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THEME INDICES

ISS STOXX Developed World Biodiversity Focus SRI

Index Description

The ISS STOXX Developed World Biodiversity Focus SRI indices track the performance of a selection of STOXX Indices companies after a set of compliance, ESG involvement screens, biodiversity screens, and overall impact on biodiversity and environmental UN Sustainable Development Goals (SDGs) objectives are applied. 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 Palm Oil, GMO Agriculture, Hazardous Pesticides, Animal Welfare, Fur Involvement, Tobacco, Adult Entertainment, Alcohol, Gambling, Thermal Coal, Unconventional Oil & Gas, Fossil Fuels, Nuclear Power, Civilian Firearms, and Military Contracting. Companies are also screened for their ESG Rating. Furthermore, only companies in the top 80% rank of Potentially Disappeared Fraction of species over Enterprise Value including Cash (PDF/EVIC) scores based on ISS ESG Biodiversity Impact Assessment Tool (BIAT), as well as the top 80% rank of biodiversity-related ISS ESG SDG Impact Rating aggregated score within each ICB Sector of the universe are selected.

Key facts

  • Comprehensive framework designed to take into account the biodiversity topic.
  • Screens to exclude companies causing harm to biodiversity.
  • Biodiversity metric (Potentially Disappeared Fraction of species) to select companies making efforts to reduce their biodiversity footprint.
  • Exposure to companies providing biodiversity solutions (increase exposure to biodiversity-related SDGs).
  • Carbon intensities reduction by more than 30%.
  • SFDR Article 8 compliant.

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
ISS STOXX Developed World Biodiversity Focus SRI N/A 1,073.4 1.6 0.5 77.0 0.0 7.2 0.0 29.0
STOXX Developed World 73,665.6 66,974.7 41.1 13.3 3,321.0 0.1 5.0 0.0 2.4

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
ISS STOXX Developed World Biodiversity Focus SRI 2.4 11.8 21.7 N/A N/A N/A N/A 21.8 N/A N/A
STOXX Developed World 2.1 12.0 20.7 22.4 77.0 N/A N/A 20.8 7.0 12.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
ISS STOXX Developed World Biodiversity Focus SRI N/A N/A 10.1 13.3 13.3 N/A N/A 1.7 1.3 1.3
STOXX Developed World N/A N/A 10.0 14.9 18.0 N/A N/A 1.6 0.3 0.6
Index to benchmark Correlation Tracking error (%)
ISS STOXX Developed World Biodiversity Focus SRI 1.0 1.0 1.0 1.0 1.0 2.2 2.0 1.9 1.9 1.9
Index to benchmark Beta Annualized information ratio
ISS STOXX Developed World Biodiversity Focus SRI 1.1 1.0 1.0 0.8 0.5 2.1 -0.2 0.5 0.4 0.4

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of June 28, 2024

THEME INDICES

ISS STOXX Developed World Biodiversity Focus SRI

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
ISS STOXX Developed World Biodiversity Focus SRI 25.4 20.1 23.4 23.4 3.7 2.2 2.2 21.5
STOXX Developed World 24.7 19.8 22.7 22.7 3.4 2.3 2.2 25.3

Performance and annual returns

Methodology

The ISS STOXX Developed World Biodiversity Focus SRI indices track the performance of a selection of STOXX Indices companies after a set of compliance, ESG involvement screens, biodiversity screens, and overall impact on biodiversity and environmental UN Sustainable Development Goals (SDGs) objectives are applied.
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 Palm Oil, GMO Agriculture, Hazardous Pesticides, Animal Welfare, Fur Involvement, Tobacco, Adult Entertainment, Alcohol, Gambling, Thermal Coal, Unconventional Oil & Gas, Fossil Fuels, Nuclear Power, Civilian Firearms, and Military Contracting. Companies are also screened for their ESG Rating.
Furthermore, only companies in the top 80% rank of Potentially Disappeared Fraction of species over Enterprise Value including Cash (PDF/EVIC) scores based on ISS ESG Biodiversity Impact Assessment Tool (BIAT) as well as the top 80% rank of biodiversity-related ISS ESG SDG Impact Rating aggregated score within each ICB Sector of the universe are selected.
If the GHG intensity reduction is not at least 50% versus the parent index, companies will be excluded by descending order of carbon intensity until the 30% reduction is reached.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH1213355824 SDBIOSGR .SDBIOSGR
Price EUR CH1213355832 SDBIOSP .SDBIOSP
Net Return EUR CH1213355816 SDBIOSR SDBIOSR INDEX .SDBIOSR
Net Return USD CH1213355782 SDBIOSV SDBIOSV INDEX .SDBIOSV
Gross Return USD CH1213355790 SDBIOSGV .SDBIOSGV
Price USD CH1213355808 SDBIOSL .SDBIOSL

Quick Facts

Weighting Price weighted
Cap Factor 0.08
No. of components Variable
Review frequency Quarterly
Calculation/distribution Realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 100 as of September. 19, 2022
History Available from Sep. 19, 2022
Inception date July. 04, 2023
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

THEME INDICES

ISS STOXX Developed World Biodiversity Focus SRI

Top 10 Components4

Company Supersector Country Weight
Microsoft Corp. Technology USA 7.173%
Apple Inc. Technology USA 6.618%
NVIDIA Corp. Technology USA 6.564%
Eli Lilly & Co. Health Care USA 1.867%
JPMorgan Chase & Co. Banks USA 1.720%
VISA Inc. Cl A Industrial Goods and Services USA 1.405%
Home Depot Inc. Retail USA 1.253%
MasterCard Inc. Cl A Industrial Goods and Services USA 1.242%
UnitedHealth Group Inc. Health Care USA 1.136%
NOVO NORDISK B Health Care Denmark 1.122%

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

4Based on the composition as of June 28, 2024