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THEME INDICES

ISS STOXX Emerging Markets Biodiversity

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Index Description

The ISS STOXX Emerging Markets Biodiversity Index reflects the performance of the STOXX Emerging Markets 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, 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), 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 30% versus the parent index, companies will be excluded by descending order of carbon intensity until the 30% reduction is reached.

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 Emerging Markets Biodiversity N/A 999.3 2.0 0.7 82.5 0.0 8.3 0.0 33.3
STOXX Emerging Markets 12,242.9 6,687.4 3.3 0.9 396.0 0.0 5.9 0.0 24.2

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 Emerging Markets Biodiversity -4.0 -1.6 12.3 N/A N/A N/A N/A 12.3 N/A N/A
STOXX Emerging Markets -4.0 -0.9 11.2 -10.6 11.0 N/A N/A 11.2 -3.7 2.1
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
ISS STOXX Emerging Markets Biodiversity N/A N/A 16.7 17.3 17.3 N/A N/A 0.5 -0.1 -0.1
STOXX Emerging Markets N/A N/A 14.3 16.7 17.7 N/A N/A 0.5 -0.3 0.1
Index to benchmark Correlation Tracking error (%)
ISS STOXX Emerging Markets Biodiversity 1.0 1.0 1.0 1.0 1.0 3.1 3.0 3.2 3.2 3.2
Index to benchmark Beta Annualized information ratio
ISS STOXX Emerging Markets Biodiversity 1.1 1.2 1.2 0.9 0.8 0.1 -0.2 0.4 0.1 0.1

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of October 31, 2023

THEME INDICES

ISS STOXX Emerging Markets Biodiversity

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 Emerging Markets Biodiversity 10.9 11.4 9.9 9.9 1.4 3.1 0.8 0.8
STOXX Emerging Markets 12.6 12.2 11.2 11.2 1.5 2.9 0.7 0.9

Performance and annual returns

Methodology

The ISS STOXX Emerging Markets Biodiversity Index reflects the performance of the STOXX Emerging Markets 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, 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), 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 30% 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
Net Return EUR CH1263521663 SEMBIOR .SEMBIOR
Gross Return EUR CH1263521671 SEMBIOGR .SEMBIOGR
Price EUR CH1263521820 SEMBIOP .SEMBIOP
Net Return USD CH1263521556 SEMBIOV .SEMBIOV
Gross Return USD CH1263521465 SEMBIOGV SEMBIOGV INDEX .SEMBIOGV
Price USD CH1263521788 SEMBIOL .SEMBIOL

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 May. 11,2023
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
TSMC Technology Taiwan 8.256%
Samsung Electronics Co Ltd Telecommunications South Korea 7.122%
TENCENT HOLDINGS Technology China 6.497%
ALIBABA GROUP HOLDING Retail China 5.020%
HDFC Bank Ltd Banks India 2.779%
MEITUAN Technology China 2.230%
Infosys Ltd Technology India 1.759%
CHINA CONSTRUCTION BANK CORP H Banks China 1.554%
SK HYNIX INC Technology South Korea 1.298%
Tata Consultancy Services Ltd Technology India 1.148%

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

4Based on the composition as of October 31, 2023

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.