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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX Global Industry Neutral ESG 600

Index Description

The iSTOXX Global Industry Neutral ESG 600 Index tracks the performance of the leading companies with regard to Environmental, Social and Governance (ESG) criteria, based on ESG indicators based on a transparent rating model as provided by Sustainalytics. STOXX will exclude companies that Sustainalytics considers to be non-compliant with the Sustainalytics Global Standards Screening assessment as well as companies identified to be involved with controversial weapons.

Key facts

  • Derived from STOXXs broad, yet liquid indices to ensure tradability
  • Easily usable for benchmark purposes as index is derived from well-known broad indices
  • Uses data from a reliable and independent source: Sustainalytics
  • Excludes companies that Sustainalytics considers to be non-compliant with the Sustainalytics Global Standards Screening assessment as well as companies identified to be involved with controversial weapons

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
iSTOXX Global Industry Neutral ESG 600 24,422.9 21,564.9 36.1 12.1 2,223.1 0.9 10.3 0.0 24.8
STOXX Global 1800 71,896.9 65,624.3 36.4 12.0 3,126.9 1.2 4.8 0.0 2.9

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 Global Industry Neutral ESG 600 4.4 13.4 29.3 45.6 103.3 N/A N/A 30.1 13.5 15.4
STOXX Global 1800 3.2 9.0 25.4 28.2 79.2 N/A N/A 26.0 8.7 12.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
iSTOXX Global Industry Neutral ESG 600 N/A N/A 12.0 15.5 17.8 N/A N/A 1.9 0.7 0.8
STOXX Global 1800 N/A N/A 10.2 14.9 17.9 N/A N/A 2.0 0.5 0.6
Index to benchmark Correlation Tracking error (%)
iSTOXX Global Industry Neutral ESG 600 0.9 0.9 0.9 0.9 1.0 6.9 5.7 4.8 4.9 4.5
Index to benchmark Beta Annualized information ratio
iSTOXX Global Industry Neutral ESG 600 1.3 1.2 1.1 1.0 1.0 2.3 2.9 0.7 0.9 0.5

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

2Based on EURIBOR1M

(USD, Gross Return), all data as of March 29, 2024

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX Global Industry Neutral ESG 600

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 Industry Neutral ESG 600 22.2 17.5 20.4 20.4 2.8 3.3 1.8 29.0
STOXX Global 1800 23.7 19.4 21.8 21.8 3.2 2.6 2.2 2.3

Performance and annual returns

Methodology

The iSTOXX Global Industry Neutral ESG 600 Index is based on the STOXX Global 1800 universe. STOXX excludes companies that Sustainalytics considers to be non-compliant with the Sustainalytics Global Standards Screening assessment, as well as companies identified to be involved with controversial weapons.


The index is created by selecting companies with an Environmental, Social and Governance (ESG) score >= 50, picking the 600 companies with the highest Total Rating Score, as provided by Sustainalytics. A capping algorithm is applied to calculate component weights so that the ICB Industry weight of the index is similar to the ICB Industry weight of the benchmark, i.e. the STOXX Global 1800 Index.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Gross Return EUR CH0405862241 ISXG6EG .ISXG6EG
Price EUR CH0405862282 ISXG6EP .ISXG6EP
Net Return EUR CH0405862233 ISXG6EN ISXG6EN INDEX .ISXG6EN
Gross Return USD CH0405862274 ISXG6UG .ISXG6UG
Price USD CH0405862266 ISXG6UP .ISXG6UP
Net Return USD CH0405862258 ISXG6UN .ISXG6UN

Quick Facts

Weighting Free Float Market Cap
Cap Factor Capping on ICB Industry Level
No. of components Variable
Review frequency Annually: September. Shares, Free Float, and Capping: Quarterly.
Calculation/distribution dayend
Calculation hours 22:00:00 22:00:00
Base value/base date 100 as of Sep. 24, 2012
History As of Sep. 24, 2012
Inception date Mar. 28, 2018
To learn more about the inception date, the currency, the calculation hours and historical values, please see our data vendor code sheet.

CONTACT DETAILS

  • STOXX customer support
  • P +41 43 430 7272
  • customersupport@stoxx.com
  • https://qontigo.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.

ENVIRONMENTAL SOCIAL GOVERNANCE INDICES

iSTOXX Global Industry Neutral ESG 600

Top 10 Components4

Company Supersector Country Weight
NVIDIA Corp. Technology USA 10.308%
BROADCOM Technology USA 2.831%
NOVO NORDISK B Health Care Denmark 2.311%
MasterCard Inc. Cl A Industrial Goods and Services USA 2.021%
Merck & Co. Inc. Health Care USA 1.866%
ASML HLDG Technology Netherlands 1.757%
JPMorgan Chase & Co. Banks USA 1.553%
L'OREAL Consumer Products and Services France 1.495%
SONY GROUP CORP. Consumer Products and Services Japan 1.408%
ADVANCED MICRO DEVICES Technology USA 1.331%

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

4Based on the composition as of March 29, 2024

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.