaba Industrial Goods and Services Switzerland 1.542%

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

4Based on the composition as of October 31, 2024

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX Swiss Family Owned ESG Company

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.