ISS STOXX^® World AC ESG Climbers

The ISS STOXX Europe 600 ESG Climbers Index select securities from the STOXX Europe 600 universe that consistently improve their ESG performance with standardized ESG exclusion screens applied for ISS ESG Norms Based Screening assessment a set of definitions for Controversial Weapons Tobacco Thermal Coal Unconventional Oil & Gas Civilian Firearms and Military Equipment. The objective is to select such companies that are on trajectory to become ESG leaders in the future based on whether their ISS ESG Corporate Ratings Overall Numeric Scores have improved at least 5 times over the past 5 years in case of new constituents and 3 times in case of existing constituents. The methodology also removes securities whose issuers are poor ESG performers where their ISS ESG Corporate Ratings Overall Numeric Score is lower than 1.75. Securities whose issuers do not receive ESG Rating as of the effective review are also excluded.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

The ISS STOXX Emerging Markets Biodiversity Index reflects the performance of the STOXX Emerging Markets 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, 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) 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 30% versus the parent index, companies will be excluded by descending order of carbon intensity until the 30% reduction is reached

Index Guides, Benchmark statement, and other reports are available under the Data tab.

The iSTOXX Europe Small 200 BDFG ESG Index components will have the components of the parent STOXX Europe Small 200 Index as of the review effective date excluding the stocks in the BDF Gestion exclusion lists. These are companies that do not meet BDF Gestion’s ESG and climate criteria. The exclusion lists will be provided to STOXX on the Wednesday before the second Friday of April and October.

Index Guides, Benchmark statement, and other reports are available under the Data tab.