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ISTOXX INDICES

iSTOXX USA Megatrends ESG 30

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Index Description

The iSTOXX USA Megatrends ESG 30 Index tracks companies that are exposed to a defined set of megatrends in the USA. The index constituents are linked to one or more of the following themes: Digitalization and Robotics, Infrastructure and Ecological Transition, Wellbeing, Demographic Transformation. Final index screens select largest stocks in terms of free-float market capitalization. Revere (RBICS) data allow a detailed breakdown of the revenue sources of the eligible companies, helping this index to select companies with substantial exposure to the respective themes.

Key facts

  • Selection of 30 largest stocks in terms of free-float market capitalization.
  • Index allows targeted investment in megatrends.
  • Detailed FactSet Revere data help select companies with a revenue exposure to sectors related and positively affected by these megatrends.

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 USA Megatrends ESG 30 7,596.3 7,384.5 246.2 214.6 487.7 82.7 6.6 1.1 41.4
STOXX USA 500 ESG-X 49,296.3 47,388.7 106.7 41.1 3,608.4 9.7 7.6 0.0 3.3

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 USA Megatrends ESG 30 5.6 25.4 32.8 28.5 102.0 N/A N/A 34.1 9.0 15.4
STOXX USA 500 ESG-X 6.6 29.2 35.4 36.7 114.4 N/A N/A 35.7 11.0 16.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX USA Megatrends ESG 30 N/A N/A 16.9 21.9 23.9 N/A N/A 1.5 0.3 0.5
STOXX USA 500 ESG-X N/A N/A 13.2 18.5 21.9 N/A N/A 2.1 0.4 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX USA Megatrends ESG 30 0.9 0.9 0.9 1.0 1.0 4.4 6.4 6.3 6.0 5.7
Index to benchmark Beta Annualized information ratio
iSTOXX USA Megatrends ESG 30 1.0 1.2 1.2 1.2 1.1 -2.7 -0.5 -0.3 -0.3 -0.2

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 USA Megatrends ESG 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 USA Megatrends ESG 30 38.5 25.3 36.5 36.5 8.4 1.8 4.4 28.3
STOXX USA 500 ESG-X 34.0 26.2 31.5 31.5 6.2 1.7 3.5 20.3

Performance and annual returns

Methodology

The iSTOXX USA Megatrends ESG 30 Index tracks companies that are exposed to a defined set of megatrends in the USA. The index constituents are linked to one or more of the following themes: Digitalization and Robotics, Infrastructure and Ecological Transition, Wellbeing, Demographic Transformation. Final index screens select largest stocks in terms of free-float market capitalization.

Revere (RBICS) data allow a detailed breakdown of the revenue sources of the eligible companies, helping this index to select companies with substantial exposure to the respective themes.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH1213353514 IXUSMVGR IXUSMVGR INDEX .IXUSMVGR
Net Return EUR CH1213353498 IXUSMVR .IXUSMVR
Price EUR CH1213353522 IXUSMVP IXUSMVP INDEX .IXUSMVP
Price USD CH1213353472 IXUSMVL IXUSMVL INDEX .IXUSMVL
Gross Return USD CH1213353506 IXUSMVGV IXUSMVGV INDEX .IXUSMVGV
Net Return USD CH1213353480 IXUSMVV .IXUSMVV

Quick Facts

Weighting Free-Float Market Capitalization
Cap Factor Min. 0.1% and Max. 6%
No. of components 30
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 22:15:00 15:30:00
Base value/base date 1000 as of March. 24, 2014
History Available from Mar. 24, 2014
Inception date November. 30, 2022
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
NVIDIA Corp. Technology USA 6.605%
Apple Inc. Technology USA 6.064%
UnitedHealth Group Inc. Health Care USA 5.903%
Home Depot Inc. Retail USA 5.762%
Microsoft Corp. Technology USA 5.645%
BROADCOM Technology USA 5.606%
Netflix Inc. Media USA 5.154%
SALESFORCE INC. Technology USA 4.330%
Oracle Corp. Technology USA 4.031%
Merck & Co. Inc. Health Care USA 3.489%

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.