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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES
iSTOXX Swiss Family Owned ESG Company
Index Description
The iSTOXX Swiss Family Owned ESG Company index tracks the performance of the largest Swiss stocks that are classified as family-owned by the Centre of Family Entrepreneurship and Ownership (CeFEO). Companies that are non-compliant based on the ISS-ESG Norms Based Screening assessment or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco, Thermal Coal, Gambling, Pornography, Civilian Firearms, and Military Contracting.
Key facts
- The index selects family-owned companies as defined by the Centre of Family Entrepreneurship and Ownership (CeFEO)
- Screening provided by award-winning ESG data provider ISS-ESG
- The index family comprises of Global, Eurozone, US and Swiss variants
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 Swiss Family Owned ESG Company | N/A | 0.9 | 0.1 | 0.0 | 0.2 | 0.0 | 19.7 | 0.4 | 27.5 |
iSTOXX Switzerland 15 | 1,230.9 | 1,173.0 | 78.2 | 43.4 | 255.7 | 18.7 | 21.8 | 1.6 | 0.0 |
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 Swiss Family Owned ESG Company | -1.1 | 2.7 | -8.0 | -0.6 | N/A | N/A | N/A | -8.2 | -0.2 | N/A |
iSTOXX Switzerland 15 | 4.3 | 6.9 | 7.0 | 16.0 | 41.4 | N/A | N/A | 7.2 | 5.1 | 7.3 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
iSTOXX Swiss Family Owned ESG Company | N/A | N/A | 13.3 | 16.9 | 16.9 | N/A | N/A | -0.8 | -0.1 | -0.1 |
iSTOXX Switzerland 15 | N/A | N/A | 9.9 | 12.8 | 15.2 | N/A | N/A | 0.4 | 0.3 | 0.4 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
iSTOXX Swiss Family Owned ESG Company | 0.6 | 0.6 | 0.7 | 0.8 | 0.8 | 9.0 | 9.8 | 9.6 | 10.2 | 10.2 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
iSTOXX Swiss Family Owned ESG Company | 1.0 | 0.8 | 0.9 | 1.1 | 0.7 | -7.7 | -1.7 | -1.6 | -0.5 | -0.5 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(CHF, Gross Return), all data as of March 29, 2024
ENVIRONMENTAL SOCIAL GOVERNANCE INDICES
iSTOXX Swiss Family Owned ESG Company
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 Swiss Family Owned ESG Company | 22.2 | 20.3 | 22.2 | 22.2 | 4.1 | 2.5 | 1.6 | 28.1 |
iSTOXX Switzerland 15 | 14.2 | 17.5 | 14.2 | 14.2 | 3.7 | 3.2 | 2.7 | 9.9 |
Performance and annual returns
Methodology
The iSTOXX Swiss Family Owned ESG Company index tracks the performance of the largest Swiss stocks that are classified as family-owned by the Centre of Family Entrepreneurship and Ownership (CeFEO). Companies that are non-compliant based on the ISS-ESG Norms Based Screening assessment or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco, Thermal Coal, Gambling, Pornography, Civilian Firearms, and Military Contracting.
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Gross Return CHF | CH0462362531 | IXCHFOGX | .IXCHFOGX | |
Price CHF | CH0462362515 | IXCHFOF | .IXCHFOF | |
Net Return CHF | CH0462362523 | IXCHFOX | IXCHFOX INDEX | .IXCHFOX |
Net Return EUR | CH0462362465 | IXCHFONR | .IXCHFONR | |
Gross Return EUR | CH0462362473 | IXCHFOGR | .IXCHFOGR | |
Price EUR | CH0462362457 | IXCHFOE | .IXCHFOE | |
Gross Return USD | CH0462362507 | IXCHFOGV | .IXCHFOGV | |
Net Return USD | CH0462362499 | IXCHFOV | .IXCHFOV | |
Price USD | CH0462362481 | IXCHFOL | .IXCHFOL |
Quick Facts
Weighting | STOXX Equity - Price Weighted |
Cap Factor | 20% |
No. of components | Variable |
Review frequency | Semi-Annual |
Calculation/distribution | Realtime 15 sec |
Calculation hours | 09:00:00 18:00:00 |
Base value/base date | 100 as of March. 22, 2021 |
History | Available from Mar. 22, 2021 |
Inception date | November. 24, 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 Swiss Family Owned ESG Company
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
ROCHE HLDG P | Health Care | Switzerland | 19.733% |
CIE FINANCIERE RICHEMONT | Consumer Products and Services | Switzerland | 19.448% |
STRAUMANN | Health Care | Switzerland | 17.894% |
KUEHNE + NAGEL | Industrial Goods and Services | Switzerland | 12.295% |
SCHINDLER P | Industrial Goods and Services | Switzerland | 10.009% |
SWATCH BEARER | Consumer Products and Services | Switzerland | 6.251% |
BARRY CALLEBAUT | Food, Beverage and Tobacco | Switzerland | 5.473% |
STADLER RAIL AG | Industrial Goods and Services | Switzerland | 2.186% |
DKSH HOLDING | Industrial Goods and Services | Switzerland | 1.953% |
dorma+kaba | Industrial Goods and Services | Switzerland | 1.206% |
3Net dividend yield is calculated as net return index return minus price index return
4Based on the composition as of March 29, 2024