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Index Description

The ISS STOXX World AC Biodiversity Leaders selects companies that have revenues aligned to biodiversity and environmental UN Sustainable Development Goals (SDGs) objectives after a set of compliance, ESG involvement screens, biodiversity screens, and an overall SDG positive contribution assessment 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) within each ICB Sector of the universe, are selected. Finally, only companies that have biodiversity-related revenues from products/services and an overall positive contribution to UN SDGs greater than or equal to 2, according to ISS ESG SDG Solutions Assessment, would be eligible for the index.

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 with high percentage of revenues in biodiversity solutions.
  • Carbon intensities reduction by more than 30%.
  • SFDR Article 9 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 World AC Biodiversity Leaders N/A 1,091.9 12.4 7.3 48.4 0.4 4.4 0.0 39.0
STOXX World AC 103,695.9 80,774.4 21.4 3.3 3,608.4 0.0 4.5 0.0 3.0

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 World AC Biodiversity Leaders 1.0 -0.1 7.6 N/A N/A N/A N/A 7.6 N/A N/A
STOXX World AC 3.6 20.6 26.4 25.5 73.5 N/A N/A 26.4 7.9 11.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
ISS STOXX World AC Biodiversity Leaders N/A N/A 12.0 16.9 16.9 N/A N/A 0.3 0.3 0.3
STOXX World AC N/A N/A 10.2 14.4 17.2 N/A N/A 2.0 0.3 0.6
Index to benchmark Correlation Tracking error (%)
ISS STOXX World AC Biodiversity Leaders 0.6 0.8 0.7 0.8 0.8 9.3 7.7 8.1 9.2 9.2
Index to benchmark Beta Annualized information ratio
ISS STOXX World AC Biodiversity Leaders 0.8 0.9 0.9 0.8 0.6 -3.4 -2.7 -2.0 -1.2 -1.2

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of November 29, 2024

THEME INDICES

ISS STOXX World AC Biodiversity Leaders

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 World AC Biodiversity Leaders 29.6 22.6 21.5 21.5 2.2 2.2 1.8 -23.6
STOXX World AC 24.3 20.2 22.4 22.4 3.3 2.4 2.1 23.3

Performance and annual returns

Methodology

The ISS STOXX World AC Biodiversity Leaders selects companies that have revenues aligned to biodiversity and environmental UN Sustainable Development Goals (SDGs) objectives after a set of compliance, ESG involvement screens, biodiversity screens, and an overall SDG positive contribution assessment 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) within each ICB Sector of the universe, are selected. Finally, only companies that have biodiversity-related revenues from products/services and an overall positive contribution to UN SDGs greater than or equal to 2, according to ISS ESG SDG Solutions Assessment, would be eligible for the index.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Price EUR CH1213353779 SWBIOLP .SWBIOLP
Net Return EUR CH1213353787 SWBIOLR .SWBIOLR
Gross Return EUR CH1213353795 SWBIOLGR .SWBIOLGR
Gross Return USD CH1213353761 SWBIOLGV SWBIOLGV INDEX .SWBIOLGV
Price USD CH1213353746 SWBIOLL .SWBIOLL
Net Return USD CH1213353753 SWBIOLV .SWBIOLV

Quick Facts

Weighting Price weighted
Cap Factor 4%
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 April. 25,2023
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
Cintas Corp. Industrial Goods and Services USA 4.433%
CSX Corp. Industrial Goods and Services USA 4.419%
Norfolk Southern Corp. Industrial Goods and Services USA 4.382%
TSMC Technology Taiwan 4.239%
DELL TECHNOLOGIES Technology USA 4.103%
WABTEC Industrial Goods and Services USA 3.867%
HP Inc. Technology USA 3.815%
Canadian National Railway Co. Industrial Goods and Services Canada 3.786%
Canadian Pacific Kansas City Industrial Goods and Services Canada 3.570%
AMERICAN WATER WORKS Utilities USA 2.936%

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

4Based on the composition as of November 29, 2024