iSTOXX^® US ESG 100

The EURO iSTOXX BDFG ESG Index components will have the components of the parent EURO STOXX Index as of the review effective date excluding the stocks in the BDF Gestion exclusion lists. These are companies that do not meet BDF Gestion’s ESG and climate criteria. The exclusion lists will be provided to STOXX on the Wednesday before the second Friday of April and October.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

The ISS STOXX Emerging Markets ESG Climbers Index selects securities from the STOXX Emerging Markets universe that consistently improve their ESG performance, with standardized ESG exclusion screens applied for ISS ESG Norms Based Screening assessment, a set of definitions for Controversial Weapons, Tobacco, Thermal Coal, Unconventional Oil & Gas, Civilian Firearms and Military Equipment. The objective is to select such companies that are on trajectory to become ESG leaders in the future, based on whether their ISS ESG Corporate Ratings Overall Numeric Scores have improved at least 3 times over the past 5 years in case of new constituents and 2 times in case of existing constituents. The methodology also removes securities whose issuers are poor ESG performers, where their ISS ESG Corporate Ratings Overall Numeric Score is lower than 1.75. Securities whose issuers do not receive ESG Rating as of the effective review are also excluded.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

Companies that measure their environmental risk are better equipped to mitigate those risks. Those that are transparent about it and disclose this information provide critical insights to change market behavior. The STOXX Reported Low Carbon Indices cover only stocks with available reported carbon intensity data from companies, which are publicly committed to disclose their carbon emissions. These indices cover the regions Global, Europe, Eurozone and the USA. The indices have a variable number of components, and are price weighted with a weight factor based on the free-float market cap multiplied by the corresponding Z-score carbon intensity factor of each constituent. Components with lower carbon intensities are overweighted, while those with higher carbon emission are underweighted. The indices also exlcude companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

STOXX uses  ISS ESG as reliable and professional data sources for the estimated and reported data. Data considered comprise Scope 1 (All direct GHG emissions) and Scope 2 (Indirect GHG emissions from consumption of purchased electricity, heat or steam) emissions.

STOXX calculates a comprehensive family of Low Carbon Indices. Click here to see all available indices.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

STOXX ESG Target indices aim to provide a strong ESG tilt to the benchmark index while maintaining low tracking error of the benchmark index. The weight of each constituent security is determined through an optimization process that is designed to ensure diversification and uses Axioma's Risk Models and Optimizer. Companies that are non-compliant based on the ISS ESG’ Norms-based research assessment or are involved in controversial weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in tobacco production and distribution, thermal coal extraction and power generation, small arms manufacturing, military contracting, unconventional oil and gas exploration and production, high ESG risk, and ESG controversies.

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.

Index Guides, Benchmark statement, and other reports are available under the Data tab.