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THEME INDICES

ISS STOXX US Biodiversity Focus SRI

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Index Description

The ISS STOXX US Biodiversity Focus SRI index track the performance of a selection of STOXX Indices companies 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, Adult Entertainment, Alcohol, Gambling, Thermal Coal, Unconventional Oil & Gas, Fossil Fuels, Nuclear Power, Civilian Firearms, and Military Contracting. Companies are also screened for their ESG Rating. 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 50% 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 (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
ISS STOXX US Biodiversity Focus SRI N/A 1,030.7 4.2 1.7 90.7 0.1 8.8 0.0 22.7
STOXX US 48,197.4 46,146.6 79.7 29.3 3,163.8 0.6 6.9 0.0 2.2

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 US Biodiversity Focus SRI 1.9 23.7 37.5 N/A N/A N/A N/A 37.4 N/A N/A
STOXX US 2.0 22.9 34.8 34.5 108.1 N/A N/A 34.7 10.3 15.7
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
ISS STOXX US Biodiversity Focus SRI N/A N/A 13.3 15.6 15.6 N/A N/A 2.2 0.8 0.8
STOXX US N/A N/A 13.4 18.1 21.8 N/A N/A 2.0 0.4 0.6
Index to benchmark Correlation Tracking error (%)
ISS STOXX US Biodiversity Focus SRI 1.0 1.0 1.0 1.0 1.0 2.8 2.6 2.5 2.4 2.4
Index to benchmark Beta Annualized information ratio
ISS STOXX US Biodiversity Focus SRI 1.1 1.0 1.0 0.7 0.5 -0.4 0.2 0.8 0.1 0.1

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of October 31, 2024

THEME INDICES

ISS STOXX US Biodiversity Focus SRI

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 US Biodiversity Focus SRI 30.5 24.0 28.7 28.7 5.4 1.9 2.9 29.0
STOXX US 28.4 24.2 26.4 26.4 5.4 1.9 3.1 25.7

Performance and annual returns

Methodology

The ISS STOXX US Biodiversity Focus SRI index track the performance of STOXX US companies 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, Adult Entertainment, Alcohol, Gambling, Thermal Coal, Unconventional Oil & Gas, Fossil Fuels, Nuclear Power, Civilian Firearms, and Military Contracting. Companies are also screened for their ESG Rating.
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.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1213357135 SUBIOSP .SUBIOSP
Net Return EUR CH1213357119 SUBIOSR SUBIOSR INDEX .SUBIOSR
Gross Return EUR CH1213357127 SUBIOSGR .SUBIOSGR
Price USD CH1213357101 SUBIOSL .SUBIOSL
Net Return USD CH1213357085 SUBIOSV SUBIOSV INDEX .SUBIOSV
Gross Return USD CH1213357093 SUBIOSGV .SUBIOSGV

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 August. 17,2023
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
NVIDIA Corp. Technology USA 8.795%
Apple Inc. Technology USA 8.004%
Microsoft Corp. Technology USA 7.511%
JPMorgan Chase & Co. Banks USA 3.041%
Eli Lilly & Co. Health Care USA 2.519%
VISA Inc. Cl A Industrial Goods and Services USA 2.036%
Home Depot Inc. Retail USA 1.864%
UnitedHealth Group Inc. Health Care USA 1.854%
MasterCard Inc. Cl A Industrial Goods and Services USA 1.734%
Netflix Inc. Media USA 1.549%

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

4Based on the composition as of October 31, 2024

THEME INDICES

ISS STOXX US Biodiversity Focus SRI

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.