STOXX^® Europe ESG Environmental Leaders Diversification Select 30 EUR

The STOXX Europe Sustainability Diversification Select 30 EUR Index captures the performance of stocks with low correlation, low volatility and high dividends from the STOXX Europe Sustainability Index.

The component selection process first excludes all stocks with the highest 12-months average correlation with all other stocks of the benchmark, then excludes stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 30 stocks with the highest 12-month historical dividend yields are selected to be included in the index. The percentage of exclusion/inclusion at each step is the same.

Those constituents are weighted according to the inverse of their volatility, with a cap at 10%. The indices are reviewed quarterly.

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

The iSTOXX Global ESG Composite 150 Index is a composite index obtained by rebalancing the iSTOXX Global ESG US Leg 50, the iSTOXX Global ESG Eurozone Leg 50 and the iSTOXX Global ESG Japan Leg 50 indices respectively to 55%, 40% and 5% on a daily basis. The index is quoted in Japanese Yen.

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

The iSTOXX Europe 600 BDFG ESG Index components will have the components of the parent STOXX Europe 600 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 STOXX® Regional Excluding Tobacco Industry Neutral ESG indices track the performance of the leading companies (excluding tobacco companies) with regard to Environmental, Social and Governance criteria, based on ESG indicators as provided by Sustainalytics.

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