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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX Global Family Owned ESG Company

Index Description

The iSTOXX Global Family Owned ESG Company index tracks the performance of the largest Global 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 Global Family Owned ESG Company N/A 1.1 0.0 0.0 0.0 0.0 4.5 0.2 28.2
STOXX Global 1800 71,892.3 65,694.3 36.5 11.8 3,085.4 0.9 4.7 0.0 2.9

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 Family Owned ESG Company 2.4 4.1 11.6 2.9 N/A N/A N/A 11.7 1.0 N/A
STOXX Global 1800 4.5 9.6 25.2 21.5 84.3 N/A N/A 25.5 6.8 13.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global Family Owned ESG Company N/A N/A 11.8 15.3 15.2 N/A N/A 0.5 0.0 0.1
STOXX Global 1800 N/A N/A 10.3 14.9 17.9 N/A N/A 1.7 0.3 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX Global Family Owned ESG Company 0.8 0.7 0.8 0.9 0.9 5.4 7.3 7.2 7.9 7.9
Index to benchmark Beta Annualized information ratio
iSTOXX Global Family Owned ESG Company 0.8 0.8 0.9 0.9 0.6 -4.2 -1.7 -1.6 -0.7 -0.6

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

2Based on EURIBOR1M

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

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX Global 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 Global Family Owned ESG Company 19.5 17.6 18.8 18.8 3.2 2.3 1.4 21.9
STOXX Global 1800 23.8 19.1 21.9 21.9 3.2 2.5 2.1 5.8

Performance and annual returns

Methodology

The iSTOXX Global Family Owned ESG Company index tracks the performance of the largest Global 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
Net Return EUR CH0462362556 IXGLFONR IXGLFONR INDEX .IXGLFONR
Gross Return EUR CH0462362564 IXGLFOGR .IXGLFOGR
Price EUR CH0462362549 IXGLFOE .IXGLFOE
Price USD CH0462362572 IXGLFOL .IXGLFOL
Gross Return USD CH0462362598 IXGLFOGV IXGLFOGV INDEX .IXGLFOGV
Net Return USD CH0462362580 IXGLFOV IXGLFOV INDEX .IXGLFOV

Quick Facts

Weighting STOXX Equity - Price Weighted
Cap Factor 4%
No. of components 100
Review frequency Semi-Annual
Calculation/distribution Realtime 15 sec
Calculation hours 00:00:01 22:15:00
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.

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX Global Family Owned ESG Company

Top 10 Components4

Company Supersector Country Weight
WALMART INC. Retail USA 4.491%
Berkshire Hathaway Inc. Cl B Financial Services USA 4.246%
L'OREAL Consumer Products and Services France 4.157%
Nike Inc. Cl B Consumer Products and Services USA 3.991%
Comcast Corp. Cl A Telecommunications USA 3.954%
ROCHE HLDG P Health Care Switzerland 3.901%
HERMES INTERNATIONAL Consumer Products and Services France 3.849%
CIE FINANCIERE RICHEMONT Consumer Products and Services Switzerland 3.727%
Industria de Diseno Textil SA Retail Spain 3.598%
LVMH MOET HENNESSY Consumer Products and Services France 3.583%

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

4Based on the composition as of May 31, 2024