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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES
STOXX Willis Towers Watson USA 500 Climate Transition
Index Description
The objective of the STOXX World WTW Climate Transition Indices is to align a broad based equity index, from a valuation and financial perspective, with a global economic transition that would limit greenhouse gas concentrations to levels consistent with United Nations objectives for global temperature rises. The index relies on Climate Transition Value at Risk (CTVaR) metrics from Willis Towers Watson, and incorporates screens for Global Standards Screening, Controversial Weapons, Thermal Coal and Oil Sands.
Key facts
- The index is designed to closely track the parent index.
- The index relies on Climate Transition Value at Risk (CTVaR)metrics from Willis Towers Watson allowing to reduce the financial risk of transition to a global economy consistent with the UN global warming objectives.
- Product involvement screens applied are based on data from award winning ESG data provider Sustainalytics.
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 | |
| STOXX Willis Towers Watson USA 500 Climate Transition | N/A | 10,382.3 | 22.3 | 8.2 | 727.1 | 0.7 | 7.0 | 0.0 | 7.4 |
| STOXX USA 500 | 46,426.5 | 44,805.0 | 89.6 | 34.8 | 3,163.8 | 10.2 | 7.1 | 0.0 | 2.5 |
Supersector weighting (top 10)
| Technology | 38.5 |
|---|---|
| Health Care | 12.6 |
| Industrial Goods and Services | 10.1 |
| Retail | 6.8 |
| Financial Services | 5.3 |
| Banks | 3.7 |
| Telecommunications | 2.5 |
| Real Estate | 2.4 |
| Insurance | 2.4 |
| Food, Beverage and Tobacco | 2.4 |
Country weighting
| USA | 100.0 |
|---|
Risk and return figures1
| Index returns | Return (%) | Annualized return (%) | ||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Last month | YTD | 1Y | 3Y | 5Y | Last month | YTD | 1Y | 3Y | 5Y | |
| STOXX Willis Towers Watson USA 500 Climate Transition | 2.0 | 24.5 | 37.5 | 32.8 | N/A | N/A | N/A | 37.7 | 9.9 | N/A |
| STOXX USA 500 | 2.0 | 23.4 | 35.2 | 35.6 | 109.1 | N/A | N/A | 35.4 | 10.7 | 16.0 |
| Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
| STOXX Willis Towers Watson USA 500 Climate Transition | N/A | N/A | 14.1 | 18.9 | 18.2 | N/A | N/A | 2.1 | 0.4 | 0.5 |
| STOXX USA 500 | N/A | N/A | 13.4 | 18.1 | 21.8 | N/A | N/A | 2.0 | 0.4 | 0.6 |
| Index to benchmark | Correlation | Tracking error (%) | ||||||||
| STOXX Willis Towers Watson USA 500 Climate Transition | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.1 | 1.2 | 1.1 | 1.7 | 1.7 |
| Index to benchmark | Beta | Annualized information ratio | ||||||||
| STOXX Willis Towers Watson USA 500 Climate Transition | 1.1 | 1.0 | 1.0 | 1.0 | 0.7 | 0.0 | 1.0 | 1.6 | -0.3 | -0.2 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(EUR, Gross Return), all data as of October 31, 2024
ENVIRONMENTAL SOCIAL GOVERNANCE INDICES
STOXX Willis Towers Watson USA 500 Climate Transition
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 Willis Towers Watson USA 500 Climate Transition | 29.6 | 25.0 | 27.4 | 27.4 | 5.8 | 1.8 | 3.5 | 26.7 |
| STOXX USA 500 | 28.2 | 24.4 | 26.3 | 26.3 | 5.5 | 1.9 | 3.1 | 26.6 |
Performance and annual returns
| STOXX Willis Towers Watson USA 500 Climate Transition | |
|---|---|
| 1623974400000 | 100 |
| 1624233600000 | 100.7 |
| 1624320000000 | 101.45 |
| 1624406400000 | 101.06 |
| 1624492800000 | 101.9 |
| 1624579200000 | 101.92 |
| 1624838400000 | 102.64 |
| 1624924800000 | 102.96 |
| 1625011200000 | 103.32 |
| 1625097600000 | 103.65 |
| 1625184000000 | 104.67 |
| 1625443200000 | 104.5 |
| 1625529600000 | 104.77 |
| 1625616000000 | 105.32 |
| 1625702400000 | 103.98 |
| 1625788800000 | 105.02 |
| 1626048000000 | 105.36 |
| 1626134400000 | 105.36 |
| 1626220800000 | 105.39 |
| 1626307200000 | 105.05 |
| 1626393600000 | 104.49 |
| 1626652800000 | 103.14 |
| 1626739200000 | 105.12 |
| 1626825600000 | 105.67 |
| 1626912000000 | 105.97 |
| 1626998400000 | 107.42 |
| 1627257600000 | 107.1 |
| 1627344000000 | 106.31 |
| 1627430400000 | 106.57 |
| 1627516800000 | 106.23 |
| 1627603200000 | 105.89 |
| 1627862400000 | 105.6 |
| 1627948800000 | 106.55 |
| 1628035200000 | 106.41 |
| 1628121600000 | 107.1 |
| 1628208000000 | 107.79 |
| 1628467200000 | 107.98 |
| 1628553600000 | 108.1 |
| 1628640000000 | 108 |
| 1628726400000 | 108.5 |
| 1628812800000 | 108.11 |
| 1629072000000 | 108.31 |
| 1629158400000 | 108.22 |
| 1629244800000 | 107.25 |
| 1629331200000 | 107.67 |
| 1629417600000 | 108.59 |
| 1629676800000 | 109.01 |
| 1629763200000 | 109.03 |
| 1629849600000 | 109.33 |
| 1629936000000 | 108.67 |
| 1630022400000 | 109.31 |
| 1630281600000 | 109.82 |
| 1630368000000 | 109.63 |
| 1630454400000 | 109.33 |
| 1630540800000 | 109.47 |
| 1630627200000 | 109.44 |
| 1630886400000 | 109.62 |
| 1630972800000 | 109.45 |
| 1631059200000 | 109.55 |
| 1631145600000 | 109 |
| 1631232000000 | 108.02 |
| 1631491200000 | 108.28 |
| 1631577600000 | 107.64 |
| 1631664000000 | 108.51 |
| 1631750400000 | 108.99 |
| 1631836800000 | 108.36 |
| 1632096000000 | 106.5 |
| 1632182400000 | 106.54 |
| 1632268800000 | 107.42 |
| 1632355200000 | 108.48 |
| 1632441600000 | 108.89 |
| 1632700800000 | 108.48 |
| 1632787200000 | 106.23 |
| 1632873600000 | 106.82 |
| 1632960000000 | 106.04 |
| 1633046400000 | 107.01 |
| 1633305600000 | 105.04 |
| 1633392000000 | 106.5 |
| 1633478400000 | 107.51 |
| 1633564800000 | 108.36 |
| 1633651200000 | 107.82 |
| 1633910400000 | 107.07 |
| 1633996800000 | 107.17 |
| 1634083200000 | 107.48 |
| 1634169600000 | 109.22 |
| 1634256000000 | 109.93 |
| 1634515200000 | 110.46 |
| 1634601600000 | 110.9 |
| 1634688000000 | 111.24 |
| 1634774400000 | 111.76 |
| 1634860800000 | 111.49 |
| 1635120000000 | 112.53 |
| 1635206400000 | 112.9 |
| 1635292800000 | 112.17 |
| 1635379200000 | 112.62 |
| 1635465600000 | 113.97 |
| 1635724800000 | 114.13 |
| 1635811200000 | 114.61 |
| 1635897600000 | 115.37 |
| 1635984000000 | 116.33 |
| 1636070400000 | 116.43 |
| 1636329600000 | 116.25 |
| 1636416000000 | 115.77 |
| 1636502400000 | 115.4 |
| 1636588800000 | 116.05 |
| 1636675200000 | 117.34 |
| 1636934400000 | 117.48 |
| 1637020800000 | 118.9 |
| 1637107200000 | 119.04 |
| 1637193600000 | 119.02 |
| 1637280000000 | 119.36 |
| 1637539200000 | 119.2 |
| 1637625600000 | 118.91 |
| 1637712000000 | 120.06 |
| 1637798400000 | 119.91 |
| 1637884800000 | 116.39 |
| 1638144000000 | 118.52 |
| 1638230400000 | 116.39 |
| 1638316800000 | 113.88 |
| 1638403200000 | 115.52 |
| 1638489600000 | 114.57 |
| 1638748800000 | 115.82 |
| 1638835200000 | 118.75 |
| 1638921600000 | 118.38 |
| 1639008000000 | 117.7 |
| 1639094400000 | 118.5 |
| 1639353600000 | 117.71 |
| 1639440000000 | 116.75 |
| 1639526400000 | 119.1 |
| 1639612800000 | 117.11 |
| 1639699200000 | 116.63 |
| 1639958400000 | 115.06 |
| 1640044800000 | 117.57 |
| 1640131200000 | 118.21 |
| 1640217600000 | 119.22 |
| 1640304000000 | 119 |
| 1640563200000 | 120.72 |
| 1640649600000 | 120.64 |
| 1640736000000 | 120.21 |
| 1640822400000 | 120.15 |
| 1640908800000 | 119.26 |
| 1641168000000 | 120.87 |
| 1641254400000 | 119.95 |
| 1641340800000 | 116.89 |
| 1641427200000 | 117.05 |
| 1641513600000 | 115.75 |
| 1641772800000 | 116.02 |
| 1641859200000 | 116.97 |
| 1641945600000 | 116.48 |
| 1642032000000 | 113.87 |
| 1642118400000 | 114.15 |
| 1642377600000 | 114.45 |
| 1642464000000 | 112.69 |
| 1642550400000 | 111.53 |
| 1642636800000 | 110.31 |
| 1642723200000 | 107.93 |
| 1642982400000 | 108.66 |
| 1643068800000 | 107.19 |
| 1643155200000 | 106.89 |
| 1643241600000 | 107.27 |
| 1643328000000 | 110.03 |
| 1643587200000 | 112.3 |
| 1643673600000 | 112.61 |
| 1643760000000 | 112.81 |
| 1643846400000 | 108.47 |
| 1643932800000 | 109.24 |
| 1644192000000 | 108.74 |
| 1644278400000 | 110.03 |
| 1644364800000 | 111.82 |
| 1644451200000 | 109.32 |
| 1644537600000 | 107.38 |
| 1644796800000 | 108.01 |
| 1644883200000 | 109.62 |
| 1644969600000 | 109.43 |
| 1645056000000 | 106.72 |
| 1645142400000 | 106.05 |
| 1645401600000 | 106.11 |
| 1645488000000 | 105 |
| 1645574400000 | 102.92 |
| 1645660800000 | 106.96 |
| 1645747200000 | 107.98 |
| 1646006400000 | 107.89 |
| 1646092800000 | 107 |
| 1646179200000 | 109.64 |
| 1646265600000 | 108.73 |
| 1646352000000 | 108.97 |
| 1646611200000 | 105.8 |
| 1646697600000 | 105.01 |
| 1646784000000 | 106.54 |
| 1646870400000 | 106.04 |
| 1646956800000 | 104.89 |
| 1647216000000 | 103.83 |
| 1647302400000 | 106.56 |
| 1647388800000 | 109.3 |
| 1647475200000 | 109.62 |
| 1647561600000 | 111.88 |
| 1647820800000 | 111.45 |
| 1647907200000 | 113.22 |
| 1647993600000 | 111.79 |
| 1648080000000 | 113.52 |
| 1648166400000 | 114 |
| 1648425600000 | 115.35 |
| 1648512000000 | 115.68 |
| 1648598400000 | 114.05 |
| 1648684800000 | 112.63 |
| 1648771200000 | 113.98 |
| 1649030400000 | 115.55 |
| 1649116800000 | 114.46 |
| 1649203200000 | 113.3 |
| 1649289600000 | 113.83 |
| 1649376000000 | 113.64 |
| 1649635200000 | 111.46 |
| 1649721600000 | 111.15 |
| 1649808000000 | 112.78 |
| 1649894400000 | 111.85 |
| 1650240000000 | 111.46 |
| 1650326400000 | 113.6 |
| 1650412800000 | 112.41 |
| 1650499200000 | 110.81 |
| 1650585600000 | 108.4 |
| 1650844800000 | 110.03 |
| 1650931200000 | 107.19 |
| 1651017600000 | 108.72 |
| 1651104000000 | 111.57 |
| 1651190400000 | 107.07 |
| 1651449600000 | 108.1 |
| 1651536000000 | 108.25 |
| 1651622400000 | 111.35 |
| 1651708800000 | 107.16 |
| 1651795200000 | 105.65 |
| 1652054400000 | 102.66 |
| 1652140800000 | 102.88 |
| 1652227200000 | 100.74 |
| 1652313600000 | 102.12 |
| 1652400000000 | 105.04 |
| 1652659200000 | 104.18 |
| 1652745600000 | 105.11 |
| 1652832000000 | 101.01 |
| 1652918400000 | 99.91 |
| 1653004800000 | 100.34 |
| 1653264000000 | 100.9599 |
| 1653350400000 | 99.28 |
| 1653436800000 | 100.75 |
| 1653523200000 | 102.49 |
| 1653609600000 | 105.32 |
| 1653868800000 | 104.64 |
| 1653955200000 | 104.55 |
| 1654041600000 | 104.01 |
| 1654128000000 | 105.8 |
| 1654214400000 | 103.7099 |
| 1654473600000 | 104.03 |
| 1654560000000 | 105.13 |
| 1654646400000 | 103.78 |
| 1654732800000 | 102 |
| 1654819200000 | 100.01 |
| 1655078400000 | 97 |
| 1655164800000 | 96.81 |
| 1655251200000 | 98.54 |
| 1655337600000 | 94.53 |
| 1655424000000 | 95.5 |
| 1655683200000 | 94.78 |
| 1655769600000 | 96.78 |
| 1655856000000 | 96.62 |
| 1655942400000 | 98.64 |
| 1656028800000 | 101.55 |
| 1656288000000 | 100.58 |
| 1656374400000 | 98.95 |
| 1656460800000 | 99.33 |
| 1656547200000 | 98.67 |
| 1656633600000 | 100.28 |
| 1656892800000 | 99.97 |
| 1656979200000 | 102.37 |
| 1657065600000 | 103.24 |
| 1657152000000 | 105.09 |
| 1657238400000 | 105 |
| 1657497600000 | 104.56 |
| 1657584000000 | 103.87 |
| 1657670400000 | 102.85 |
| 1657756800000 | 103.76 |
| 1657843200000 | 104.99 |
| 1658102400000 | 102.83 |
| 1658188800000 | 105.11 |
| 1658275200000 | 106.25 |
| 1658361600000 | 107.8 |
| 1658448000000 | 106.24 |
| 1658707200000 | 106.27 |
| 1658793600000 | 105.79 |
| 1658880000000 | 108.85 |
| 1658966400000 | 109.83 |
| 1659052800000 | 110.68 |
| 1659312000000 | 109.68 |
| 1659398400000 | 109.87 |
| 1659484800000 | 112.75 |
| 1659571200000 | 112.07 |
| 1659657600000 | 112.32 |
| 1659916800000 | 111.59 |
| 1660003200000 | 110.7 |
| 1660089600000 | 111.94 |
| 1660176000000 | 111.69 |
| 1660262400000 | 114.85 |
| 1660521600000 | 116 |
| 1660608000000 | 116.25 |
| 1660694400000 | 115.38 |
| 1660780800000 | 115.91 |
| 1660867200000 | 115.25 |
| 1661126400000 | 113.52 |
| 1661212800000 | 112.82 |
| 1661299200000 | 113.08 |
| 1661385600000 | 114.93 |
| 1661472000000 | 110.47 |
| 1661731200000 | 109.86 |
| 1661817600000 | 108.74 |
| 1661904000000 | 107.22 |
| 1661990400000 | 108.83 |
| 1662076800000 | 106.5 |
| 1662336000000 | 107.65 |
| 1662422400000 | 107.45 |
| 1662508800000 | 109.12 |
| 1662595200000 | 109.98 |
| 1662681600000 | 110.82 |
| 1662940800000 | 111.01 |
| 1663027200000 | 107.32 |
| 1663113600000 | 107.83 |
| 1663200000000 | 106.68 |
| 1663286400000 | 105.57 |
| 1663545600000 | 106.42 |
| 1663632000000 | 105.33 |
| 1663718400000 | 104.73 |
| 1663804800000 | 104.36 |
| 1663891200000 | 104.02 |
| 1664150400000 | 103.59 |
| 1664236800000 | 103.72 |
| 1664323200000 | 105.62 |
| 1664409600000 | 101.85 |
| 1664496000000 | 100.05 |
| 1664755200000 | 102.22 |
| 1664841600000 | 103.93 |
| 1664928000000 | 104.72 |
| 1665014400000 | 103.72 |
| 1665100800000 | 101.02 |
| 1665360000000 | 100.98 |
| 1665446400000 | 100.08 |
| 1665532800000 | 99.83 |
| 1665619200000 | 102.08 |
| 1665705600000 | 99.27 |
| 1665964800000 | 101.47 |
| 1666051200000 | 102.2099 |
| 1666137600000 | 101.88 |
| 1666224000000 | 100.53 |
| 1666310400000 | 103.37 |
| 1666569600000 | 103.67 |
| 1666656000000 | 104.84 |
| 1666742400000 | 103.16 |
| 1666828800000 | 103 |
| 1666915200000 | 106.1 |
| 1667174400000 | 105.95 |
| 1667260800000 | 105.65 |
| 1667347200000 | 102.83 |
| 1667433600000 | 102.74 |
| 1667520000000 | 102.59 |
| 1667779200000 | 102.45 |
| 1667865600000 | 102.39 |
| 1667952000000 | 100.72 |
| 1668038400000 | 105.23 |
| 1668124800000 | 104.76 |
| 1668384000000 | 103.7 |
| 1668470400000 | 104.31 |
| 1668556800000 | 102.9599 |
| 1668643200000 | 103.29 |
| 1668729600000 | 103.5 |
| 1668988800000 | 104.26 |
| 1669075200000 | 105.16 |
| 1669161600000 | 105.05 |
| 1669248000000 | 104.7 |
| 1669334400000 | 104.68 |
| 1669593600000 | 103.2 |
| 1669680000000 | 103.3 |
| 1669766400000 | 107.55 |
| 1669852800000 | 105.67 |
| 1669939200000 | 105.65 |
| 1670198400000 | 103.16 |
| 1670284800000 | 101.9 |
| 1670371200000 | 101.8 |
| 1670457600000 | 102.37 |
| 1670544000000 | 101.77 |
| 1670803200000 | 103.37 |
| 1670889600000 | 102.99 |
| 1670976000000 | 102.3 |
| 1671062400000 | 99.54 |
| 1671148800000 | 98.73 |
| 1671408000000 | 98.09 |
| 1671494400000 | 97.56 |
| 1671580800000 | 99.24 |
| 1671667200000 | 97.93 |
| 1671753600000 | 98.15 |
| 1672012800000 | 98.15 |
| 1672099200000 | 97.27 |
| 1672185600000 | 96.47 |
| 1672272000000 | 97.86 |
| 1672358400000 | 97.51 |
| 1672617600000 | 97.51 |
| 1672704000000 | 98.3 |
| 1672790400000 | 98.7 |
| 1672876800000 | 98.08 |
| 1672963200000 | 99.54 |
| 1673222400000 | 98.29 |
| 1673308800000 | 99.12 |
| 1673395200000 | 100.18 |
| 1673481600000 | 100.01 |
| 1673568000000 | 100.22 |
| 1673827200000 | 100.26 |
| 1673913600000 | 100.36 |
| 1674000000000 | 98.56 |
| 1674086400000 | 98.05 |
| 1674172800000 | 99.58 |
| 1674432000000 | 100.6 |
| 1674518400000 | 100.39 |
| 1674604800000 | 100.12 |
| 1674691200000 | 101.61 |
| 1674777600000 | 102.15 |
| 1675036800000 | 100.49 |
| 1675123200000 | 102.13 |
| 1675209600000 | 102.89 |
| 1675296000000 | 104.5 |
| 1675382400000 | 104.13 |
| 1675641600000 | 104.65 |
| 1675728000000 | 106.31 |
| 1675814400000 | 104.93 |
| 1675900800000 | 103.66 |
| 1675987200000 | 104.43 |
| 1676246400000 | 105.32 |
| 1676332800000 | 105.41 |
| 1676419200000 | 106.38 |
| 1676505600000 | 104.84 |
| 1676592000000 | 104.74 |
| 1676851200000 | 104.51 |
| 1676937600000 | 102.31 |
| 1677024000000 | 102.74 |
| 1677110400000 | 103.6 |
| 1677196800000 | 102.88 |
| 1677456000000 | 102.64 |
| 1677542400000 | 102.39 |
| 1677628800000 | 101.11 |
| 1677715200000 | 102.42 |
| 1677801600000 | 104.3199 |
| 1678060800000 | 103.56 |
| 1678147200000 | 102.88 |
| 1678233600000 | 103.43 |
| 1678320000000 | 101.31 |
| 1678406400000 | 98.63 |
| 1678665600000 | 98.27 |
| 1678752000000 | 100.12 |
| 1678838400000 | 101.49 |
| 1678924800000 | 102.48 |
| 1679011200000 | 101.1 |
| 1679270400000 | 101.22 |
| 1679356800000 | 102.03 |
| 1679443200000 | 100.17 |
| 1679529600000 | 99.69 |
| 1679616000000 | 101.41 |
| 1679875200000 | 101.29 |
| 1679961600000 | 100.49 |
| 1680048000000 | 102 |
| 1680134400000 | 101.91 |
| 1680220800000 | 103.95 |
| 1680480000000 | 103.79 |
| 1680566400000 | 102.5 |
| 1680652800000 | 102.67 |
| 1680739200000 | 102.9599 |
| 1681084800000 | 103.85 |
| 1681171200000 | 103.12 |
| 1681257600000 | 102.05 |
| 1681344000000 | 102.83 |
| 1681430400000 | 102.93 |
| 1681689600000 | 104.22 |
| 1681776000000 | 103.84 |
| 1681862400000 | 103.83 |
| 1681948800000 | 102.95 |
| 1682035200000 | 103.13 |
| 1682294400000 | 102.56 |
| 1682380800000 | 101.37 |
| 1682467200000 | 100.39 |
| 1682553600000 | 102.7 |
| 1682640000000 | 103.28 |
| 1682899200000 | 103.86 |
| 1682985600000 | 102.76 |
| 1683072000000 | 101.4599 |
| 1683158400000 | 101.35 |
| 1683244800000 | 103.17 |
| 1683504000000 | 103.2 |
| 1683590400000 | 103.22 |
| 1683676800000 | 103.63 |
| 1683763200000 | 103.98 |
| 1683849600000 | 104.38 |
| 1684108800000 | 104.7099 |
| 1684195200000 | 104.02 |
| 1684281600000 | 105.7 |
| 1684368000000 | 107.3 |
| 1684454400000 | 106.95 |
| 1684713600000 | 106.98 |
| 1684800000000 | 105.86 |
| 1684886400000 | 105.2 |
| 1684972800000 | 106.61 |
| 1685059200000 | 108.51 |
| 1685318400000 | 108.48 |
| 1685404800000 | 108.36 |
| 1685491200000 | 108.57 |
| 1685577600000 | 108.97 |
| 1685664000000 | 110.5 |
| 1685923200000 | 110.47 |
| 1686009600000 | 110.87 |
| 1686096000000 | 110 |
| 1686182400000 | 110.15 |
| 1686268800000 | 110.5 |
| 1686528000000 | 111.83 |
| 1686614400000 | 112.08 |
| 1686700800000 | 111.74 |
| 1686787200000 | 112.6 |
| 1686873600000 | 112.03 |
| 1687132800000 | 112.04 |
| 1687219200000 | 111.86 |
| 1687305600000 | 110.57 |
| 1687392000000 | 111.03 |
| 1687478400000 | 110.94 |
| 1687737600000 | 110.06 |
| 1687824000000 | 111.01 |
| 1687910400000 | 111.47 |
| 1687996800000 | 112.01 |
| 1688083200000 | 113.22 |
| 1688342400000 | 113.41 |
| 1688428800000 | 113.45 |
| 1688515200000 | 113.54 |
| 1688601600000 | 112.7 |
| 1688688000000 | 111.45 |
| 1688947200000 | 111.58 |
| 1689033600000 | 112.16 |
| 1689120000000 | 111.68 |
| 1689206400000 | 112.01 |
| 1689292800000 | 111.56 |
| 1689552000000 | 112.2 |
| 1689638400000 | 112.98 |
| 1689724800000 | 113.71 |
| 1689811200000 | 113.13 |
| 1689897600000 | 113.54 |
| 1690156800000 | 114.22 |
| 1690243200000 | 114.99 |
| 1690329600000 | 114.57 |
| 1690416000000 | 114.56 |
| 1690502400000 | 115.32 |
| 1690761600000 | 115.55 |
| 1690848000000 | 115.77 |
| 1690934400000 | 114.61 |
| 1691020800000 | 114.19 |
| 1691107200000 | 112.54 |
| 1691366400000 | 113.73 |
| 1691452800000 | 113.76 |
| 1691539200000 | 112.44 |
| 1691625600000 | 112.18 |
| 1691712000000 | 112.41 |
| 1691971200000 | 113.85 |
| 1692057600000 | 112.28 |
| 1692144000000 | 111.75 |
| 1692230400000 | 110.9 |
| 1692316800000 | 111.04 |
| 1692576000000 | 111.85 |
| 1692662400000 | 111.97 |
| 1692748800000 | 113.38 |
| 1692835200000 | 111.84 |
| 1692921600000 | 113.37 |
| 1693180800000 | 113.69 |
| 1693267200000 | 115.27 |
| 1693353600000 | 114.68 |
| 1693440000000 | 115.39 |
| 1693526400000 | 116 |
| 1693785600000 | 116.23 |
| 1693872000000 | 116.62 |
| 1693958400000 | 115.84 |
| 1694044800000 | 115.53 |
| 1694131200000 | 115.51 |
| 1694390400000 | 116.21 |
| 1694476800000 | 115.64 |
| 1694563200000 | 115.53 |
| 1694649600000 | 117.23 |
| 1694736000000 | 115.76 |
| 1694995200000 | 115.66 |
| 1695081600000 | 115.28 |
| 1695168000000 | 113.94 |
| 1695254400000 | 112.63 |
| 1695340800000 | 112.46 |
| 1695600000000 | 113.72 |
| 1695686400000 | 111.92 |
| 1695772800000 | 112.57 |
| 1695859200000 | 112.77 |
| 1695945600000 | 112.33 |
| 1696204800000 | 113.39 |
| 1696291200000 | 111.91 |
| 1696377600000 | 112.89 |
| 1696464000000 | 112.41 |
| 1696550400000 | 113.85 |
| 1696809600000 | 114.26 |
| 1696896000000 | 114.39 |
| 1696982400000 | 114.69 |
| 1697068800000 | 114.71 |
| 1697155200000 | 114.47 |
| 1697414400000 | 115.24 |
| 1697500800000 | 114.85 |
| 1697587200000 | 113.52 |
| 1697673600000 | 112.11 |
| 1697760000000 | 110.46 |
| 1698019200000 | 109.93 |
| 1698105600000 | 111.2 |
| 1698192000000 | 109.61 |
| 1698278400000 | 108.7 |
| 1698364800000 | 107.92 |
| 1698624000000 | 108.78 |
| 1698710400000 | 110.06 |
| 1698796800000 | 111.65 |
| 1698883200000 | 112.94 |
| 1698969600000 | 112.92 |
| 1699228800000 | 113.05 |
| 1699315200000 | 114.25 |
| 1699401600000 | 114.2 |
| 1699488000000 | 113.08 |
| 1699574400000 | 115.43 |
| 1699833600000 | 115.1 |
| 1699920000000 | 115.9 |
| 1700006400000 | 115.78 |
| 1700092800000 | 115.84 |
| 1700179200000 | 115.87 |
| 1700438400000 | 116.28 |
| 1700524800000 | 116.08 |
| 1700611200000 | 117.29 |
| 1700697600000 | 116.82 |
| 1700784000000 | 116.61 |
| 1701043200000 | 116.48 |
| 1701129600000 | 116.1 |
| 1701216000000 | 116.22 |
| 1701302400000 | 117.39 |
| 1701388800000 | 118.9 |
| 1701648000000 | 118.43 |
| 1701734400000 | 118.54 |
| 1701820800000 | 118.22 |
| 1701907200000 | 119.26 |
| 1701993600000 | 119.97 |
| 1702252800000 | 120.82 |
| 1702339200000 | 121.09 |
| 1702425600000 | 122.65 |
| 1702512000000 | 120.76 |
| 1702598400000 | 121.67 |
| 1702857600000 | 122.21 |
| 1702944000000 | 122.1 |
| 1703030400000 | 120.31 |
| 1703116800000 | 121.44 |
| 1703203200000 | 121.41 |
| 1703548800000 | 121.78 |
| 1703635200000 | 121.19 |
| 1703721600000 | 121.3 |
| 1703808000000 | 121.54 |
| 1704153600000 | 121.75 |
| 1704240000000 | 121.02 |
| 1704326400000 | 120.22 |
| 1704412800000 | 120.22 |
| 1704672000000 | 122.3 |
| 1704758400000 | 122.83 |
| 1704844800000 | 123.07 |
| 1704931200000 | 123.27 |
| 1705017600000 | 123.12 |
| 1705276800000 | 123.29 |
| 1705363200000 | 123.81 |
| 1705449600000 | 123.41 |
| 1705536000000 | 124.51 |
| 1705622400000 | 125.83 |
| 1705881600000 | 126.14 |
| 1705968000000 | 127.09 |
| 1706054400000 | 126.32 |
| 1706140800000 | 127.6 |
| 1706227200000 | 127.11 |
| 1706486400000 | 129.03 |
| 1706572800000 | 128.4 |
| 1706659200000 | 126.11 |
| 1706745600000 | 128.1699 |
| 1706832000000 | 130.12 |
| 1707091200000 | 130.6399 |
| 1707177600000 | 130.7 |
| 1707264000000 | 131.74 |
| 1707350400000 | 131.79 |
| 1707436800000 | 132.5 |
| 1707696000000 | 132.45 |
| 1707782400000 | 131.1699 |
| 1707868800000 | 132.65 |
| 1707955200000 | 132.85 |
| 1708041600000 | 132.08 |
| 1708300800000 | 132.13 |
| 1708387200000 | 130.46 |
| 1708473600000 | 130.58 |
| 1708560000000 | 133.6699 |
| 1708646400000 | 133.57 |
| 1708905600000 | 132.85 |
| 1708992000000 | 133.1399 |
| 1709078400000 | 133.08 |
| 1709164800000 | 133.99 |
| 1709251200000 | 135.15 |
| 1709510400000 | 134.73 |
| 1709596800000 | 132.95 |
| 1709683200000 | 133.34 |
| 1709769600000 | 134.61 |
| 1709856000000 | 133.08 |
| 1710115200000 | 133.15 |
| 1710201600000 | 134.96 |
| 1710288000000 | 134.25 |
| 1710374400000 | 134.3899 |
| 1710460800000 | 133.37 |
| 1710720000000 | 134.2 |
| 1710806400000 | 135.22 |
| 1710892800000 | 136.6399 |
| 1710979200000 | 137.05 |
| 1711065600000 | 137.3899 |
| 1711324800000 | 136.68 |
| 1711411200000 | 136.46 |
| 1711497600000 | 137.62 |
| 1711584000000 | 137.96 |
| 1711929600000 | 138.29 |
| 1712016000000 | 136.88 |
| 1712102400000 | 136.38 |
| 1712188800000 | 134.09 |
| 1712275200000 | 136.3 |
| 1712534400000 | 135.81 |
| 1712620800000 | 135.94 |
| 1712707200000 | 135.84 |
| 1712793600000 | 137.57 |
| 1712880000000 | 136.45 |
| 1713139200000 | 134.71 |
| 1713225600000 | 134.46 |
| 1713312000000 | 133.45 |
| 1713398400000 | 132.83 |
| 1713484800000 | 131.19 |
| 1713744000000 | 132.6399 |
| 1713830400000 | 133.8 |
| 1713916800000 | 133.93 |
| 1714003200000 | 132.96 |
| 1714089600000 | 134.74 |
| 1714348800000 | 134.8 |
| 1714435200000 | 132.98 |
| 1714521600000 | 132.68 |
| 1714608000000 | 133.87 |
| 1714694400000 | 134.7 |
| 1714953600000 | 136.09 |
| 1715040000000 | 136.2 |
| 1715126400000 | 136.47 |
| 1715212800000 | 136.74 |
| 1715299200000 | 137.18 |
| 1715558400000 | 136.6399 |
| 1715644800000 | 137.13 |
| 1715731200000 | 138.62 |
| 1715817600000 | 138.1 |
| 1715904000000 | 138.13 |
| 1716163200000 | 138.54 |
| 1716249600000 | 138.95 |
| 1716336000000 | 139.05 |
| 1716422400000 | 138.18 |
| 1716508800000 | 138.87 |
| 1716768000000 | 138.71 |
| 1716854400000 | 138.5 |
| 1716940800000 | 138.32 |
| 1717027200000 | 136.97 |
| 1717113600000 | 137.58 |
| 1717372800000 | 137.72 |
| 1717459200000 | 137.87 |
| 1717545600000 | 139.9 |
| 1717632000000 | 139.7 |
| 1717718400000 | 140.45 |
| 1717977600000 | 141.97 |
| 1718064000000 | 142.56 |
| 1718150400000 | 142.31 |
| 1718236800000 | 143.75 |
| 1718323200000 | 144.97 |
| 1718582400000 | 145.71 |
| 1718668800000 | 145.78 |
| 1718755200000 | 145.65 |
| 1718841600000 | 145.49 |
| 1718928000000 | 145.78 |
| 1719187200000 | 144.48 |
| 1719273600000 | 145.53 |
| 1719360000000 | 146.07 |
| 1719446400000 | 145.85 |
| 1719532800000 | 145.24 |
| 1719792000000 | 145.56 |
| 1719878400000 | 146.35 |
| 1719964800000 | 146.3 |
| 1720051200000 | 146.26 |
| 1720137600000 | 147 |
| 1720396800000 | 147.08 |
| 1720483200000 | 147.5 |
| 1720569600000 | 148.87 |
| 1720656000000 | 146.71 |
| 1720742400000 | 147.19 |
| 1721001600000 | 147.46 |
| 1721088000000 | 148.91 |
| 1721174400000 | 145.7 |
| 1721260800000 | 144.7 |
| 1721347200000 | 144.12 |
| 1721606400000 | 145.87 |
| 1721692800000 | 146.24 |
| 1721779200000 | 142.52 |
| 1721865600000 | 141.71 |
| 1721952000000 | 143.3899 |
| 1722211200000 | 144.01 |
| 1722297600000 | 143.13 |
| 1722384000000 | 145.3899 |
| 1722470400000 | 143.69 |
| 1722556800000 | 139.25 |
| 1722816000000 | 134.32 |
| 1722902400000 | 136.4199 |
| 1722988800000 | 135.27 |
| 1723075200000 | 138.95 |
| 1723161600000 | 139.48 |
| 1723420800000 | 139.34 |
| 1723507200000 | 141.6699 |
| 1723593600000 | 141.27 |
| 1723680000000 | 144.3899 |
| 1723766400000 | 144.58 |
| 1724025600000 | 145.04 |
| 1724112000000 | 144.26 |
| 1724198400000 | 144.77 |
| 1724284800000 | 143.45 |
| 1724371200000 | 144.33 |
| 1724630400000 | 143.73 |
| 1724716800000 | 144.1699 |
| 1724803200000 | 143.7 |
| 1724889600000 | 144.47 |
| 1724976000000 | 146.08 |
| 1725235200000 | 146.08 |
| 1725321600000 | 143.29 |
| 1725408000000 | 142.46 |
| 1725494400000 | 142.22 |
| 1725580800000 | 139.15 |
| 1725840000000 | 141.88 |
| 1725926400000 | 143.1 |
| 1726012800000 | 144.98 |
| 1726099200000 | 145.6399 |
| 1726185600000 | 145.77 |
| 1726444800000 | 145.48 |
| 1726531200000 | 145.43 |
| 1726617600000 | 145.05 |
| 1726704000000 | 147.54 |
| 1726790400000 | 147.04 |
| 1727049600000 | 147.58 |
| 1727136000000 | 147.71 |
| 1727222400000 | 147.27 |
| 1727308800000 | 148.04 |
| 1727395200000 | 147.51 |
| 1727654400000 | 148.32 |
| 1727740800000 | 147.78 |
| 1727827200000 | 148.38 |
| 1727913600000 | 148.3 |
| 1728000000000 | 150.43 |
| 1728259200000 | 148.88 |
| 1728345600000 | 150.65 |
| 1728432000000 | 152.15 |
| 1728518400000 | 152.2 |
| 1728604800000 | 152.85 |
| 1728864000000 | 154.48 |
| 1728950400000 | 153.41 |
| 1729036800000 | 154.45 |
| 1729123200000 | 155.2 |
| 1729209600000 | 155.47 |
| 1729468800000 | 155.48 |
| 1729555200000 | 155.78 |
| 1729641600000 | 154.79 |
| 1729728000000 | 155.02 |
| 1729814400000 | 154.47 |
| 1730073600000 | 155.12 |
| 1730160000000 | 155.84 |
| 1730246400000 | 154.29 |
| 1730332800000 | 151.34 |
| STOXX Willis Towers Watson USA 500 Climate Transition | STOXX USA 500 | |
|---|---|---|
| 2022 | -18.301003261269 | -14.549820119266 |
| 2023 | 24.856657408541 | 23.06760887537 |
| 2024 | 30.048650425807 | 28.597421846362 |
Methodology
The STOXX WTW Climate Transition Indices track the performance of liquid securities from a selection of STOXX Benchmark Indices.
Companies identified as non-compliant based on Sustainalytics Global Standard Screening (GSS) assessment or are involved in anti-personnel mines, biological and chemical weapons, cluster weapons, depleted uranium and white phosphorus weapons are not eligible for selection. In addition, companies with significant involvement in Thermal Coal and Oil Sands, are also not eligible.
Eligible companies are weighted based on their free-float market capitalization adjusted by Climate Transition Value at Risk (CTVaR) metrics from Willis Towers Watson that measures a company's readiness for the global economic transition to a low carbon economy.
| Index | ISIN | Symbol | Bloomberg | Reuters |
|---|---|---|---|---|
| Gross Return EUR | CH1131943966 | SXUSGWCT | .SXUSGWCT | |
| Net Return EUR | CH1131943891 | SXUSNWCT | .SXUSNWCT | |
| Price EUR | CH1131943917 | SXUSPWCT | .SXUSPWCT | |
| Price GBP | CH1131943875 | SXUSBWCT | .SXUSBWCT | |
| Gross Return GBP | CH1131944014 | SXUSKWCT | .SXUSKWCT | |
| Net Return GBP | CH1131943941 | SXUSHWCT | .SXUSHWCT | |
| Price USD | CH1131943909 | SXUSLWCT | .SXUSLWCT | |
| Gross Return USD | CH1131943818 | SXUSUWCT | .SXUSUWCT | |
| Net Return USD | CH1131943750 | SXUSVWCT | .SXUSVWCT |
Quick Facts
| Weighting | Free-float market cap adjusted |
| Cap Factor | Component: max(ffmcap, 5%); Industry: overweight 5%; Country: |
| No. of components | Variable |
| Review frequency | Quarterly |
| Calculation/distribution | dayend |
| Calculation hours | 22:15:00 22:15:00 |
| Base value/base date | 100 as of Jun. 18, 2021 |
| History | Available from Jun. 18, 2021 |
| Inception date | Aug. 25, 2021 |
| To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet. | |
Top 10 Components4
| Company | Supersector | Country | Weight |
|---|---|---|---|
| Apple Inc. | Technology | USA | 7.003% |
| NVIDIA Corp. | Technology | USA | 6.784% |
| Microsoft Corp. | Technology | USA | 6.274% |
| Amazon.com Inc. | Retail | USA | 3.855% |
| META PLATFORMS CLASS A | Technology | USA | 2.962% |
| ALPHABET CLASS C | Technology | USA | 2.304% |
| BROADCOM | Technology | USA | 1.953% |
| TESLA | Automobiles and Parts | USA | 1.781% |
| Eli Lilly & Co. | Health Care | USA | 1.692% |
| JPMorgan Chase & Co. | Banks | USA | 1.476% |
3Net dividend yield is calculated as net return index return minus price index return
4Based on the composition as of October 31, 2024
ENVIRONMENTAL SOCIAL GOVERNANCE INDICES
STOXX Willis Towers Watson USA 500 Climate Transition
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.