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ISTOXX INDICES

iSTOXX Global Low Carbon ex-Controversial Activities Select 30

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Index Description

The iSTOXX Global Low Carbon ex-Controversial Activities Select 30 Index selects 30 liquid companies with low volatilities and high dividend yields from the underlying index, the STOXX Global 1800 Index. Only companies with the lowest 70% carbon intensity figures in the underlying index are considered for selection. Companies are excluded from the selection list if they breach the Global Standards Screening or are involved in controversial weapons. Further product involvement screens are applied; Conventional and Unconventional Oil & Gas, Thermal Coal, Tobacco, Nuclear Power, Weapons (Small Arms and Military Contracting), Gambling, Adult Entertainment, Aerospace and Defence. The remaining companies are ranked in descending order of their dividend yields, and 150 with the highest ranks are used to select companies with the lowest volatilities.

Key facts

  • A selection of 30 liquid stocks with low volatilities and high dividend yields
  • Constituents are selected from a pool of companies with the lowest emission intensity figures
  • Companies are Global Standards Screening compliant, and are not involved in controversial weapons
  • Further product involvement filters are applied

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 Low Carbon ex-Controversial Activities Select 30 N/A 1.0 0.0 0.0 0.1 0.0 5.1 2.2 164.8
STOXX Global 1800 78,940.6 72,718.1 40.4 12.3 3,608.4 0.8 5.0 0.0 2.5

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 Global Low Carbon ex-Controversial Activities Select 30 -1.5 10.0 16.7 24.8 14.9 N/A N/A 17.0 7.7 2.8
STOXX Global 1800 4.6 22.1 28.1 29.5 81.3 N/A N/A 28.6 9.1 12.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global Low Carbon ex-Controversial Activities Select 30 N/A N/A 10.4 11.7 15.4 N/A N/A 1.2 0.4 0.1
STOXX Global 1800 N/A N/A 10.7 15.2 18.0 N/A N/A 2.0 0.4 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX Global Low Carbon ex-Controversial Activities Select 30 -0.1 0.4 0.4 0.7 0.7 15.4 11.2 11.1 11.7 12.1
Index to benchmark Beta Annualized information ratio
iSTOXX Global Low Carbon ex-Controversial Activities Select 30 -0.1 0.4 0.4 0.5 0.6 -4.8 -1.1 -0.9 -0.2 -0.9

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of November 29, 2024

ISTOXX INDICES

iSTOXX Global Low Carbon ex-Controversial Activities 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 Low Carbon ex-Controversial Activities Select 30 11.8 9.9 11.0 11.0 0.9 7.3 0.6 10.0
STOXX Global 1800 25.8 21.2 23.8 23.8 3.6 2.4 2.4 25.6

Performance and annual returns

Methodology

The iSTOXX Global Low Carbon ex-Controversial Activities Select 30 Index is based on the STOXX Global 1800 Index. Only companies with the lowest 70% carbon emission figures in the underlying index are considered for selection.


STOXX will exclude companies that Sustainalytics considers to be non-compliant with the Global Standards Screening, and companies involved in controversial weapons. Furthermore, companies involved in Weapons (Small Arms and Military Contracting), Conventional Oil & Gas, Unconventional Oil & Gas, Thermal Coal, Nuclear Power, Tobacco, Gambling, Adult Entertainment, Aerospace and Defence are also excluded.


The remaining companies are ranked in descending order of their dividend yields. The top ranking 150 companies are used to select 30 with the lowest volatilities � with some industry, country and regional constraints.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH0465755566 IXGLCSP IXGLCSP INDEX .IXGLCSP
Net Return EUR CH0465755616 IXGLCSN IXGLCSN INDEX .IXGLCSN
Gross Return EUR CH0465755632 IXGLCSG IXGLCSG INDEX .IXGLCSG
Net Return USD CH0465755533 IXGLCSV .IXGLCSV
Price USD CH0465755558 IXGLCSL .IXGLCSL
Gross Return USD CH0465755582 IXGLCSU .IXGLCSU

Quick Facts

Weighting Inverse Volatility
Cap Factor Maximum 10%
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 since Mar. 19, 2012
Inception date Apr. 01, 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
KPN Telecommunications Netherlands 5.093%
United Overseas Bank Ltd. Banks Singapore 4.598%
Bank of Nova Scotia Banks Canada 4.577%
Oversea-Chinese Banking Corp. Banks Singapore 4.294%
ASSICURAZIONI GENERALI Insurance Italy 3.984%
Toronto-Dominion Bank Banks Canada 3.921%
TELUS Telecommunications Canada 3.837%
ORANGE Telecommunications France 3.774%
DAIWA HOUSE REIT INVESTMENT Real Estate Japan 3.682%
KLEPIERRE Real Estate France 3.660%

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

4Based on the composition as of November 29, 2024

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.