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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Global Energy Storage and Materials

Index Description

Energy storage is expected to play a crucial role in the transition to a low-carbon economy and the revolution to achieve carbon-neutrality. With the need to move away from centralized fossil fuel generation and towards cleaner energy sources, there is an increased demand for a stable renewable energy supply and cheap and abundant energy storage solutions. The electrification of transportation and other key areas adds further need for technological advancements in this space. The STOXX Global Energy Storage and Materials Index looks to select key players in this area, companies involved in the prevalent but rapidly evolving energy storage systems such as stationary and heavy duty batteries, and those working on the viability of emerging technologies, such as the use of hydrogen fuel and fuel cells as alternative energy storage and solutions. STOXX uses FactSet's Revere (RBICS) granular data for a detailed breakdown of the revenue sources of the eligible companies, to select those most exposed to the theme. Additionally, EconSight's patent data is used to identify innovators in a set of technologies linked to the theme. Companies that are non-compliant with the Global Standards Screening (GSS) or are involved in Controversial Weapons activities, or display a Severe (Category 5) Controversy Rating, as identified by Sustainalytics, are excluded. Additional exclusion filters are incorporated, screening companies for involvement in Small Arms, Oil Sands, Thermal Coal and Tobacco.

Key facts

  • Index provides targeted exposure to the energy storage industry.
  • Liquidity and size filters ensure replicability of the index.
  • FactSet Revere data allow detailed and accurate revenue breakdown of eligible companies.
  • EconSight's patent data allow identification of innovators in emerging technologies.
  • Sustainalytics data aim to identify and exclude companies that are non-compliant with the Global Standards Screening (GSS) or display a Severe (Category 5) Controversy Rating.

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
STOXX Global Energy Storage and Materials N/A 8.9 0.1 0.1 0.7 0.0 7.5 0.0 38.5
STOXX World AC All Cap 101,760.8 79,505.6 5.8 0.4 3,009.7 0.0 3.8 0.0 2.9

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
STOXX Global Energy Storage and Materials -0.1 -5.6 -11.0 -23.4 38.8 N/A N/A -11.0 -8.5 6.8
STOXX World AC All Cap 0.1 15.3 20.7 24.4 76.1 N/A N/A 20.7 7.5 11.9
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Energy Storage and Materials N/A N/A 17.0 18.3 20.9 N/A N/A -0.8 -0.6 0.3
STOXX World AC All Cap N/A N/A 10.7 13.4 16.7 N/A N/A 1.4 0.4 0.6
Index to benchmark Correlation Tracking error (%)
STOXX Global Energy Storage and Materials 0.9 0.7 0.7 0.7 0.8 14.2 12.5 12.8 13.0 13.7
Index to benchmark Beta Annualized information ratio
STOXX Global Energy Storage and Materials 1.2 1.0 1.0 1.0 0.9 0.0 -2.4 -2.4 -1.2 -0.4

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of August 30, 2024

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Global Energy Storage and Materials

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
STOXX Global Energy Storage and Materials 76.5 31.3 21.5 21.5 1.6 1.7 0.8 -514.8
STOXX World AC All Cap -0.7 19.3 21.0 21.0 2.9 2.3 1.8 15.3

Performance and annual returns

Methodology

The parent index of the STOXX Global Energy Storage and Materials Index is the STOXX World AC All Cap Index.
A set of country, size and liquidity screens are applied on the STOXX World AC All Cap Index to capture liquid companies from eligible countries.
Companies with RBICS Focus or 25% or more RBICS Revenue exposure from the Extended RBICS sectors constitute the pre-selection list. They are further assessed for their core exposure, a set of Core RBICS L6 sectors with direct link to the theme, and their patent exposure in the areas related to hydrogen economy and energy storage. Companies that pass either of the high quality patents or patent specialization threshold are selected. Finally, all securities must pass all of the following ESG criteria for inclusion in the STOXX Global Energy Storage and Materials Index.
The index is price-weighted with weighting factors based on free-float market capitalization with group, company and concentration capping.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH1213357606 STXERGMG .STXERGMG
Net Return EUR CH1213357598 STXERGMR .STXERGMR
Price EUR CH1213357580 STXERGMP .STXERGMP
Net Return USD CH1213357622 STXERGMV STXERGMV INDEX .STXERGMV
Price USD CH1213357614 STXERGML STXERGML INDEX .STXERGML
Gross Return USD CH1213357630 STXERGMZ STXERGMZ INDEX .STXERGMZ

Quick Facts

Weighting Price weighted
Cap Factor Tier Dependent
No. of components Variable
Review frequency Annually
Calculation/distribution Realtime 15 sec
Calculation hours 00:00:00 22:15:00
Base value/base date 1000 as of June. 20, 2016
History Available from Jun. 20, 2016
Inception date September. 22, 2023
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Global Energy Storage and Materials

Top 10 Components4

Company Supersector Country Weight
Samsung SDI Co Ltd Industrial Goods and Services South Korea 7.550%
AIR LIQUIDE Chemicals France 6.465%
BASF Chemicals Germany 6.288%
Murata Manufacturing Co. Ltd. Technology Japan 6.217%
LG Chem Ltd Industrial Goods and Services South Korea 6.017%
Air Products & Chemicals Inc. Chemicals USA 5.951%
Asahi Kasei Corp. Chemicals Japan 5.056%
LG ENERGY SOLUTION Industrial Goods and Services South Korea 5.020%
MITSUBISHI CHEMICAL GROUP Chemicals Japan 4.689%
ENPHASE ENERGY Energy USA 4.350%

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

4Based on the composition as of August 30, 2024