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ISTOXX INDICES

iSTOXX Global ESG Trend Select 30

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Index Description

The iSTOXX Global ESG Trend Select 30 Index tracks the performance of 30 liquid stocks with low volatility and high dividend yield, that have improved or maintained their ESG performance in the last year. Companies that are in contravention of the UN Global Compact Principles or are involved in Controversial Weapons activities, as identified by ISS ESG, are excluded. Companies involved in Adult Entertainment, Gambling, Conventional Oil ; Gas, Unconventional Oil ; Gas (Arctic Oil and Gas Exploration, Oil Sands and Shale Energy), Nuclear Power, Thermal Coal, Tobacco, Weapons (Small Arms and Military Contracting), Aerospace and Defense are also excluded. An additional filter excludes poor ESG performers from the index. Industry and country neutrality filters are applied to ensure diversification. Index Guides, Benchmark statement, and other reports are available under the Data tab.

Key facts

  • Selection of 30 liquid stocks with low volatility and high dividend yield from a range of companies that have improved or maintained their ESG performance in the previous year
  • Liquidity filter ensures replicability.
  • Companies are Global Standards Screening-compliant and are not involved in Controversial Weapons.
  • Product involvement filters are applied.
  • Companies with the lowest ESG scores are filtered out.

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 Global ESG Trend Select 30 N/A 1.1 0.0 0.0 0.0 0.0 4.5 2.7 402.5
STOXX Global 1800 79,635.2 73,171.5 40.6 12.1 3,567.6 0.5 4.9 0.0 5.3

Supersector weighting (top 10)

Created with Highcharts 9.3.3Chart title15.9% Telecommunications13.8% Health Care13.3% Banks12.2% Real Estate9.8% Food, Beverage and Tobacco9.2% Industrial Goods and Services7.5% Utilities6% Insurance3.2% Technology3.1% Financial ServicesHighcharts.com

Country weighting

Created with Highcharts 9.3.3Chart title15.3% France12.5% UK10.3% Italy10.2% Spain9.5% Singapore8.6% USA7.5% Switzerland6.3% Australia5.7% Japan4% NorwayHighcharts.com

Risk and return figures1

Index returns Return (%) Annualized return (%)
Last month YTD 1Y 3Y 5Y Last month YTD 1Y 3Y 5Y
iSTOXX Global ESG Trend Select 30 4.5 4.5 5.7 2.6 10.4 N/A N/A 5.8 0.9 2.0
STOXX Global 1800 3.5 3.5 19.2 24.6 61.4 N/A N/A 19.5 7.7 10.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global ESG Trend Select 30 N/A N/A 10.9 11.8 15.1 N/A N/A 0.2 -0.1 0.0
STOXX Global 1800 N/A N/A 11.1 15.0 18.1 N/A N/A 1.2 0.4 0.5
Index to benchmark Correlation Tracking error (%)
iSTOXX Global ESG Trend Select 30 0.4 0.4 0.4 0.6 0.7 12.0 12.0 11.8 12.4 12.9
Index to benchmark Beta Annualized information ratio
iSTOXX Global ESG Trend Select 30 0.4 0.4 0.4 0.5 0.6 1.0 1.0 -1.1 -0.6 -0.7

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

2Based on EURIBOR1M

(USD, Net Return), all data as of January 31, 2025

ISTOXX INDICES

iSTOXX Global ESG Trend Select 30

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 Trend Select 30 14.5 12.0 13.2 13.2 1.4 5.6 1.2 17.7
STOXX Global 1800 24.6 21.2 22.7 22.7 0.1 1.7 2.4 12.8

Performance and annual returns

Created with Highcharts 9.3.3Chart titleiSTOXX Global ESG Trend Select 30201320142015201620172018201920202021202220232024202550100150200250Highcharts.com
Created with Highcharts 9.3.3Chart titleiSTOXX Global ESG Trend Select 30STOXX Global 180020182019202020212022202320242025-250255075Highcharts.com

Methodology

The iSTOXX Global ESG Trend Select 30 Index tracks the performance of 30 liquid stocks with low volatility and high dividend yield, that have improved or maintained their ESG performance in the last year. Companies that are in contravention of the UN Global Compact Principles or are involved in Controversial Weapons activities, as identified by ISS ESG, are excluded. Companies involved in Adult Entertainment, Gambling, Conventional Oil ; Gas, Unconventional Oil ; Gas (Arctic Oil and Gas Exploration, Oil Sands and Shale Energy), Nuclear Power, Thermal Coal, Tobacco, Weapons (Small Arms and Military Contracting), Aerospace and Defense are also excluded. An additional filter excludes poor ESG performers from the index. Industry and country neutrality filters are applied to ensure diversification.
Index Guides, Benchmark statement, and other reports are available under the Data tab.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0487086123 IXGESGTN .IXGESGTN
Price EUR CH0487086115 IXGESGTP IXGESGTP INDEX .IXGESGTP
Gross Return EUR CH0487086131 IXGESGTG .IXGESGTG
Gross Return USD CH0487086107 IXGESGTU .IXGESGTU
Price USD CH0487086149 IXGESGTL .IXGESGTL
Net Return USD CH0487086099 IXGESGTV .IXGESGTV

Quick Facts

Weighting Inverse Volatility weighted
Cap Factor 0.1
No. of components 30
Review frequency Quarterly
Calculation/distribution dayend
Calculation hours 22:15:00 22:15:00
Base value/base date 100 as of Mar. 19, 2012
History Available from Mar. 19, 2012
Inception date Jul. 24, 2019
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
ORANGE Telecommunications France 4.457%
SANOFI Health Care France 4.263%
TELENOR Telecommunications Norway 3.970%
NESTLE Food, Beverage and Tobacco Switzerland 3.925%
ITALGAS Utilities Italy 3.907%
TELUS Telecommunications Canada 3.877%
CREDIT AGRICOLE Banks France 3.640%
TELEFONICA Telecommunications Spain 3.603%
Redeia Corporacion Utilities Spain 3.598%
ROCHE HLDG P Health Care Switzerland 3.573%

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

4Based on the composition as of January 31, 2025

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.