Indices

STOXX^® US Equity Factor Screened

Summary

The STOXX US 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 (Price Return)
GBP (Net Return)
GBP (Gross Return)
USD (Price Return)
USD (Net Return)
USD (Gross Return)
EUR (Net Return)
EUR (Gross Return)
EUR (Price Return)

Symbol

SEFSUHB

Calculation

Realtime

Dissemination Period

00:00-22:30 CET

ISIN

CH1357496541

Last Value

1,343.19 +2.16 (+0.16%)

As of 10:30 pm CET

Week to Week Change

0.69%

52 Week Change

30.54%

Year to Date Change

13.70%

Daily Low

1343.19

Daily High

1343.19

52 Week Low

1028.97 — 20 Jun 2025

52 Week High

1349.27 — 1 Jun 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

Top 10 Components

NVIDIA Corp.	US
Apple Inc.	US
ALPHABET CLASS C	US
BROADCOM	US
Microsoft Corp.	US
Bank of New York Mellon Corp.	US
Amazon.com Inc.	US
JPMorgan Chase & Co.	US
GENERAL MOTORS	US
Micron Technology Inc.	US

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Featured indices

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 its Norms-based research, that are involved in controversial weapons or severe controversies, 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.

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.

EURO STOXX^® Total Market ESG-X - EUR (Price Return)

€252.76

+3.46

1Y Return

19.63%

1Y Volatility

0.15%

The ISS STOXX Emerging Markets ESG Climbers Index selects securities from the STOXX Emerging Markets universe that consistently improve their ESG performance, with standardized ESG exclusion screens applied for ISS ESG Norms Based Screening assessment, a set of definitions for Controversial Weapons, Tobacco, Thermal Coal, Unconventional Oil & Gas, Civilian Firearms and Military Equipment. The objective is to select such companies that are on trajectory to become ESG leaders in the future, based on whether their ISS ESG Corporate Ratings Overall Numeric Scores have improved at least 3 times over the past 5 years in case of new constituents and 2 times in case of existing constituents. The methodology also removes securities whose issuers are poor ESG performers, where their ISS ESG Corporate Ratings Overall Numeric Score is lower than 1.75. Securities whose issuers do not receive ESG Rating as of the effective review are also excluded.

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

ISS STOXX^® Emerging Markets ESG Climbers - USD (Gross Return)

$1285.96

-21.58

1Y Return

19.61%

1Y Volatility

0.17%

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)

$3352.89

-3.44

1Y Return

2.72%

1Y Volatility

0.19%

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.

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

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

€240.95

+2.71

1Y Return

27.12%

1Y Volatility

0.15%

STOXX excludes companies that ISS ESG considers to be non-compliant with its Norms-based research, that are involved in controversial weapons or severe controversies, are tobacco producers, or that either derive revenues from thermal coal ext have power generation capacity that utilizes thermal coal.

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

STOXX^® Europe Large 200 ESG-X - EUR (Price Return)

€230.43

+1.97

1Y Return

17.75%

1Y Volatility

0.14%

STOXX® US Equity Factor Screened

Summary

Details

Top 10 Components

Featured indices

STOXX^® US Equity Factor Screened