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THEME INDICES
ISS STOXX Emerging Markets Biodiversity
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.
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