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STRATEGY INDICES

iSTOXX Global ESG Select 50

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Index Description

The iSTOXX® Global ESG Select 50 Index uses the STOXX Global ESG Leaders Index as an underlying to select the top dividend payers of each regions (Europe, North America, Asia/Pacific) while applying constrains on the minimum/maximum numbers of stocks per regions and industries. The selected companies are weighted according to the inverse of their 12-month historical volatility in EUR (with a minimum weight of 0.5% and a maximum of 4%). The STOXX Global ESG Leaders index provides access to the leading global companies in terms of environmental, social and governance criteria, using a bottom-up selection approach based on ESG Risk Ratings provided by Sustainalytics. Companies that are non-compliant based on the Sustainalytics’ Global Standards Screening assessment or are involved in controversial weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in tobacco production and distribution, thermal coal extraction and power generation, small arms manufacturing, military contracting, unconventional oil and gas exploration and production, and ESG Controversies. Index Guides, Benchmark statement, and other reports are available under the Data tab.

Key facts

  • Provides access to the highest-yielding stocks from a starting universe of leading global companies in terms of environmental, social and governance criteria.
  • There will be a minimum of 15 components from Europe, 10 from North America and 5 components from Asia/Pacific. The remaining components are selected based on gross dividend yield ranking with regional and ICB industry constraints imposed.
  • Fast Exit rules ensure the index will remove companies that increase to a Category 5 ESG Controversy Rating.

Descriptive Statistics

Index Market Cap (EUR bn) Components (EUR bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Global ESG Select 50 N/A 1.0 0.0 0.0 0.0 0.0 3.0 1.0 276.4
STOXX Global ESG Leaders N/A 1.0 0.0 0.0 0.0 0.0 0.6 0.1 90.6

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 Global ESG Select 50 4.6 4.6 11.3 6.5 29.3 N/A N/A 11.4 2.1 5.3
STOXX Global ESG Leaders 5.4 5.4 14.2 9.8 29.4 N/A N/A 14.3 3.2 5.3
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global ESG Select 50 N/A N/A 9.4 12.3 19.2 N/A N/A 0.8 0.0 0.2
STOXX Global ESG Leaders N/A N/A 10.2 13.3 17.0 N/A N/A 1.0 0.1 0.2
Index to benchmark Correlation Tracking error (%)
iSTOXX Global ESG Select 50 0.8 0.8 0.9 0.9 0.9 5.2 5.2 4.4 5.1 7.2
Index to benchmark Beta Annualized information ratio
iSTOXX Global ESG Select 50 0.8 0.8 0.8 0.9 1.0 -1.9 -1.9 -0.6 -0.3 0.0

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

2Based on EURIBOR1M

(EUR, Price), all data as of January 31, 2025

STRATEGY INDICES

iSTOXX Global ESG Select 50

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 Global ESG Select 50 14.6 10.6 11.6 10.6 1.1 5.1 0.8 4.7
STOXX Global ESG Leaders 19.6 14.2 14.7 14.0 1.5 N/A 1.1 15.3

Performance and annual returns

Methodology

The iSTOXX® Global ESG Select 50 Index uses the STOXX Global ESG Leaders Index as an underlying to select the top dividend payers of each regions (Europe, North America, Asia/Pacific) while applying constrains on the minimum/maximum numbers of stocks per regions and industries. The selected companies are weighted according to the inverse of their 12-month historical volatility in EUR (with a minimum weight of 0.5% and a maximum of 4%).



The STOXX Global ESG Leaders index provides access to the leading global companies in terms of environmental, social and governance criteria, using a bottom-up selection approach based on ESG Risk Ratings provided by Sustainalytics. Companies that are non-compliant based on the Sustainalytics’ Global Standards Screening assessment or are involved in controversial weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in tobacco production and distribution, thermal coal extraction and power generation, small arms manufacturing, military contracting, unconventional oil and gas exploration and production, and ESG Controversies.



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

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH0292974307 SXESGSGR SXESGSGR INDEX .SXESGSGR
Net Return EUR CH0292974257 SXESGSR .SXESGSR
Price EUR CH0292974034 SXESGSP SXESGSP INDEX .SXESGSP
Net Return USD CH0292974323 SXESGSV .SXESGSV
Gross Return USD CH0292974356 SXESGSGV SXESGSGV INDEX .SXESGSGV
Price USD CH0292974315 SXESGSL SXESGSL INDEX .SXESGSL

Quick Facts

Weighting historical Volatility
Cap Factor .5% >= Weight >= 4%
No. of components 50
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 00:00:00 22:00:00
Base value/base date 1000 as of Jun. 21, 2004
History 1000 as of Jun. 21, 2004
Inception date Sep. 15, 2015
To learn more about the inception date, currency versions, calculation hours and historical values, please see our data vendor code sheet.

Top 10 Components4

Company Supersector Country Weight
ORANGE Telecommunications France 3.046%
ENGIE Utilities France 2.868%
United Overseas Bank Ltd. Banks Singapore 2.676%
SNAM RETE GAS Energy Italy 2.658%
Coca-Cola Europacific Partners Food, Beverage and Tobacco USA 2.614%
Sun Life Financial Inc. Insurance Canada 2.614%
ITALGAS Utilities Italy 2.572%
ENI Energy Italy 2.533%
Consolidated Edison Inc. Utilities USA 2.516%
CREDIT AGRICOLE Banks France 2.396%

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

4Based on the composition as of January 31, 2025

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://stoxx.com/support/

DISCLAIMER

STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not make any warranties or representations, express or implied, with respect to the timeliness, sequence, accuracy, completeness, currentness, merchantability, quality or fitness for any particular purpose of its index data and exclude any liability in connection therewith. STOXX, Deutsche Börse Group and their licensors, research partners or data providers are not providing investment advice through the publication of indices or in connection therewith. In particular, the inclusion of a company in an index, its weighting, or the exclusion of a company from an index, does not in any way reflect an opinion of STOXX, Deutsche Börse Group or their licensors, research partners or data providers on the merits of that company. Financial instruments based on the STOXX indices, DAX indices or on any other indices supported by STOXX are in no way sponsored, endorsed, sold or promoted by STOXX, Deutsche Börse Group or their licensors, research partners or data providers.

BACKTESTED PERFORMANCE

This document contains index performance data based on backtesting, i.e. calculations of how the index might have performed prior to launch if it had existed using the same index methodology and based on historical constituents. Backtested performance information is purely hypothetical and is provided in this document solely for information purposes. Backtested performance does not represent actual performance and should not be interpreted as an indication of actual performance.

CUSTOMIZATION

The index can be used as a basis for the definition of STOXX Customized Indices, which can be tailored to specific client or mandate needs. STOXX offers a wide range of customization, in terms of component selection, weighting schemes and personalized calculation methodologies.