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THEME INDICES
ISS STOXX World AC Biodiversity Leaders
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 | 975.1 | 9.3 | 5.7 | 43.3 | 0.2 | 4.4 | 0.0 | 124.3 |
STOXX World AC | 71,152.1 | 59,883.2 | 16.1 | 3.0 | 2,513.4 | 0.0 | 4.2 | 0.0 | 5.1 |
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 | -6.0 | 5.9 | 7.1 | N/A | N/A | N/A | N/A | 7.1 | N/A | N/A |
STOXX World AC | -3.0 | 7.2 | 11.1 | 22.0 | 46.0 | N/A | N/A | 11.1 | 6.8 | 7.8 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
ISS STOXX World AC Biodiversity Leaders | N/A | N/A | 19.1 | 20.2 | 20.2 | N/A | N/A | 0.2 | -0.1 | -0.1 |
STOXX World AC | N/A | N/A | 12.7 | 14.5 | 17.4 | N/A | N/A | 0.6 | 0.4 | 0.4 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
ISS STOXX World AC Biodiversity Leaders | 0.8 | 0.9 | 0.9 | 0.9 | 0.9 | 8.1 | 8.8 | 9.8 | 10.0 | 10.0 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
ISS STOXX World AC Biodiversity Leaders | 0.9 | 1.3 | 1.3 | 1.2 | 0.8 | -4.6 | -0.1 | -0.3 | -0.7 | -0.7 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(USD, Gross Return), all data as of October 31, 2023
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 | 34.3 | 26.6 | 16.8 | 16.8 | 1.7 | 1.5 | 1.5 | 9.1 |
STOXX World AC | 19.2 | 16.6 | 17.1 | 17.1 | 0.1 | 2.4 | 1.6 | 9.2 |
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.
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Price EUR | CH1213353779 | SWBIOLP | .SWBIOLP | |
Gross Return EUR | CH1213353795 | SWBIOLGR | .SWBIOLGR | |
Net Return EUR | CH1213353787 | SWBIOLR | .SWBIOLR | |
Price USD | CH1213353746 | SWBIOLL | .SWBIOLL | |
Gross Return USD | CH1213353761 | SWBIOLGV | SWBIOLGV INDEX | .SWBIOLGV |
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. |
THEME INDICES
ISS STOXX World AC Biodiversity Leaders
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
CSX Corp. | Industrial Goods and Services | USA | 4.445% |
Canadian National Railway Co. | Industrial Goods and Services | Canada | 4.306% |
Norfolk Southern Corp. | Industrial Goods and Services | USA | 4.271% |
TSMC | Technology | Taiwan | 4.231% |
Canadian Pacific Kansas City | Industrial Goods and Services | Canada | 4.028% |
Central Japan Railway Co. | Industrial Goods and Services | Japan | 3.135% |
AMERICAN WATER WORKS | Utilities | USA | 3.109% |
VESTAS WIND SYSTEMS | Energy | Denmark | 2.956% |
LI AUTO 'A' | Automobiles and Parts | China | 2.937% |
STERIS | Health Care | USA | 2.812% |
3Net dividend yield is calculated as net return index return minus price index return
4Based on the composition as of October 31, 2023