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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

EURO STOXX Sustainability ex Alcohol Gambling Tobacco Armaments & Firearms Adult Entertainment

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Index Description

The EURO STOXX Sustainability Index ex AGTAFA offers a consistent, flexible and investable representation of the largest European sustainability leaders in the Eurozone, excluding companies which generate revenues from alcohol, gambling, tobacco, armaments, firearms and adult entertainment. With a variable number of components, the EURO STOXX Sustainability Index ex AGTAFA covers stocks from 11 Eurozone countries: Austria, Belgium, Finland, France, Germany, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain. Components are selected from the parent index according to their ISS Sustainability rating (combination of ISS Sustainability ESG Rating Overall and sector rating derived from ISS Sustainability ESG Rating Overall).

Key facts

  • The indices select constituents from the relevant parent index based on the ISS Sustainability Matrix, combining ISS Sustainability ESG Ratings and sector-relative ratings.
  • The ex AGTAF/ex AGTAFA versions exclude companies with 5% or more revenue involvement in Alcohol, Gambling, Tobacco, Armaments, Firearms and Adult Entertainment.
  • The indices are reviewed in March, June, September and December to reflect updated sustainability assessments and eligibility criteria

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
EURO STOXX Sustainability ex Alcohol Gambling Tobacco Armaments & Firearms Adult Entertainment 7,073.7 5,569.2 25.8 8.3 563.5 1.8 10.1 0.0 6.3
EURO STOXX 9,401.1 7,215.5 24.3 8.4 563.5 1.7 7.8 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
EURO STOXX Sustainability ex Alcohol Gambling Tobacco Armaments & Firearms Adult Entertainment 1.2 14.3 23.1 64.0 60.0 N/A N/A 23.5 18.2 10.0
EURO STOXX 0.9 12.5 21.7 59.5 62.3 N/A N/A 22.0 17.1 10.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO STOXX Sustainability ex Alcohol Gambling Tobacco Armaments & Firearms Adult Entertainment N/A N/A 14.7 14.2 16.1 N/A N/A 1.2 1.0 0.5
EURO STOXX N/A N/A 14.5 14.2 16.2 N/A N/A 1.2 0.9 0.5
Index to benchmark Correlation Tracking error (%)
EURO STOXX Sustainability ex Alcohol Gambling Tobacco Armaments & Firearms Adult Entertainment 1.0 1.0 1.0 1.0 1.0 1.6 2.0 1.9 1.7 1.8
Index to benchmark Beta Annualized information ratio
EURO STOXX Sustainability ex Alcohol Gambling Tobacco Armaments & Firearms Adult Entertainment 1.0 1.0 1.0 1.0 1.0 2.1 1.2 0.6 0.6 -0.2

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

2Based on EURIBOR1M

(EUR, Net Return), all data as of August 31, 2026

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

EURO STOXX Sustainability ex Alcohol Gambling Tobacco Armaments & Firearms Adult Entertainment

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
EURO STOXX Sustainability ex Alcohol Gambling Tobacco Armaments & Firearms Adult Entertainment 18.6 16.1 17.9 16.0 2.5 2.8 N/A 21.9
EURO STOXX 19.2 15.8 17.7 15.7 2.2 2.7 N/A 21.1

Performance and annual returns

Methodology

Components are selected from the post-screens parent index according to their ISS Sustainability rating (combination of ISS Sustainability ESG Rating Overall and sector rating derived from ISS Sustainability ESG Rating Overall). All companies with a positive sustainability rating will be included in the index. A rating is defined as positive, if the combination of ISS Sustainability ESG Rating Overall and sector rating derived from ISS Sustainability ESG Rating Overall result in a shaded matrix field of the ISS Sustainability Matrix.

The detailed methodology, including calculation formula and full requirements, can be found in our rulebook www.stoxx.com/indices/rulebooks.html

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0030846932 SUYT SUYT INDEX .SUYT
Price EUR CH0030846924 SUYE SUYE INDEX .SUYE
Price USD CH0030846957 SUYK SUYK INDEX .SUYK
Net Return USD CH0030846965 SUYU SUYU INDEX .SUYU

Quick Facts

Weighting Free-float market cap
Cap Factor No
No. of components Variable
Review frequency The index is reviewed in March, June, September and December
Calculation/distribution Price (EUR): realtime (every 15 seconds) Price (USD), net return (EUR/USD): end-of-day
Calculation hours Realtime: 9:00 am CET - 6:00 pm CET End-of-day: 6:00 pm CET
Base value/base date 100 as of Dec. 31, 1998
History Available daily back to 100 as of Sep. 28, 2001
Inception date Jan. 21, 2008
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
ASML HLDG Technology Netherlands 10.118%
SIEMENS Industrial Goods and Services Germany 3.764%
SAP Technology Germany 3.467%
BCO SANTANDER Banks Spain 3.340%
TOTALENERGIES Energy France 3.087%
ALLIANZ Insurance Germany 3.079%
SCHNEIDER ELECTRIC Industrial Goods and Services France 3.053%
UNICREDIT Banks Italy 2.278%
IBERDROLA Utilities Spain 2.266%
SIEMENS ENERGY Energy Germany 2.077%

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

4Based on the composition as of August 31, 2026

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.