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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES
iSTOXX UK ESG Equal Weight
Index Description
The iSTOXX UK ESG Equal Weight Index aims to replicate an investment in the top 50% stocks in terms of ESG Risk Rating of the STOXX UK Total Market Index. Companies that are non-compliant according to Global Standards Screening (GSS) or are involved in Controversial Weapons activities, as identified by Sustainalytics, are not eligible. Additionally, the eligible companies should not be involved in Unconventional Oil and Gas, Tobacco production, Thermal Coal, Adult Entertainment and Gambling. The constituents are equally weighted, and the index is reviewed on a quarterly basis.
Key facts
- Serves as benchmarks for the UK region.
- High liquidity threshold ensures tradability.
- Selects the largest securities that have low ESG Risk Rating.
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 UK ESG Equal Weight | N/A | 87.1 | 1.4 | 1.4 | 1.7 | 1.2 | 2.0 | 1.4 | 74.3 |
STOXX UK 180 | 2,356.5 | 2,187.8 | 12.2 | 3.8 | 171.1 | 0.9 | 7.8 | 0.0 | 4.9 |
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 UK ESG Equal Weight | 4.4 | 1.7 | 8.2 | 4.4 | 21.2 | N/A | N/A | 8.4 | 1.5 | 4.0 |
STOXX UK 180 | 4.7 | 4.2 | 9.3 | 30.1 | 31.8 | N/A | N/A | 9.5 | 9.3 | 5.7 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
iSTOXX UK ESG Equal Weight | N/A | N/A | 14.0 | 17.1 | 21.3 | N/A | N/A | 0.3 | 0.0 | 0.2 |
STOXX UK 180 | N/A | N/A | 10.4 | 13.2 | 17.2 | N/A | N/A | 0.5 | 0.6 | 0.3 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
iSTOXX UK ESG Equal Weight | 0.8 | 0.8 | 0.8 | 0.8 | 0.9 | 6.3 | 6.9 | 7.9 | 9.4 | 10.3 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
iSTOXX UK ESG Equal Weight | 1.0 | 1.1 | 1.1 | 1.1 | 1.1 | -0.8 | -1.4 | -0.1 | -0.8 | -0.1 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(GBP, Gross Return), all data as of March 29, 2024
ENVIRONMENTAL SOCIAL GOVERNANCE INDICES
iSTOXX UK ESG Equal Weight
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 UK ESG Equal Weight | 24.5 | 15.3 | 16.6 | 16.6 | 1.6 | 3.9 | 1.3 | 22.1 |
STOXX UK 180 | 16.5 | 11.9 | 13.4 | 13.4 | 1.8 | 4.2 | 1.2 | 15.9 |
Performance and annual returns
Methodology
The iSTOXX UK ESG Equal Weight Index aims to replicate an investment in the top 50% stocks in terms of ESG Risk Rating of the STOXX UK Total Market Index. Companies that are non-compliant according to Global Standards Screening (GSS) or are involved in Controversial Weapons activities, as identified by Sustainalytics, are not eligible. Additionally, the eligible companies should not be involved in Unconventional Oil and Gas, Tobacco production, Thermal Coal, Adult Entertainment and Gambling.
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Net Return EUR | CH0462361715 | ISUKEWR | .ISUKEWR | |
Price EUR | CH0462361707 | ISUKEWE | .ISUKEWE | |
Gross Return EUR | CH0462361723 | ISUKEWGR | .ISUKEWGR | |
Price GBP | CH0462361731 | ISUKEWH | ISUKEWH INDEX | .ISUKEWH |
Gross Return GBP | CH0462361756 | ISUKEWGB | ISUKEWGB INDEX | .ISUKEWGB |
Net Return GBP | CH0462361749 | ISUKEWB | ISUKEWB INDEX | .ISUKEWB |
Quick Facts
Weighting | Equal-Weighted |
Cap Factor | n.a. |
No. of components | Variable |
Review frequency | Quarterly |
Calculation/distribution | realtime 15 sec |
Calculation hours | 09:00:00 18:00:00 |
Base value/base date | 100 as of Mar. 24, 2014 |
History | Available from Mar. 24, 2014 |
Inception date | June. 01, 2022 |
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet. |
ENVIRONMENTAL SOCIAL GOVERNANCE INDICES
iSTOXX UK ESG Equal Weight
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
DS SMITH | Industrial Goods and Services | UK | 1.962% |
JD SPORTS FASHION | Retail | UK | 1.869% |
3I GROUP PLC. | Financial Services | UK | 1.785% |
BRITISH LAND COMPANY | Real Estate | UK | 1.771% |
ASHTEAD GRP | Industrial Goods and Services | UK | 1.770% |
INCHCAPE | Industrial Goods and Services | UK | 1.768% |
VISTRY GROUP | Consumer Products and Services | UK | 1.766% |
KINGFISHER | Retail | UK | 1.750% |
IWG PLC | Industrial Goods and Services | UK | 1.744% |
ITV | Media | UK | 1.738% |
3Net dividend yield is calculated as net return index return minus price index return
4Based on the composition as of March 29, 2024