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STRATEGY INDICES

iSTOXX Europe ESG Select 30

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Index Description

The iSTOXX Europe ESG Select 30 Index gathers all European stocks from the STOXX Global ESG Leaders Index with low volatility and high dividend yields. The STOXX Global ESG Leaders Index offers a representation of the leading global companies in terms of environmental, social and governance criteria, based on ESG indicators provided by Sustainalytics. All European stocks from the STOXX Global ESG Leaders index are screened for their dividend yield and volatility. Those with the best set of data are selected for inclusion.

Key facts

  • Hybrid strategy in the ESG space
  • Independent provider of sustainability data (Sustainalytics)
  • Suitable for structured products

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
iSTOXX Europe ESG Select 30 1,128.2 943.2 31.4 18.1 95.9 3.0 10.2 0.3 43.3
STOXX Europe 600 14,448.3 11,510.3 19.2 6.7 356.2 1.4 3.1 0.0 3.5

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
iSTOXX Europe ESG Select 30 -3.6 11.4 24.9 34.7 21.6 N/A N/A 25.3 10.5 4.0
STOXX Europe 600 -5.9 6.2 22.9 7.8 39.9 N/A N/A 23.2 2.6 7.0
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Europe ESG Select 30 N/A N/A 11.8 15.7 20.1 N/A N/A 1.8 0.5 0.2
STOXX Europe 600 N/A N/A 12.8 18.7 20.5 N/A N/A 1.8 0.1 0.3
Index to benchmark Correlation Tracking error (%)
iSTOXX Europe ESG Select 30 0.9 0.8 0.8 0.9 0.9 5.0 7.4 7.3 9.0 9.1
Index to benchmark Beta Annualized information ratio
iSTOXX Europe ESG Select 30 0.8 0.8 0.8 0.7 0.9 5.3 0.7 0.2 0.7 -0.4

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

2Based on EURIBOR1M

(USD, Net Return), all data as of October 31, 2024

STRATEGY INDICES

iSTOXX Europe ESG Select 30

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
iSTOXX Europe ESG Select 30 10.4 9.5 10.0 10.0 1.3 5.5 0.9 19.6
STOXX Europe 600 17.1 14.6 15.3 15.3 2.0 3.2 1.3 20.5

Performance and annual returns