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ISTOXX INDICES
iSTOXX Northern Trust Developed Markets Low Volatility Climate ESG
Index Description
The iSTOXX Northern Trust Developed Markets Low Volatility Climate ESG Index is designed to track a high-quality universe of companies that exhibit lower overall absolute volatility and to achieve climate and sustainability targets. It is based on the STOXX Global 1800 Index, and uses the proprietary Northern Trust Quality factor to identify companies that exhibit strength in profitability, management expertise and cash flow. The weighting of each constituent security is determined through an optimization process that is designed to reduce total variance and transaction costs.
Key facts
- Derived from the STOXX Global 1800 Index with screens using Northern Trust ESG Scores and Exclusion Flags to achieve climate and sustainability targets.
- Uses the proprietary Northern Trust Quality factor to identify companies that exhibit strength in profitability, management expertise and cash flow.
- Invest in targeted factor exposures with managed risk profiles across various regions.
- Uses Axioma's factor risk models and optimization to control for unintended systematic exposures.
- Ensures tradability by managing turnover.
- Ensures diversification using country and industry controls.
Descriptive Statistics
Index | Market Cap (CHF bn) | Components (CHF bn) | Component weight (%) | Turnover (%) | |||||
---|---|---|---|---|---|---|---|---|---|
Full | Free-float | Mean | Median | Largest | Smallest | Largest | Smallest | Last 12 monts | |
iSTOXX Northern Trust Developed Markets Low Volatility Climate ESG | N/A | 93.1 | 0.5 | 0.3 | 4.2 | 0.0 | 4.5 | 0.0 | 0.0 |
STOXX Global 1800 | 58,322.7 | 52,981.5 | 29.4 | 9.8 | 2,513.4 | 0.2 | 4.7 | 0.0 | 3.1 |
Supersector weighting (top 10)
Technology | 23.6 |
---|---|
Health Care | 13.4 |
Industrial Goods and Services | 11.1 |
Insurance | 7.3 |
Retail | 7.0 |
Personal Care, Drug and Grocery Stores | 4.5 |
Energy | 3.9 |
Telecommunications | 3.8 |
Banks | 3.6 |
Travel and Leisure | 3.6 |
Country weighting
USA | 67.6 |
---|---|
Japan | 8.6 |
UK | 3.5 |
Switzerland | 3.4 |
Germany | 2.9 |
France | 2.7 |
Netherlands | 2.1 |
Canada | 1.8 |
Singapore | 1.5 |
Hong Kong | 1.3 |
Risk and return figures1
Index returns | Return (%) | Annualized return (%) | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Last month | YTD | 1Y | 3Y | 5Y | Last month | YTD | 1Y | 3Y | 5Y | |
iSTOXX Northern Trust Developed Markets Low Volatility Climate ESG | -2.8 | -1.1 | -5.3 | 7.3 | 11.2 | N/A | N/A | -5.3 | 2.4 | 2.1 |
STOXX Global 1800 | -2.9 | 6.0 | 8.7 | 19.1 | 35.6 | N/A | N/A | 8.8 | 6.1 | 6.4 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
iSTOXX Northern Trust Developed Markets Low Volatility Climate ESG | N/A | N/A | 10.9 | 12.8 | 15.7 | N/A | N/A | -0.8 | 0.1 | 0.0 |
STOXX Global 1800 | N/A | N/A | 13.5 | 15.3 | 18.1 | N/A | N/A | 0.4 | 0.3 | 0.3 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
iSTOXX Northern Trust Developed Markets Low Volatility Climate ESG | 0.9 | 0.6 | 0.7 | 0.8 | 0.9 | 6.8 | 9.3 | 10.5 | 9.9 | 9.1 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
iSTOXX Northern Trust Developed Markets Low Volatility Climate ESG | 0.7 | 0.6 | 0.5 | 0.6 | 0.7 | 0.1 | -1.0 | -1.4 | -0.4 | -0.5 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(CHF, Price), all data as of October 31, 2023
ISTOXX INDICES
iSTOXX Northern Trust Developed Markets Low Volatility Climate ESG
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 Northern Trust Developed Markets Low Volatility Climate ESG | 20.9 | 16.5 | 20.0 | 20.0 | 3.2 | 1.8 | 1.5 | 18.4 |
STOXX Global 1800 | 20.2 | 17.2 | 18.1 | 18.1 | 0.1 | 1.8 | 1.8 | 16.2 |
Performance and annual returns
iSTOXX Northern Trust Developed Markets Low Volatility Climate ESG | |
---|---|
1603324800000 | 156.2 |
1603411200000 | 156.44 |
1603670400000 | 154.52 |
1603756800000 | 154.41 |
1603843200000 | 150.84 |
1603929600000 | 152.33 |
1604016000000 | 150.8899 |
1604275200000 | 152.76 |
1604361600000 | 154.09 |
1604448000000 | 157.13 |
1604534400000 | 158.91 |
1604620800000 | 158.4199 |
1604880000000 | 159.6699 |
1604966400000 | 159.58 |
1605052800000 | 162.25 |
1605139200000 | 160.81 |
1605225600000 | 161.71 |
1605484800000 | 162 |
1605571200000 | 161.15 |
1605657600000 | 159.98 |
1605744000000 | 160.9199 |
1605830400000 | 160.45 |
1606089600000 | 160.35 |
1606176000000 | 161.12 |
1606262400000 | 161.09 |
1606348800000 | 160.76 |
1606435200000 | 161.33 |
1606694400000 | 161.21 |
1606780800000 | 161.3899 |
1606867200000 | 160.3899 |
1606953600000 | 159.07 |
1607040000000 | 159.56 |
1607299200000 | 158.9 |
1607385600000 | 159.53 |
1607472000000 | 159 |
1607558400000 | 157.91 |
1607644800000 | 158.98 |
1607904000000 | 158.4199 |
1607990400000 | 158.81 |
1608076800000 | 159.22 |
1608163200000 | 160.26 |
1608249600000 | 160.11 |
1608508800000 | 159.3899 |
1608595200000 | 159.53 |
1608681600000 | 159.86 |
1608768000000 | 160.6399 |
1609113600000 | 161.7 |
1609200000000 | 161.5 |
1609286400000 | 160.9199 |
1609372800000 | 161.54 |
1609718400000 | 160.22 |
1609804800000 | 160.24 |
1609891200000 | 160.5 |
1609977600000 | 162.48 |
1610064000000 | 163.43 |
1610323200000 | 163.88 |
1610409600000 | 163.08 |
1610496000000 | 163.18 |
1610582400000 | 162.94 |
1610668800000 | 162.1699 |
1610928000000 | 162.1699 |
1611014400000 | 162.62 |
1611100800000 | 164.3 |
1611187200000 | 163.87 |
1611273600000 | 163.32 |
1611532800000 | 164.8 |
1611619200000 | 164.93 |
1611705600000 | 162.87 |
1611792000000 | 162.37 |
1611878400000 | 159.88 |
1612137600000 | 162.6699 |
1612224000000 | 164.46 |
1612310400000 | 164.4199 |
1612396800000 | 165.6699 |
1612483200000 | 165.61 |
1612742400000 | 165.94 |
1612828800000 | 165.21 |
1612915200000 | 164.69 |
1613001600000 | 164.68 |
1613088000000 | 165.63 |
1613347200000 | 165.69 |
1613433600000 | 165.33 |
1613520000000 | 166.13 |
1613606400000 | 165.33 |
1613692800000 | 164.23 |
1613952000000 | 163.54 |
1614038400000 | 164.12 |
1614124800000 | 165.41 |
1614211200000 | 162.8 |
1614297600000 | 161.11 |
1614556800000 | 165 |
1614643200000 | 164.59 |
1614729600000 | 163.31 |
1614816000000 | 163.35 |
1614902400000 | 166.09 |
1615161600000 | 166.46 |
1615248000000 | 167.77 |
1615334400000 | 168.78 |
1615420800000 | 168.86 |
1615507200000 | 169.25 |
1615766400000 | 170.26 |
1615852800000 | 170.63 |
1615939200000 | 170.72 |
1616025600000 | 170.1399 |
1616112000000 | 170.28 |
1616371200000 | 170.56 |
1616457600000 | 172.2 |
1616544000000 | 171.51 |
1616630400000 | 172.91 |
1616716800000 | 175.82 |
1616976000000 | 176.36 |
1617062400000 | 175.65 |
1617148800000 | 175.36 |
1617235200000 | 176.94 |
1617667200000 | 176.85 |
1617753600000 | 176.01 |
1617840000000 | 176.37 |
1617926400000 | 177.27 |
1618185600000 | 176.4199 |
1618272000000 | 177.11 |
1618358400000 | 176.65 |
1618444800000 | 178.19 |
1618531200000 | 178.5 |
1618790400000 | 177.58 |
1618876800000 | 176.62 |
1618963200000 | 177.8 |
1619049600000 | 177.31 |
1619136000000 | 178.2 |
1619395200000 | 177.37 |
1619481600000 | 176.91 |
1619568000000 | 176.1699 |
1619654400000 | 176.33 |
1619740800000 | 175.53 |
1620000000000 | 176.24 |
1620086400000 | 175.41 |
1620172800000 | 176.4199 |
1620259200000 | 177.15 |
1620345600000 | 177.13 |
1620604800000 | 176.09 |
1620691200000 | 174.72 |
1620777600000 | 173.19 |
1620864000000 | 174.02 |
1620950400000 | 175.45 |
1621209600000 | 175.04 |
1621296000000 | 174.02 |
1621382400000 | 174.3 |
1621468800000 | 175.72 |
1621555200000 | 175.29 |
1621814400000 | 175.93 |
1621900800000 | 175.97 |
1621987200000 | 176 |
1622073600000 | 175.72 |
1622160000000 | 176.46 |
1622419200000 | 176.05 |
1622505600000 | 175.16 |
1622592000000 | 175.86 |
1622678400000 | 176.84 |
1622764800000 | 177.35 |
1623024000000 | 177.62 |
1623110400000 | 177.4199 |
1623196800000 | 177.38 |
1623283200000 | 178.4 |
1623369600000 | 178.94 |
1623628800000 | 179.43 |
1623715200000 | 179.18 |
1623801600000 | 178.61 |
1623888000000 | 181.21 |
1623974400000 | 180.84 |
1624233600000 | 181.1699 |
1624320000000 | 182.6399 |
1624406400000 | 181.27 |
1624492800000 | 182.36 |
1624579200000 | 182.48 |
1624838400000 | 183.54 |
1624924800000 | 184.2 |
1625011200000 | 184.57 |
1625097600000 | 184.95 |
1625184000000 | 186.21 |
1625443200000 | 186.07 |
1625529600000 | 186.16 |
1625616000000 | 187.54 |
1625702400000 | 183.84 |
1625788800000 | 185.22 |
1626048000000 | 185.72 |
1626134400000 | 186.09 |
1626220800000 | 186.47 |
1626307200000 | 186.1699 |
1626393600000 | 185.91 |
1626652800000 | 183.37 |
1626739200000 | 185.58 |
1626825600000 | 185.75 |
1626912000000 | 186.66 |
1626998400000 | 188.36 |
1627257600000 | 187.5 |
1627344000000 | 186.68 |
1627430400000 | 186.12 |
1627516800000 | 185.31 |
1627603200000 | 184.51 |
1627862400000 | 184.29 |
1627948800000 | 185.07 |
1628035200000 | 184.83 |
1628121600000 | 185.56 |
1628208000000 | 186.7 |
1628467200000 | 187.59 |
1628553600000 | 188.36 |
1628640000000 | 188.8 |
1628726400000 | 189.75 |
1628812800000 | 189.23 |
1629072000000 | 188.6699 |
1629158400000 | 188.6699 |
1629244800000 | 187.75 |
1629331200000 | 187.96 |
1629417600000 | 188.97 |
1629676800000 | 189.1699 |
1629763200000 | 188.8 |
1629849600000 | 188.83 |
1629936000000 | 188.69 |
1630022400000 | 188.23 |
1630281600000 | 189.68 |
1630368000000 | 189.29 |
1630454400000 | 189.51 |
1630540800000 | 189.8899 |
1630627200000 | 189.9199 |
1630886400000 | 190.77 |
1630972800000 | 190.3 |
1631059200000 | 190.9199 |
1631145600000 | 189.15 |
1631232000000 | 188.13 |
1631491200000 | 189.07 |
1631577600000 | 188.26 |
1631664000000 | 188.6699 |
1631750400000 | 189.59 |
1631836800000 | 189.3899 |
1632096000000 | 186.46 |
1632182400000 | 185.34 |
1632268800000 | 185.79 |
1632355200000 | 187.33 |
1632441600000 | 187.75 |
1632700800000 | 187.04 |
1632787200000 | 184.63 |
1632873600000 | 185.62 |
1632960000000 | 183.91 |
1633046400000 | 184.37 |
1633305600000 | 181.47 |
1633392000000 | 183.31 |
1633478400000 | 183.59 |
1633564800000 | 184.97 |
1633651200000 | 184.8 |
1633910400000 | 184.12 |
1633996800000 | 183.72 |
1634083200000 | 183.94 |
1634169600000 | 185.84 |
1634256000000 | 186.74 |
1634515200000 | 186.9199 |
1634601600000 | 187.74 |
1634688000000 | 187.9 |
1634774400000 | 188.13 |
1634860800000 | 188.38 |
1635120000000 | 189.19 |
1635206400000 | 189.75 |
1635292800000 | 188.68 |
1635379200000 | 189.1 |
1635465600000 | 189.11 |
1635724800000 | 188.74 |
1635811200000 | 190.1699 |
1635897600000 | 190.46 |
1635984000000 | 191.38 |
1636070400000 | 191.3 |
1636329600000 | 191.3 |
1636416000000 | 191.06 |
1636502400000 | 191.06 |
1636588800000 | 191.55 |
1636675200000 | 193.16 |
1636934400000 | 193.27 |
1637020800000 | 194.77 |
1637107200000 | 194.38 |
1637193600000 | 193.57 |
1637280000000 | 193.76 |
1637539200000 | 193.84 |
1637625600000 | 193.96 |
1637712000000 | 194.93 |
1637798400000 | 194.94 |
1637884800000 | 189.19 |
1638144000000 | 190.77 |
1638230400000 | 187.52 |
1638316800000 | 186.28 |
1638403200000 | 187.4199 |
1638489600000 | 187.06 |
1638748800000 | 190.1 |
1638835200000 | 193.1 |
1638921600000 | 192.6699 |
1639008000000 | 192.69 |
1639094400000 | 193.82 |
1639353600000 | 193.38 |
1639440000000 | 191.85 |
1639526400000 | 194.73 |
1639612800000 | 193.98 |
1639699200000 | 192.05 |
1639958400000 | 190.02 |
1640044800000 | 192.73 |
1640131200000 | 193.44 |
1640217600000 | 194.27 |
1640304000000 | 193.84 |
1640563200000 | 195.53 |
1640649600000 | 196.09 |
1640736000000 | 195.54 |
1640822400000 | 195.03 |
1640908800000 | 194.29 |
1641168000000 | 195.88 |
1641254400000 | 194.93 |
1641340800000 | 193.1699 |
1641427200000 | 192.66 |
1641513600000 | 192.6699 |
1641772800000 | 193.1399 |
1641859200000 | 193.95 |
1641945600000 | 192.73 |
1642032000000 | 190.09 |
1642118400000 | 190.02 |
1642377600000 | 190.58 |
1642464000000 | 188.52 |
1642550400000 | 187.53 |
1642636800000 | 186.56 |
1642723200000 | 183.87 |
1642982400000 | 183.7 |
1643068800000 | 182.83 |
1643155200000 | 182.9199 |
1643241600000 | 184.31 |
1643328000000 | 186.9 |
1643587200000 | 189 |
1643673600000 | 188.27 |
1643760000000 | 189.52 |
1643846400000 | 186.9 |
1643932800000 | 187.72 |
1644192000000 | 186.93 |
1644278400000 | 188.34 |
1644364800000 | 190.29 |
1644451200000 | 187.97 |
1644537600000 | 186.07 |
1644796800000 | 184.33 |
1644883200000 | 186.31 |
1644969600000 | 185.81 |
1645056000000 | 183.03 |
1645142400000 | 181.87 |
1645401600000 | 180.37 |
1645488000000 | 179.95 |
1645574400000 | 177.33 |
1645660800000 | 178.81 |
1645747200000 | 182.69 |
1646006400000 | 180.45 |
1646092800000 | 178.73 |
1646179200000 | 180.55 |
1646265600000 | 179.63 |
1646352000000 | 177.84 |
1646611200000 | 175.75 |
1646697600000 | 173.9199 |
1646784000000 | 177.53 |
1646870400000 | 176.91 |
1646956800000 | 176.45 |
1647216000000 | 176.97 |
1647302400000 | 180.77 |
1647388800000 | 183.38 |
1647475200000 | 184.55 |
1647561600000 | 185.44 |
1647820800000 | 184.79 |
1647907200000 | 186.33 |
1647993600000 | 184.24 |
1648080000000 | 185.4 |
1648166400000 | 186.09 |
1648425600000 | 188.02 |
1648512000000 | 189.75 |
1648598400000 | 187.72 |
1648684800000 | 185.02 |
1648771200000 | 186.05 |
1649030400000 | 186.6699 |
1649116800000 | 186.52 |
1649203200000 | 186.02 |
1649289600000 | 186.74 |
1649376000000 | 186.9199 |
1649635200000 | 184.13 |
1649721600000 | 183.07 |
1649808000000 | 184.96 |
1649894400000 | 185.51 |
1650326400000 | 187.65 |
1650412800000 | 188.86 |
1650499200000 | 188.56 |
1650585600000 | 185.49 |
1650844800000 | 185.68 |
1650931200000 | 182.63 |
1651017600000 | 184.59 |
1651104000000 | 187.84 |
1651190400000 | 183.78 |
1651449600000 | 184.51 |
1651536000000 | 185.29 |
1651622400000 | 189.38 |
1651708800000 | 185.48 |
1651795200000 | 184.53 |
1652054400000 | 182.72 |
1652140800000 | 182.27 |
1652227200000 | 180.23 |
1652313600000 | 180.72 |
1652400000000 | 183.93 |
1652659200000 | 184.6699 |
1652745600000 | 185.08 |
1652832000000 | 179.04 |
1652918400000 | 174.35 |
1653004800000 | 175.5 |
1653264000000 | 176.65 |
1653350400000 | 175.1399 |
1653436800000 | 176.4199 |
1653523200000 | 177.87 |
1653609600000 | 180.18 |
1653868800000 | 180.81 |
1653955200000 | 179.41 |
1654041600000 | 179.1699 |
1654128000000 | 180.36 |
1654214400000 | 179.03 |
1654473600000 | 180.26 |
1654560000000 | 182.24 |
1654646400000 | 180.9199 |
1654732800000 | 178.68 |
1654819200000 | 175.95 |
1655078400000 | 172.72 |
1655164800000 | 172.02 |
1655251200000 | 173.63 |
1655337600000 | 165.54 |
1655424000000 | 165.57 |
1655683200000 | 165.27 |
1655769600000 | 167.3899 |
1655856000000 | 166.76 |
1655942400000 | 167.55 |
1656028800000 | 170.86 |
1656288000000 | 171.1699 |
1656374400000 | 169.23 |
1656460800000 | 168.36 |
1656547200000 | 167.97 |
1656633600000 | 169.81 |
1656892800000 | 169.8 |
1656979200000 | 170.3 |
1657065600000 | 170.88 |
1657152000000 | 173.1399 |
1657238400000 | 173.62 |
1657497600000 | 173.15 |
1657584000000 | 172.23 |
1657670400000 | 170.81 |
1657756800000 | 170.79 |
1657843200000 | 172.18 |
1658102400000 | 170.99 |
1658188800000 | 173.09 |
1658275200000 | 173.54 |
1658361600000 | 174.1 |
1658448000000 | 172.3899 |
1658707200000 | 173.1399 |
1658793600000 | 171.6 |
1658880000000 | 174.41 |
1658966400000 | 174.82 |
1659052800000 | 175.45 |
1659312000000 | 175.56 |
1659398400000 | 174.72 |
1659484800000 | 177.86 |
1659571200000 | 176.9 |
1659657600000 | 177.55 |
1659916800000 | 176.1 |
1660003200000 | 175.65 |
1660089600000 | 176.52 |
1660176000000 | 175.8899 |
1660262400000 | 178.18 |
1660521600000 | 178.7 |
1660608000000 | 180.48 |
1660694400000 | 180.11 |
1660780800000 | 180.35 |
1660867200000 | 179.49 |
1661126400000 | 177.54 |
1661212800000 | 176.41 |
1661299200000 | 176.82 |
1661385600000 | 178.1399 |
1661472000000 | 173.51 |
1661731200000 | 173.25 |
1661817600000 | 172.98 |
1661904000000 | 171.78 |
1661990400000 | 172.77 |
1662076800000 | 171.18 |
1662336000000 | 171.04 |
1662422400000 | 170.66 |
1662508800000 | 171.77 |
1662595200000 | 171.1699 |
1662681600000 | 171.52 |
1662940800000 | 171.68 |
1663027200000 | 167.91 |
1663113600000 | 167.13 |
1663200000000 | 165.51 |
1663286400000 | 165.2 |
1663545600000 | 166.01 |
1663632000000 | 164.48 |
1663718400000 | 162.54 |
1663804800000 | 164.44 |
1663891200000 | 161.78 |
1664150400000 | 161.25 |
1664236800000 | 160.28 |
1664323200000 | 160.24 |
1664409600000 | 158.25 |
1664496000000 | 157.4 |
1664755200000 | 161.41 |
1664841600000 | 164.23 |
1664928000000 | 164.16 |
1665014400000 | 162.82 |
1665100800000 | 159.74 |
1665360000000 | 160 |
1665446400000 | 158.97 |
1665532800000 | 158.55 |
1665619200000 | 162.33 |
1665705600000 | 160.8 |
1665964800000 | 162.7 |
1666051200000 | 163.69 |
1666137600000 | 164.06 |
1666224000000 | 163.05 |
1666310400000 | 165.59 |
1666569600000 | 167.2 |
1666656000000 | 168.57 |
1666742400000 | 167.3 |
1666828800000 | 167.26 |
1666915200000 | 170.91 |
1667174400000 | 170.88 |
1667260800000 | 170.5 |
1667347200000 | 168.07 |
1667433600000 | 168.38 |
1667520000000 | 168.34 |
1667779200000 | 168.66 |
1667865600000 | 169.26 |
1667952000000 | 167 |
1668038400000 | 170.79 |
1668124800000 | 168.02 |
1668384000000 | 167.1699 |
1668470400000 | 168.08 |
1668556800000 | 167.03 |
1668643200000 | 168.97 |
1668729600000 | 169.61 |
1668988800000 | 170.3 |
1669075200000 | 171.18 |
1669161600000 | 170.55 |
1669248000000 | 171.36 |
1669334400000 | 171.84 |
1669593600000 | 169.65 |
1669680000000 | 170.47 |
1669766400000 | 173.77 |
1669852800000 | 172.75 |
1669939200000 | 172.66 |
1670198400000 | 170.38 |
1670284800000 | 169.1 |
1670371200000 | 168.56 |
1670457600000 | 168.86 |
1670544000000 | 167.77 |
1670803200000 | 169.68 |
1670889600000 | 169.33 |
1670976000000 | 168.58 |
1671062400000 | 165.6399 |
1671148800000 | 164.47 |
1671408000000 | 163.6 |
1671494400000 | 163.07 |
1671580800000 | 164.88 |
1671667200000 | 164.31 |
1671753600000 | 165.36 |
1672012800000 | 165.35 |
1672099200000 | 164.57 |
1672185600000 | 163.06 |
1672272000000 | 163.9199 |
1672358400000 | 163.63 |
1672617600000 | 163.82 |
1672704000000 | 166.03 |
1672790400000 | 165.5 |
1672876800000 | 165.01 |
1672963200000 | 167.06 |
1673222400000 | 164.9199 |
1673308800000 | 165.9199 |
1673395200000 | 168.72 |
1673481600000 | 169.27 |
1673568000000 | 169.72 |
1673827200000 | 169.68 |
1673913600000 | 168.52 |
1674000000000 | 165.47 |
1674086400000 | 164.66 |
1674172800000 | 167.11 |
1674432000000 | 168.55 |
1674518400000 | 168.84 |
1674604800000 | 168.26 |
1674691200000 | 169.04 |
1674777600000 | 169.18 |
1675036800000 | 168.24 |
1675123200000 | 168.65 |
1675209600000 | 168.5 |
1675296000000 | 168.59 |
1675382400000 | 169.57 |
1675641600000 | 169.13 |
1675728000000 | 169.75 |
1675814400000 | 168.56 |
1675900800000 | 167.88 |
1675987200000 | 168.78 |
1676246400000 | 169.44 |
1676332800000 | 169.31 |
1676419200000 | 169.62 |
1676505600000 | 168.58 |
1676592000000 | 168.93 |
1676851200000 | 168.49 |
1676937600000 | 167.11 |
1677024000000 | 167.16 |
1677110400000 | 167.93 |
1677196800000 | 167.68 |
1677456000000 | 168.12 |
1677542400000 | 167.35 |
1677628800000 | 167.31 |
1677715200000 | 168.06 |
1677801600000 | 169.38 |
1678060800000 | 168.69 |
1678147200000 | 167.98 |
1678233600000 | 167.69 |
1678320000000 | 165.62 |
1678406400000 | 161.13 |
1678665600000 | 159.05 |
1678752000000 | 159.97 |
1678838400000 | 160.65 |
1678924800000 | 163.26 |
1679011200000 | 162.02 |
1679270400000 | 162.9 |
1679356800000 | 163.9199 |
1679443200000 | 162.7 |
1679529600000 | 161.63 |
1679616000000 | 162.12 |
1679875200000 | 162.87 |
1679961600000 | 163.83 |
1680048000000 | 165.06 |
1680134400000 | 164.88 |
1680220800000 | 166.52 |
1680480000000 | 167.59 |
1680566400000 | 166.4199 |
1680652800000 | 166.18 |
1680739200000 | 166.6699 |
1680825600000 | 166.68 |
1681084800000 | 167.32 |
1681171200000 | 166.7 |
1681257600000 | 165.61 |
1681344000000 | 165.87 |
1681430400000 | 166.29 |
1681689600000 | 167.24 |
1681776000000 | 167.47 |
1681862400000 | 167.43 |
1681948800000 | 166.3 |
1682035200000 | 166.26 |
1682294400000 | 165.68 |
1682380800000 | 165.04 |
1682467200000 | 164.06 |
1682553600000 | 166.88 |
1682640000000 | 166.68 |
1682899200000 | 167.91 |
1682985600000 | 166.43 |
1683072000000 | 164.66 |
1683158400000 | 163.59 |
1683244800000 | 166.54 |
1683504000000 | 166.21 |
1683590400000 | 165.8899 |
1683676800000 | 165.83 |
1683763200000 | 166.31 |
1683849600000 | 166.61 |
1684108800000 | 166.6 |
1684195200000 | 165.88 |
1684281600000 | 166.78 |
1684368000000 | 168.47 |
1684454400000 | 168.02 |
1684713600000 | 167.27 |
1684800000000 | 165.81 |
1684886400000 | 164.94 |
1684972800000 | 164.84 |
1685059200000 | 166.08 |
1685318400000 | 165.6399 |
1685404800000 | 165.08 |
1685491200000 | 165.82 |
1685577600000 | 166.54 |
1685664000000 | 168.26 |
1685923200000 | 168 |
1686009600000 | 168.37 |
1686096000000 | 167.58 |
1686182400000 | 167 |
1686268800000 | 167.3 |
1686528000000 | 169.32 |
1686614400000 | 169.41 |
1686700800000 | 168.28 |
1686787200000 | 169.3899 |
1686873600000 | 169.28 |
1687132800000 | 169.34 |
1687219200000 | 168.86 |
1687305600000 | 167.81 |
1687392000000 | 168.35 |
1687478400000 | 167.3899 |
1687737600000 | 166.45 |
1687824000000 | 167.71 |
1687910400000 | 167.94 |
1687996800000 | 168.55 |
1688083200000 | 169.77 |
1688342400000 | 169.96 |
1688428800000 | 169.78 |
1688515200000 | 169.53 |
1688601600000 | 167.88 |
1688688000000 | 165.95 |
1688947200000 | 166.12 |
1689033600000 | 165.87 |
1689120000000 | 164.33 |
1689206400000 | 164.1399 |
1689292800000 | 164.53 |
1689552000000 | 164.58 |
1689638400000 | 164.81 |
1689724800000 | 165.44 |
1689811200000 | 166.66 |
1689897600000 | 166.69 |
1690156800000 | 167.07 |
1690243200000 | 167.34 |
1690329600000 | 166.91 |
1690416000000 | 167.37 |
1690502400000 | 167.85 |
1690761600000 | 167.52 |
1690848000000 | 168.44 |
1690934400000 | 167.06 |
1691020800000 | 166.09 |
1691107200000 | 164.99 |
1691366400000 | 166.37 |
1691452800000 | 166.05 |
1691539200000 | 165.78 |
1691625600000 | 165.83 |
1691712000000 | 165.87 |
1691971200000 | 166.61 |
1692057600000 | 164.66 |
1692144000000 | 164.35 |
1692230400000 | 163.02 |
1692316800000 | 163.3 |
1692576000000 | 163.4199 |
1692662400000 | 163.11 |
1692748800000 | 164.4199 |
1692835200000 | 163.79 |
1692921600000 | 164.9199 |
1693180800000 | 165.38 |
1693267200000 | 166.47 |
1693353600000 | 166.09 |
1693440000000 | 166.65 |
1693526400000 | 167.43 |
1693785600000 | 167.47 |
1693872000000 | 167.1699 |
1693958400000 | 167.08 |
1694044800000 | 167.07 |
1694131200000 | 167.18 |
1694390400000 | 167.95 |
1694476800000 | 167.59 |
1694563200000 | 167.75 |
1694649600000 | 169.43 |
1694736000000 | 168.95 |
1694995200000 | 169.08 |
1695081600000 | 168.86 |
1695168000000 | 168.07 |
1695254400000 | 167.47 |
1695340800000 | 167.6699 |
1695600000000 | 168.6399 |
1695686400000 | 167.02 |
1695772800000 | 167.3 |
1695859200000 | 167.22 |
1695945600000 | 166.54 |
iSTOXX Northern Trust Developed Markets Low Volatility Climate ESG | STOXX Global 1800 | |
---|---|---|
2016 | 4.8532757919396 | 4.9140654479745 |
2017 | 14.159292035396 | 20.82856883033 |
2018 | -5.7509572131092 | -10.889950107649 |
2019 | 19.712925478416 | 25.684077657957 |
2020 | -0.94317488158707 | 14.658124989905 |
2021 | 20.188579846454 | 19.149830784371 |
2022 | -15.780534252922 | -19.764754042191 |
2023 | -1.3019700213159 | 7.2538532978019 |
Methodology
The index is derived from the STOXX Global 1800 Index. Using the Northern Trust Quality Factor, the index identifies high quality names that also help achieve climate and sustainability targets. The index weights are determined by an optimization process which ensures diversification with controls on targeted factor, region and industry exposures while reducing volatility and transaction costs. The component selection is conducted quarterly in January, April, July and October.
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Gross Return USD | CH0576209610 | ISXNDVGV | .ISXNDVGV | |
Net Return USD | CH0576209735 | ISXNDVV | ISXNDVV INDEX | .ISXNDVV |
Price USD | CH0576209768 | ISXNDVL | ISXNDVL INDEX | .ISXNDVL |
Gross Return GBP | CH0576209677 | ISXNDVGH | .ISXNDVGH | |
Net Return GBP | CH0576209651 | ISXNDVH | .ISXNDVH | |
Price GBP | CH0576209750 | ISXNDVG | .ISXNDVG | |
Gross Return EUR | CH0576209578 | ISXNDVGR | .ISXNDVGR | |
Net Return EUR | CH0576209727 | ISXNDVR | .ISXNDVR | |
Price EUR | CH0576209636 | ISXNDVP | .ISXNDVP | |
Gross Return CHF | CH0576209586 | ISXNDVGD | .ISXNDVGD | |
Net Return CHF | CH0576209669 | ISXNDVD | .ISXNDVD | |
Price CHF | CH0576209784 | ISXNDVC | .ISXNDVC |
Quick Facts
Weighting | Optimization |
Cap Factor | None |
No. of components | Variable |
Review frequency | Quarterly |
Calculation/distribution | realtime 15 sec |
Calculation hours | 00:00:00 22:15:00 |
Base value/base date | 100 as of Apr. 22, 2014 |
History | Available daily as of Apr. 22, 2014 |
Inception date | Oct. 23, 2020 |
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.
ISTOXX INDICES
iSTOXX Northern Trust Developed Markets Low Volatility Climate ESG
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
Apple Inc. | Technology | USA | 4.515% |
Microsoft Corp. | Technology | USA | 3.660% |
ALPHABET CLASS C | Technology | USA | 2.741% |
VISA Inc. Cl A | Industrial Goods and Services | USA | 2.263% |
Johnson & Johnson | Health Care | USA | 2.150% |
MasterCard Inc. Cl A | Industrial Goods and Services | USA | 2.058% |
JPMorgan Chase & Co. | Banks | USA | 2.004% |
McDonald's Corp. | Travel and Leisure | USA | 1.791% |
META PLATFORMS CLASS A | Technology | USA | 1.733% |
NVIDIA Corp. | Technology | USA | 1.707% |
3Net dividend yield is calculated as net return index return minus price index return
4Based on the composition as of October 31, 2023
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.