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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.

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.

The 3 sub-indices start from the corresponding ESG-X universe and exclude companies involved in unconventional oil & gas. They select the largest companies from a list of top ESG performers. The constituents are equal-weighted and the indices are reviewed on a quarterly basis.

The detailed methodology including the calculation formula can be found in our rulebook: http://www.stoxx.com/indices/rulebooks.html

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.

ISTOXX INDICES

iSTOXX Global ESG 120