Continue active refreshing of this index's data?

Continue active refreshing of this index's data?

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Europe ESG Leaders 50

Index Description

The STOXX ESG Leaders Blue-Chip indices are based on the STOXX Global ESG Leaders Index and cover the 50 largest components in each region in terms of market cap. The weighting is based on the company's average ESG scores. The indices provide access to companies that are global leaders in terms of environmental, social and governance criteria. The sustainability data is provided by Sustainalytics.

Key facts

  • Independent company ratings provided by Sustainalytics
  • Exclusion of companies involved in controversial weapons and companies which are non-compliant with Sustainalytics Global Standards Screening assessments.
  • ESG Controversy Rating radar: companies which are at risk of violating Sustainalytics Global Standards Screening assessment are monitored and are extraordinarily excluded in case of a violation.
  • In case an index constituent increases in its ESG Controversy Rating level to Category 5, with the Fast Exit rule applied, the respective constituent will be deleted from the index two trading days after the announcement.

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 Europe ESG Leaders 50 N/A 1.0 0.0 0.0 0.0 0.0 2.5 1.5 70.4
STOXX Europe 600 13,535.2 10,812.4 18.0 6.0 432.4 1.4 4.0 0.0 3.6

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
STOXX Europe ESG Leaders 50 -1.2 11.8 21.2 44.8 81.1 N/A N/A 21.7 13.3 12.8
STOXX Europe 600 -1.1 9.4 14.4 24.4 54.4 N/A N/A 14.7 7.6 9.2
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
STOXX Europe ESG Leaders 50 N/A N/A 10.5 15.0 18.3 N/A N/A 1.6 0.7 0.6
STOXX Europe 600 N/A N/A 10.0 14.5 17.7 N/A N/A 1.1 0.4 0.5
Index to benchmark Correlation Tracking error (%)
STOXX Europe ESG Leaders 50 1.0 1.0 1.0 1.0 1.0 2.8 2.7 2.8 3.2 3.4
Index to benchmark Beta Annualized information ratio
STOXX Europe ESG Leaders 50 1.1 1.0 1.0 1.0 1.0 -0.2 1.7 2.1 1.6 1.0

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

2Based on EURIBOR1M

(EUR, Gross Return), all data as of June 28, 2024

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

STOXX Europe ESG Leaders 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
STOXX Europe ESG Leaders 50 13.8 11.6 13.6 13.6 1.7 4.5 1.3 13.1
STOXX Europe 600 17.4 13.8 15.4 15.4 2.0 3.7 1.4 16.5

Performance and annual returns