Indices

STOXX^® Developed Europe Equity Factor Screened

Summary

The STOXX Developed Europe Equity Factor Screened Index Family is constructed by maximizing the index exposure to a multi-factor alpha signal while satisfying a set of constraints intended to closely track their parent indices.

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

Details

GBP (Net Return)
GBP (Gross Return)
USD (Net Return)
USD (Gross Return)
GBP (Price Return)
EUR (Net Return)
EUR (Gross Return)
USD (Price Return)
EUR (Price Return)

Symbol

SEFSEGB

Calculation

Realtime

Dissemination Period

00:00-22:30 CET

ISIN

CH1357496624

Last Value

289.91 -2.97 (-1.01%)

As of 03:53 pm CET

Week to Week Change

-0.18%

52 Week Change

13.37%

Year to Date Change

-0.26%

Daily Low

288.62

Daily High

291.3

52 Week Low

226.48 — 7 Apr 2025

52 Week High

315.12 — 27 Feb 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

NOVARTIS	CH
ASML HLDG	NL
UNICREDIT	IT
AHOLD DELHAIZE	NL
MUENCHENER RUECK	DE
REPSOL	ES
CREDIT AGRICOLE	FR
ABB	CH
BCO BILBAO VIZCAYA ARGENTARIA	ES
AIB GROUP	IE

Zoom

Low

High

Featured indices

The DAX ESG Target Index provides investors with a sustainable version of the iconic DAX Index. It aims to reflect the risk and return characteristics of the original DAX Index while applying ESG screens, integrating ESG scores and reducing carbon intensity by at least 30%.

The index can help investors to navigate towards more sustainable German equity portfolios. The proprietary index optimization process maximizes the index’ ESG score and reduces carbon intensity.

The DAX ESG Target Index has an ex-ante (target) tracking error versus the DAX of < 1.5%, therefore it offers a similar risk/return profile to the flagship benchmark. It has the same number of constituents as the DAX.

The Methodology Focuses on Maximizing ESG Scores and Reducing Carbon Intensity. Index construction starts with the DAX Index and excludes companies with unfavorable ESG scores. The screening is based on Sustainalytics’ Global Standard Screening and product involvement screening for Controversial Weapons, Nuclear Power, Thermal Coal, Military Contracting, Tobacco Production, Small Arms and Oil Sands.

In the next step – the universe of the HDAX, comprised of all companies included in the DAX, MDAX and TecDAX – is taken, to replace the excluded companies to complete the number of 40 index constituents (30 up to September 20, 2021). This is achieved by ranking the screened HDAX companies in terms of free-float market capitalization and ESG score. The component weights are derived through an optimization process with the goal of maximizing the portfolio ESG Score, meeting tracking error constraints (ex-ante tracking error versus DAX < 1.5%) and carbon reduction goals. Securities are capped at 10% on a component level.

This index also commits to a minimum percentage of sustainable investment thresholds based on ISS ESG data.

The DAX ESG Target is designed to serve as an underlying for derivatives, structured products and exchange-traded funds.

For a description of the selection methodology and the review calendar, please click here.

DAX ESG Target Product Sheet

Blog: BlackRock’s Sperandeo: How We Engage with Qontigo to Help Investors Prepare their Portfolios for a Net-Zero World

Press Release: DAX ESG Target Index selected as underlying index for a new iShares ETF

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

DAX ESG Target - EUR (Price Return)

€2329.83

-54.16

1Y Return

-0.30%

1Y Volatility

0.18%

The DAX 50 ESG+ Index reflects the performance of the 50 highest ESG ranking German companies. They are selected from the 75 largest companies in terms of free-float market capitalization of the HDAX® Index after using ESG exclusion filters to remove companies that fail to meet norms-based screening, controversial weapons screening, minimum ESG ratings and a series of business activity screenings.

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.

DAX 50 ESG+ - EUR (Gross Return)

€1966.49

+13.76

1Y Return

23.80%

1Y Volatility

0.17%

The ISS STOXX World AC Biodiversity Leaders selects companies that have revenues aligned to biodiversity and environmental UN Sustainable Development Goals (SDGs) objectives after a set of compliance, ESG involvement screens, biodiversity screens, and overall SDG positive contribution assessment 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, Thermal Coal, Unconventional Oil & Gas, Civilian Firearms, and Military Contracting. 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) within each ICB Sector of the universe are selected. Finally, only companies that have biodiversity-related revenues from products/services and an overall positive contribution to UN SDGs greater than or equal to 2 according to ISS ESG SDG Solutions Assessment would be eligible for the index.

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

ISS STOXX^® World AC Biodiversity Leaders - EUR (Price Return)

€103.89

-0.02

1Y Return

18.72%

1Y Volatility

0.12%

The STOXX Climate Awareness Ex UN Global Compact Principles Controversial Weapons & Tobacco indices will include companies with a CDP Performance Band A to C- (pre-2016 Performance Band A to C). Band A and A- includes companies that are seen as leading companies in terms of climate change: these companies are disclosing particular “actions” which mark them as leaders, as well as high scores across all other levels of the CDP Scoring matrix. Scoring requires detailed company-specific explanations. Band B & B- includes companies that “manage” climate change: companies seek evidence of climate actions implemented and requires company-specific understanding of cli-mate change related issues. Band C and C- identifies companies who have looked at implications of climate change for, and on, their business and recognizes a high level, contextual knowledge of environmental issues. The index also exlcudes companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

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

STOXX^® Asia/Pacific Climate Awareness Ex Global Compact Controversial Weapons & Tobacco - USD (Gross Return)

$273.29

+11.00

1Y Return

30.75%

1Y Volatility

0.23%

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

The component selection process first excludes all 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.

STOXX^® Europe Sustainability Select 30 EUR - EUR (Gross Return)

€537.95

+9.51

1Y Return

15.71%

1Y Volatility

0.12%

STOXX® Developed Europe Equity Factor Screened

Summary

Details

Top 10 Components

Featured indices

STOXX^® Developed Europe Equity Factor Screened