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STRATEGY INDICES

iSTOXX Global ESG Select 100

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Index Description

The iSTOXX Global ESG Select 100 Index is based on the STOXX Global ESG Leaders Index and provides access to global sustainability leaders through a quantitative selection process in the following areas: environmental, social and governance. The underlying ESG index consists of three subindices which roll into the STOXX Global ESG Leaders Index. The three subindices are: STOXX Global ESG Environment Leaders; STOXX Global ESG Social Leaders; STOXX Global ESG Governance Leaders. Using this ESG index as an underlying, stocks with the lowest volatility and the highest dividends are selected.

Key facts

  • This index combines the key advantages from three strategies; low volatility, high dividend all selected from economically sustainable companies
  • It is the first index of its kind and follows a clear and transparent methodology
  • The underlying index, the STOXX Global ESG Leaders Index, is based on independent company ratings provided by Sustainalytic's proven rating methodology based on DVFA/EFFAS ""KPIs for ESG 3.0""
  • A detailed company analysis on KPI (Key Performance Indicators) level is made public to index licensees; high level company analysis is freely available

Descriptive Statistics

Index Market Cap (GBP bn) Components (GBP bn) Component weight (%) Turnover (%)
Full Free-float Mean Median Largest Smallest Largest Smallest Last 12 monts
iSTOXX Global ESG Select 100 3,082.6 2,753.0 27.5 13.5 272.9 1.6 9.9 0.1 35.3
STOXX Global ESG Leaders N/A 0.8 0.0 0.0 0.0 0.0 0.6 0.1 43.8

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 100 0.8 8.6 16.5 17.7 5.2 N/A N/A 16.7 5.6 1.0
STOXX Global ESG Leaders -1.8 4.3 17.5 3.0 22.8 N/A N/A 17.7 1.0 4.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global ESG Select 100 N/A N/A 8.0 9.9 14.1 N/A N/A 1.5 0.3 0.0
STOXX Global ESG Leaders N/A N/A 10.1 13.6 16.2 N/A N/A 1.6 -0.1 0.2
Index to benchmark Correlation Tracking error (%)
iSTOXX Global ESG Select 100 0.8 0.8 0.8 0.8 0.9 4.0 5.6 6.1 8.4 8.0
Index to benchmark Beta Annualized information ratio
iSTOXX Global ESG Select 100 0.8 0.7 0.6 0.6 0.8 7.4 0.8 -0.2 0.4 -0.5

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

2Based on EURIBOR1M

(GBP, Price), all data as of October 31, 2024

STRATEGY INDICES

iSTOXX Global ESG Select 100

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 100 14.0 12.1 13.6 13.6 1.8 4.8 1.4 18.8
STOXX Global ESG Leaders 18.8 13.2 14.0 14.0 1.4 N/A 1.0 21.4

Performance and annual returns