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ISTOXX INDICES

EURO iSTOXX Equal Industry ESG 30

Index Description

The EURO iSTOXX Equal Industry ESG 30 Index is comprised of companies from the EURO STOXX Index that have demonstrated good performance with regard to Environmental, Social and Governance criteria, compared to their industry peers. Moreover, the components are chosen in a way that ensures diversification across all industries by selecting an equal number of companies from each industry and allocating equal weights to each one of them.

Key facts

  • Securities rank highly in terms of their ESG performance, compared to their industry peers
  • Index ensures industry diversification by providing exposure to blue-chip companies from each industry in the Eurozone

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
EURO iSTOXX Equal Industry ESG 30 N/A 110.0 3.7 3.7 4.3 3.3 3.9 3.0 54.2
EURO STOXX 50 4,988.0 3,858.6 77.2 61.2 354.7 18.8 9.2 0.5 5.2

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
EURO iSTOXX Equal Industry ESG 30 3.2 2.8 7.3 7.6 41.0 N/A N/A 7.5 2.5 7.2
EURO STOXX 50 4.1 10.3 20.1 27.8 63.8 N/A N/A 20.6 8.6 10.5
Index volatility and risk Annualized volatility (%) Annualized Sharpe ratio2
EURO iSTOXX Equal Industry ESG 30 N/A N/A 13.9 20.3 21.6 N/A N/A 0.3 0.1 0.3
EURO STOXX 50 N/A N/A 15.2 22.1 23.7 N/A N/A 1.0 0.3 0.4
Index to benchmark Correlation Tracking error (%)
EURO iSTOXX Equal Industry ESG 30 0.9 0.9 0.9 1.0 1.0 4.0 5.4 4.9 4.6 5.0
Index to benchmark Beta Annualized information ratio
EURO iSTOXX Equal Industry ESG 30 0.8 0.7 0.9 0.9 0.9 -2.9 -5.4 -2.4 -1.4 -0.7

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

2Based on EURIBOR1M

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

ISTOXX INDICES

EURO iSTOXX Equal Industry ESG 30

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
EURO iSTOXX Equal Industry ESG 30 23.8 14.3 18.3 18.3 1.9 2.6 1.1 15.0
EURO STOXX 50 15.8 13.9 15.4 15.4 2.1 3.0 1.4 29.8

Performance and annual returns

Methodology

The EURO iSTOXX Equal Industry ESG 30 Index selects 30 large securities from the EURO STOXX Index that rank highly in terms of their ESG performance, compared to their industry peers.

Securities that belong to the EURO STOXX Index are screened for their current ESG scores, as calculated by Sustainalytics' transparent ESG performance model. Securities that do not have ESG ratings are not eligible for selection. Furthermore, companies that are non-compliant with the Global Standards Screening or involved in controversial weapons are assigned an ESG score of 0. Only six securities with the highest free float market capitalization from each ICB industry are eligible for the next step of the selection process. From the remaining selection universe, three stocks with the highest ESG performances from each ICB industry are selected for the final index composition. The index is reviewed quarterly, and constituents are assigned equal weights.

Versions and symbols

Index ISIN Symbol Bloomberg Reuters
Net Return EUR CH0491898380 IXEIESGN IXEIESGN INDEX .IXEIESGN
Price EUR CH0491898372 IXEIESG IXEIESG INDEX .IXEIESG
Gross Return EUR CH0491898398 IXEIESGG IXEIESGG INDEX .IXEIESGG
Net Return USD CH0491898414 IXEIESGV .IXEIESGV
Gross Return USD CH0491898422 IXEIESGU .IXEIESGU
Price USD CH0491898406 IXEIESGL .IXEIESGL

Quick Facts

Weighting Price-weighted with a weighting factor to achieve an equal weighting
Cap Factor -
No. of components 30
Review frequency Quarterly
Calculation/distribution realtime 15 sec
Calculation hours 09:00:00 18:00:00
Base value/base date 100 as of Mar. 19, 2012
History Available since March 19, 2012
Inception date Aug. 21, 2019
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

EURO iSTOXX Equal Industry ESG 30

Top 10 Components4

Company Supersector Country Weight
SIEMENS ENERGY Energy Germany 3.903%
UNICREDIT Banks Italy 3.671%
UNICREDIT Banks Germany 3.671%
E.ON Utilities Germany 3.506%
TELEFONICA Telecommunications Spain 3.488%
AXA Insurance France 3.443%
SYMRISE Chemicals Germany 3.443%
MERCK Health Care Germany 3.420%
AKZO NOBEL Chemicals Netherlands 3.416%
MUENCHENER RUECK Insurance Germany 3.395%

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.