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THEME INDICES

STOXX Global Climate Awareness Ex Global Compact Controversial Weapons & Tobacco

Index Description

The STOXX Climate Awareness Ex UN Global Compact Principles Controversial Weapons & Tobacco indices will include companies with a CDP Performance Band A to C- (pre-2016 Performance Band A to C). Band A and A- includes companies that are seen as leading companies in terms of climate change: these companies are disclosing particular “actions” which mark them as leaders, as well as high scores across all other levels of the CDP Scoring matrix. Scoring requires detailed company-specific explanations. Band B & B- includes companies that “manage” climate change: companies seek evidence of climate actions implemented and requires company-specific understanding of cli-mate change related issues. Band C and C- identifies companies who have looked at implications of climate change for, and on, their business and recognizes a high level, contextual knowledge of environmental issues. The index also exlcudes companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

Key facts

  • Derived from STOXX's broad, yet liquid indices to ensure tradability.
  • The indices are unique in the sense that forward looking carbon emission data is used to create broad, well diversified indices that are suitable for ETFs, SPs as well as benchmark solutions.Exlcude companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.
  • Reliable, independent data sources: CDP and ISS ESG.

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
STOXX Global Climate Awareness Ex Global Compact Controversial Weapons & Tobacco N/A 103,523.5 83.4 25.1 5,161.1 0.3 5.0 0.0 11.7
STOXX Global 1800 60,175.6 54,640.5 30.3 10.5 2,519.9 1.2 4.6 0.0 3.1

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
STOXX Global Climate Awareness Ex Global Compact Controversial Weapons & Tobacco -4.4 12.5 26.4 31.3 50.2 N/A N/A 26.8 9.6 8.6
STOXX Global 1800 -4.3 11.0 22.5 25.9 43.7 N/A N/A 22.7 8.0 7.6
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Global Climate Awareness Ex Global Compact Controversial Weapons & Tobacco N/A N/A 14.3 14.9 17.9 N/A N/A 1.8 0.7 0.5
STOXX Global 1800 N/A N/A 14.7 15.4 18.2 N/A N/A 1.6 0.6 0.4
Index to benchmark Correlation Tracking error (%)
STOXX Global Climate Awareness Ex Global Compact Controversial Weapons & Tobacco 1.0 1.0 1.0 1.0 1.0 1.2 1.6 1.7 2.0 1.8
Index to benchmark Beta Annualized information ratio
STOXX Global Climate Awareness Ex Global Compact Controversial Weapons & Tobacco 0.9 1.0 1.0 1.0 1.0 -1.2 1.1 1.9 0.6 0.4

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of September 29, 2023

THEME INDICES

STOXX Global Climate Awareness Ex Global Compact Controversial Weapons & Tobacco

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
STOXX Global Climate Awareness Ex Global Compact Controversial Weapons & Tobacco 20.7 17.6 18.1 18.1 3.0 2.6 1.9 23.5
STOXX Global 1800 19.9 17.1 17.6 17.6 0.1 2.6 1.8 31.3

Performance and annual returns

Methodology

The indices are selected from the STOXX Global 1800 universe. Only companies with CDP Performance Bands A to C- (pre-2016 Performance Band A to C) are considered. STOXX will exclude the companies that are non-compliant based on the ISS ESG Norms Based Screening assessment , are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return USD CH0355795607 SXGCATUG SXGCATUG INDEX .SXGCATUG
Price EUR CH0355795722 SXGCATEP .SXGCATEP
Net Return EUR CH0355795672 SXGCATEN SXGCATEN INDEX .SXGCATEN
Gross Return EUR CH0355796035 SXGCATEG .SXGCATEG
Price USD CH0355796316 SXGCATUP .SXGCATUP
Net Return USD CH0355795599 SXGCATUN .SXGCATUN

Quick Facts

Weighting Price weighted with a weight factor based on the free-float market capitalization multiplied by the corresponding Z-score carbon intensity factor of each constituent
Cap Factor 5% on component level
No. of components Variable
Review frequency Components: Annually. Shares, Free Float and Weight Factor: Quarterly
Calculation/distribution See vendor code sheet
Calculation hours End-of-day
Base value/base date 100 on Dec. 24, 2012
Inception date Mar. 7, 2017
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

THEME INDICES

STOXX Global Climate Awareness Ex Global Compact Controversial Weapons & Tobacco

Top 10 Components4

Company Supersector Country Weight
Apple Inc. Technology USA 4.985%
Microsoft Corp. Technology USA 4.948%
NVIDIA Corp. Technology USA 3.051%
ALPHABET CLASS C Technology USA 2.160%
META PLATFORMS CLASS A Technology USA 1.901%
UnitedHealth Group Inc. Health Care USA 1.329%
Eli Lilly & Co. Health Care USA 1.262%
Johnson & Johnson Health Care USA 1.058%
VISA Inc. Cl A Industrial Goods and Services USA 1.054%
MasterCard Inc. Cl A Industrial Goods and Services USA 0.944%

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

4Based on the composition as of September 29, 2023