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

304.9 -1.00 (-0.33%)

As of 10:30 pm CET

Week to Week Change

-1.82%

52 Week Change

22.70%

Year to Date Change

4.90%

Daily Low

303.4

Daily High

306.65

52 Week Low

248.49 — 28 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

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

Zoom

Low

High

Featured indices

STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.

STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.

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.Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy.

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

STOXX^® Japan 600 ESG-X Ax Momentum - EUR (Price Return)

€343

-3.06

1Y Return

29.19%

1Y Volatility

0.20%

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 - USD (Gross Return)

$3321.8

+7.17

1Y Return

10.05%

1Y Volatility

0.18%

The STOXX Benchmark ESG-X Indices are based on a selection of STOXX Benchmark Indices and apply standardized ESG exclusion screens. The screens are based on the responsible policies of leading asset owners and aim to reduce reputational and idiosyncratic risks.

STOXX excludes companies that ISS ESG considers to be non-compliant with UN Global Compact Principles, that are involved in controversial weapons, are tobacco producers, or that either derive revenues from thermal coal extraction or exploration, or have power generation capacity that utilizes thermal coal.

STOXX Benchmark ESG-X Indices are suitable as underlying indices for mandates, passive funds, ETFs, structured products and listed derivatives, with the ambition to increase liquidity and lower the cost of trading.

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

STOXX^® UK 180 ESG-X - EUR (Price Return)

€175.46

-1.58

1Y Return

14.78%

1Y Volatility

0.13%

The DAX ESG Screened index objective is to reflect the performance of the DAX index, one of Europe's key benchmarks, while using ESG exclusion filters to remove companies that fail to meet norms-based screening, controversial weapons screening (including white phosphorus), minimum ESG ratings and a series of business activity screenings including coal, oil, gas and energy production (aligned with the EU Paris Aligned Benchmarks exclusions, as well as coal expansion). Removed companies are not replaced, therefore the DAX ESG Screened index will typically have fewer holdings than the parent DAX index.

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

DAX ESG Screened - EUR (Gross Return)

€2021.12

+6.12

1Y Return

7.53%

1Y Volatility

0.16%

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

STOXX^® USA 500 ESG-X Ax Momentum - EUR (Price Return)

€888.07

+5.32

1Y Return

32.59%

1Y Volatility

0.16%

STOXX® Developed Europe Equity Factor Screened

Summary

Details

Top 10 Components

Featured indices

STOXX^® Developed Europe Equity Factor Screened