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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX Japan 600 Screened

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Index Description

The objective of the iSTOXX Benchmark Screened indices is to reflect STOXX Benchmark Indices with standardized ESG exclusion screens applied for Global Standards Screening, Controversy Rating, ESG Risk Rating, Controversial Weapons, involvement in Tobacco, Thermal Coal, Unconventional Oil & Gas, Small Arms and Military Weapons, with the aim of taking responsible investment criteria into account.

Key facts

  • Extensive set of exclusions.
  • Removing ESG laggards.
  • Low tracking error vs parent index.

Descriptive Statistics

Index Market Cap (JPY bn) Components (JPY bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Japan 600 Screened 796,061.0 680,042.9 1,229.7 395.9 31,096.8 115.0 4.6 0.0 3.1
STOXX Japan 600 863,747.9 740,419.9 1,234.0 390.7 31,096.8 115.0 4.2 0.0 2.6

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
iSTOXX Japan 600 Screened -1.5 -4.9 -4.2 33.8 87.8 N/A N/A -4.3 10.3 13.6
STOXX Japan 600 -1.0 -4.9 -4.1 34.9 89.2 N/A N/A -4.2 10.7 13.8
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Japan 600 Screened N/A N/A 23.4 18.1 17.8 N/A N/A -0.4 0.4 0.6
STOXX Japan 600 N/A N/A 23.7 18.2 17.9 N/A N/A -0.4 0.4 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX Japan 600 Screened 1.0 1.0 1.0 1.0 1.0 1.0 1.0 0.9 0.6 0.5
Index to benchmark Beta Annualized information ratio
iSTOXX Japan 600 Screened 1.0 1.0 1.0 1.0 1.0 -6.4 -0.2 -0.2 -0.5 -0.3

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

2Based on EURIBOR1M

(JPY, Price), all data as of March 31, 2025

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX Japan 600 Screened

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
iSTOXX Japan 600 Screened 14.4 14.3 14.0 14.2 1.4 1.7 1.0 9.1
STOXX Japan 600 14.1 13.9 13.6 13.8 1.3 1.8 1.0 9.8

Performance and annual returns

Methodology

The objective of the iSTOXX Benchmark Screened indices is to reflect STOXX Benchmark Indices with standardized ESG exclusion screens applied for Global Standards Screening, Controversy Rating, ESG Risk Rating, Controversial Weapons, involvement in Tobacco, Thermal Coal, Unconventional Oil & Gas, Small Arms and Military Weapons, with the aim of taking responsible investment criteria into account.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH1362048683 SJ6RSCRN .SJ6RSCRN
Price EUR CH1362048675 SJ6PSCRN .SJ6PSCRN
Gross Return EUR CH1362048691 SJ6WSCRN .SJ6WSCRN
Price JPY CH1362048709 SJ6SCRN SJ6SCRN INDEX .SJ6SCRN
Net Return JPY CH1362048717 SJ6NSCRN .SJ6NSCRN
Gross Return JPY CH1362048725 SJ6GSCRN .SJ6GSCRN
Price USD CH1362048733 SJ6LSCRN .SJ6LSCRN
Gross Return USD CH1362048758 SJ6ZSCRN .SJ6ZSCRN
Net Return USD CH1362048741 SJ6VSCRN .SJ6VSCRN

Quick Facts

Weighting free-float market capitalization weighted
Cap Factor 0.2
No. of components Variable
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 00:00:00 18:00:00
Base value/base date 100 as of Mar. 19, 2012
History Available since 19 Mar 2012
Inception date Mar. 07, 2025
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
Toyota Motor Corp. Automobiles and Parts Japan 4.573%
Mitsubishi UFJ Financial Group Banks Japan 3.569%
SONY GROUP CORP. Consumer Products and Services Japan 3.405%
Hitachi Ltd. Industrial Goods and Services Japan 2.329%
Sumitomo Mitsui Financial Grou Banks Japan 2.168%
Keyence Corp. Industrial Goods and Services Japan 1.777%
Nintendo Co. Ltd. Consumer Products and Services Japan 1.731%
RECRUIT HOLDINGS Industrial Goods and Services Japan 1.666%
Tokio Marine Holdings Inc. Insurance Japan 1.631%
Fast Retailing Co. Ltd. Retail Japan 1.612%

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

4Based on the composition as of March 31, 2025

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.