STOXX^® North America 600 ESG Target

The STOXX China A 900 Large ESG Index tracks the performance of the largest 300 securities by free float market capitalization in the STOXX China A 900 Index after a set of compliance, involvement and ESG performance screens are applied. The index uses data from the International Institute of Green Finance (IIGF) to apply exclusionary screens. Companies that are assessed by IIGF to be non-compliant with the UN Global Compact Principles, or involved in controversial weapons, tobacco or thermal coal are not eligible for selection. The remaining securities are ranked in descending order of their IIGF ESG scores within each of the 11 ICB Industry groups. The STOXX China A 900 Large ESG index selects the top-ranking securities in each of the ICB Industries until the number of selected securities reaches 80% of the largest 300 securities by free float market capitalization from the STOXX China A 900.

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

The STOXX Europe ESG Environmental Leaders Diversification Select 30 EUR Index captures the performance of European stocks with low correlation, low volatility and high dividends from the STOXX Global ESG Environmental Leaders Index.

The component selection process first excludes all stocks with the highest 12-month average correlation with all other stocks in the benchmark, then excludes stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 30 stocks with the highest 12-month historical dividend yields are selected to be included in the index. The percentage of exclusion/inclusion at each step is the same.

Those constituents are weighted according to the inverse of their volatility, with a cap at 10%. The indices are reviewed quarterly.

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