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ISTOXX INDICES

iSTOXX Global ESG 120

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Index Description

The iSTOXX Global ESG 120 is a composite index obtained by rebalancing the iSTOXX Global ESG Eurozone Leg Equal Weight, the iSTOXX Global ESG US Leg Equal Weight and the iSTOXX Global ESG Japan Leg Equal Weight indices respectively to 60%, 30% and 10% on a daily basis. This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines.Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy. Index Guides, Benchmark statement, and other reports are available under the Data tab.

Key facts

  • Rebalances daily between 3 indices
  • The 3 indices start from ESG-X universes
  • They avoid investments in companies involved in unconventional oil & gas
  • They select the largest companies from a list of top ESG performers

Descriptive Statistics

Index Market Cap (EUR ) Components (EUR ) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Global ESG 120 N/A N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Global 1800 ESG-X N/A N/A N/A N/A N/A N/A N/A N/A N/A

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
iSTOXX Global ESG 120 -2.0 17.3 29.9 24.1 69.8 N/A N/A 33.6 8.3 12.4
STOXX Global 1800 ESG-X 0.5 18.7 31.1 28.8 85.5 N/A N/A 31.5 8.9 13.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global ESG 120 N/A N/A 9.8 13.4 17.2 N/A N/A 2.7 0.5 0.6
STOXX Global 1800 ESG-X N/A N/A 11.4 14.4 17.5 N/A N/A 2.3 0.5 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX Global ESG 120 0.8 0.8 0.8 0.8 0.9 6.5 7.6 7.3 9.5 9.4
Index to benchmark Beta Annualized information ratio
iSTOXX Global ESG 120 0.6 0.7 0.7 0.7 0.8 -3.3 0.4 0.4 -0.2 -0.2

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

2Based on EURIBOR1M

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

ISTOXX INDICES

iSTOXX Global ESG 120

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 Global ESG 120 N/A N/A N/A N/A N/A N/A N/A N/A
STOXX Global 1800 ESG-X N/A N/A N/A N/A N/A N/A N/A N/A

Performance and annual returns

Methodology

The iSTOXX Global ESG 120 is a composite index obtained by rebalancing the iSTOXX Global ESG Eurozone Leg Equal Weight, the iSTOXX Global ESG US Leg Equal Weight and the iSTOXX Global ESG Japan Leg Equal Weight indices respectively to 60%, 30% and 10% on a daily basis.

This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines.Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy.
Index Guides, Benchmark statement, and other reports are available under the Data tab.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH1105446327 IXGE12GR IXGE12GR INDEX .IXGE12GR
Net Return EUR CH1105446343 IXGE12NR nan .IXGE12NR
Price EUR CH1105447184 IXGE12P IXGE12P INDEX .IXGE12P

Quick Facts

Weighting 60% EU leg, 30% US leg, 10% JP leg
Cap Factor n.a.
No. of components 120
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 09:00:00 22:30:00
Base value/base date 1000 as of Mar. 16, 2012
History Available since Mar. 16, 2012
Inception date Jun. 04, 2021
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

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.