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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES
STOXX USA 500 ESG Target
Index Description
STOXX ESG Target indices aim to provide a strong ESG tilt to the benchmark index while maintaining low tracking error to the benchmark index. The weight of each constituent security is determined through an optimization process that is designed to ensures diversification and uses Axioma's Risk Models and Optimizer.
Key facts
- STOXX ESG Target Indices maximize the ESG tilt while keeping tracking error to the benchmark index below 1% .
- The aggregate ESG scores of the STOXX ESG Target Indices are substantially improved over the benchmark index.
- Turnover is held to levels comparable to the benchmark index.
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 | |
STOXX USA 500 ESG Target | N/A | 112.2 | 0.6 | 0.3 | 8.7 | 0.0 | 7.7 | 0.0 | 9.2 |
STOXX USA 500 | 46,254.6 | 44,536.0 | 88.9 | 37.8 | 3,126.9 | 12.0 | 7.0 | 0.0 | 2.9 |
Supersector weighting (top 10)
Technology | 35.4 |
---|---|
Health Care | 12.6 |
Industrial Goods and Services | 10.3 |
Financial Services | 5.4 |
Retail | 5.1 |
Energy | 3.9 |
Banks | 3.4 |
Real Estate | 2.9 |
Utilities | 2.8 |
Insurance | 2.6 |
Country weighting
USA | 100.0 |
---|
Risk and return figures1
Index returns | Return (%) | Annualized return (%) | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Last month | YTD | 1Y | 3Y | 5Y | Last month | YTD | 1Y | 3Y | 5Y | |
STOXX USA 500 ESG Target | 3.5 | 10.4 | 26.9 | 28.5 | 85.9 | N/A | N/A | 27.4 | 8.8 | 13.3 |
STOXX USA 500 | 2.9 | 10.2 | 28.6 | 29.5 | 85.6 | N/A | N/A | 29.1 | 9.0 | 13.2 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
STOXX USA 500 ESG Target | N/A | N/A | 11.8 | 17.8 | 21.7 | N/A | N/A | 1.8 | 0.4 | 0.5 |
STOXX USA 500 | N/A | N/A | 11.7 | 17.7 | 21.5 | N/A | N/A | 1.9 | 0.4 | 0.5 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
STOXX USA 500 ESG Target | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 0.8 | 1.0 | 1.1 | 1.1 | 1.3 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
STOXX USA 500 ESG Target | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 9.2 | 0.8 | -1.3 | -0.2 | 0.0 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(USD, Price), all data as of March 29, 2024
ENVIRONMENTAL SOCIAL GOVERNANCE INDICES
STOXX USA 500 ESG Target
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 | ||
STOXX USA 500 ESG Target | 28.6 | 21.5 | 27.4 | 27.4 | 4.6 | 2.1 | 2.7 | 35.3 |
STOXX USA 500 | 28.4 | 22.6 | 26.7 | 26.7 | 4.9 | 2.0 | 2.9 | 1.6 |
Performance and annual returns
STOXX USA 500 ESG Target | |
---|---|
1619049600000 | 285.39 |
1619136000000 | 288.43 |
1619395200000 | 288.85 |
1619481600000 | 288.61 |
1619568000000 | 288.0299 |
1619654400000 | 289.14 |
1619740800000 | 286.95 |
1620000000000 | 287.75 |
1620086400000 | 285.1 |
1620172800000 | 285.33 |
1620259200000 | 287.13 |
1620345600000 | 289.39 |
1620604800000 | 286.32 |
1620691200000 | 284.0299 |
1620777600000 | 277.74 |
1620864000000 | 280.65 |
1620950400000 | 284.8399 |
1621209600000 | 284.08 |
1621296000000 | 281.89 |
1621382400000 | 281.08 |
1621468800000 | 284.45 |
1621555200000 | 284.3399 |
1621814400000 | 287.2 |
1621900800000 | 286.75 |
1621987200000 | 287.44 |
1622073600000 | 287.41 |
1622160000000 | 287.9 |
1622419200000 | 287.9 |
1622505600000 | 287.72 |
1622592000000 | 288.4 |
1622678400000 | 287.12 |
1622764800000 | 289.99 |
1623024000000 | 290.61 |
1623110400000 | 290.43 |
1623196800000 | 289.98 |
1623283200000 | 291.9 |
1623369600000 | 292.56 |
1623628800000 | 293.41 |
1623715200000 | 292.39 |
1623801600000 | 290.74 |
1623888000000 | 291.12 |
1623974400000 | 287.44 |
1624233600000 | 291.29 |
1624320000000 | 292.96 |
1624406400000 | 292.71 |
1624492800000 | 294.71 |
1624579200000 | 295.85 |
1624838400000 | 297.01 |
1624924800000 | 297.48 |
1625011200000 | 297.6 |
1625097600000 | 298.94 |
1625184000000 | 301.2 |
1625443200000 | 301.2 |
1625529600000 | 300.54 |
1625616000000 | 301.52 |
1625702400000 | 298.87 |
1625788800000 | 302.19 |
1626048000000 | 303.1 |
1626134400000 | 302.31 |
1626220800000 | 302.06 |
1626307200000 | 300.92 |
1626393600000 | 298.89 |
1626652800000 | 294.77 |
1626739200000 | 299.25 |
1626825600000 | 301.74 |
1626912000000 | 302.8 |
1626998400000 | 306.12 |
1627257600000 | 306.39 |
1627344000000 | 304.75 |
1627430400000 | 304.74 |
1627516800000 | 305.7799 |
1627603200000 | 304.0299 |
1627862400000 | 303.85 |
1627948800000 | 306.19 |
1628035200000 | 304.95 |
1628121600000 | 306.8399 |
1628208000000 | 307 |
1628467200000 | 306.43 |
1628553600000 | 306.66 |
1628640000000 | 307.2799 |
1628726400000 | 308.41 |
1628812800000 | 309.16 |
1629072000000 | 309.93 |
1629158400000 | 307.7 |
1629244800000 | 304.52 |
1629331200000 | 304.98 |
1629417600000 | 307.72 |
1629676800000 | 310.55 |
1629763200000 | 311.07 |
1629849600000 | 311.8 |
1629936000000 | 309.98 |
1630022400000 | 312.66 |
1630281600000 | 314.44 |
1630368000000 | 313.75 |
1630454400000 | 313.88 |
1630540800000 | 314.87 |
1630627200000 | 315.17 |
1630886400000 | 315.17 |
1630972800000 | 313.75 |
1631059200000 | 313.01 |
1631145600000 | 311.39 |
1631232000000 | 308.91 |
1631491200000 | 309.35 |
1631577600000 | 307.55 |
1631664000000 | 310.07 |
1631750400000 | 309.81 |
1631836800000 | 307.05 |
1632096000000 | 301.57 |
1632182400000 | 301.44 |
1632268800000 | 304.35 |
1632355200000 | 308.18 |
1632441600000 | 308.35 |
1632700800000 | 307.32 |
1632787200000 | 300.72 |
1632873600000 | 300.88 |
1632960000000 | 297.72 |
1633046400000 | 301.29 |
1633305600000 | 297.3 |
1633392000000 | 300.57 |
1633478400000 | 301.91 |
1633564800000 | 304.6 |
1633651200000 | 303.79 |
1633910400000 | 301.86 |
1633996800000 | 301.67 |
1634083200000 | 302.95 |
1634169600000 | 308.2799 |
1634256000000 | 310.44 |
1634515200000 | 311.64 |
1634601600000 | 313.82 |
1634688000000 | 315.07 |
1634774400000 | 316.05 |
1634860800000 | 315.5299 |
1635120000000 | 317.21 |
1635206400000 | 317.88 |
1635292800000 | 315.94 |
1635379200000 | 319.12 |
1635465600000 | 319.77 |
1635724800000 | 320.96 |
1635811200000 | 322.08 |
1635897600000 | 324.0299 |
1635984000000 | 326.05 |
1636070400000 | 326.98 |
1636329600000 | 327.5299 |
1636416000000 | 326.16 |
1636502400000 | 323.22 |
1636588800000 | 323.29 |
1636675200000 | 325.73 |
1636934400000 | 325.65 |
1637020800000 | 327.43 |
1637107200000 | 326.16 |
1637193600000 | 327.37 |
1637280000000 | 326.85 |
1637539200000 | 325.39 |
1637625600000 | 325.41 |
1637712000000 | 326.67 |
1637798400000 | 326.67 |
1637884800000 | 319.29 |
1638144000000 | 323.14 |
1638230400000 | 317.16 |
1638316800000 | 312.98 |
1638403200000 | 317.36 |
1638489600000 | 313.72 |
1638748800000 | 317.1 |
1638835200000 | 324.1 |
1638921600000 | 325.22 |
1639008000000 | 322.58 |
1639094400000 | 325.67 |
1639353600000 | 322.4 |
1639440000000 | 319.7 |
1639526400000 | 325.24 |
1639612800000 | 321.92 |
1639699200000 | 318.7 |
1639958400000 | 315 |
1640044800000 | 320.9 |
1640131200000 | 324.07 |
1640217600000 | 326.13 |
1640304000000 | 326.13 |
1640563200000 | 330.98 |
1640649600000 | 330.36 |
1640736000000 | 330.9 |
1640822400000 | 329.93 |
1640908800000 | 328.93 |
1641168000000 | 331.21 |
1641254400000 | 330.0299 |
1641340800000 | 323.3399 |
1641427200000 | 323.19 |
1641513600000 | 321.62 |
1641772800000 | 321.27 |
1641859200000 | 324.49 |
1641945600000 | 325.37 |
1642032000000 | 320.06 |
1642118400000 | 320.04 |
1642377600000 | 320.04 |
1642464000000 | 314.0899 |
1642550400000 | 310.89 |
1642636800000 | 307.52 |
1642723200000 | 302.0299 |
1642982400000 | 302.8 |
1643068800000 | 299.07 |
1643155200000 | 298.33 |
1643241600000 | 296.29 |
1643328000000 | 303.79 |
1643587200000 | 309.95 |
1643673600000 | 311.67 |
1643760000000 | 313.49 |
1643846400000 | 305.23 |
1643932800000 | 307.2 |
1644192000000 | 306.21 |
1644278400000 | 308.89 |
1644364800000 | 313.83 |
1644451200000 | 307.83 |
1644537600000 | 301.76 |
1644796800000 | 300.57 |
1644883200000 | 305.7 |
1644969600000 | 305.24 |
1645056000000 | 298.13 |
1645142400000 | 295.95 |
1645401600000 | 295.95 |
1645488000000 | 292.7799 |
1645574400000 | 287.27 |
1645660800000 | 291.71 |
1645747200000 | 298.38 |
1646006400000 | 297.69 |
1646092800000 | 293.13 |
1646179200000 | 298.62 |
1646265600000 | 296.8399 |
1646352000000 | 294.06 |
1646611200000 | 284.7799 |
1646697600000 | 282.66 |
1646784000000 | 290.4 |
1646870400000 | 288.58 |
1646956800000 | 284.29 |
1647216000000 | 281.93 |
1647302400000 | 288.2799 |
1647388800000 | 295.39 |
1647475200000 | 299.2799 |
1647561600000 | 303.44 |
1647820800000 | 302.97 |
1647907200000 | 306.41 |
1647993600000 | 302.51 |
1648080000000 | 306.88 |
1648166400000 | 308.0899 |
1648425600000 | 310.81 |
1648512000000 | 315.3399 |
1648598400000 | 313.0299 |
1648684800000 | 307.67 |
1648771200000 | 308.86 |
1649030400000 | 311.63 |
1649116800000 | 307.43 |
1649203200000 | 303.94 |
1649289600000 | 305.26 |
1649376000000 | 304.41 |
1649635200000 | 299.04 |
1649721600000 | 297.74 |
1649808000000 | 301.13 |
1649894400000 | 296.9 |
1650240000000 | 296.8 |
1650326400000 | 301.77 |
1650412800000 | 301.73 |
1650499200000 | 297.06 |
1650585600000 | 289.02 |
1650844800000 | 290.7 |
1650931200000 | 282.37 |
1651017600000 | 283.37 |
1651104000000 | 291.01 |
1651190400000 | 280.37 |
1651449600000 | 282.24 |
1651536000000 | 283.62 |
1651622400000 | 291.94 |
1651708800000 | 280.9 |
1651795200000 | 279.49 |
1652054400000 | 270.16 |
1652140800000 | 270.69 |
1652227200000 | 265.6 |
1652313600000 | 265.48 |
1652400000000 | 272.32 |
1652659200000 | 270.99 |
1652745600000 | 276.46 |
1652832000000 | 265.02 |
1652918400000 | 263.54 |
1653004800000 | 263.63 |
1653264000000 | 268.5899 |
1653350400000 | 265.9 |
1653436800000 | 268.45 |
1653523200000 | 273.95 |
1653609600000 | 280.85 |
1653868800000 | 280.85 |
1653955200000 | 278.93 |
1654041600000 | 276.71 |
1654128000000 | 281.95 |
1654214400000 | 277.17 |
1654473600000 | 278.01 |
1654560000000 | 280.56 |
1654646400000 | 277.55 |
1654732800000 | 270.86 |
1654819200000 | 262.74 |
1655078400000 | 252.24 |
1655164800000 | 251.21 |
1655251200000 | 254.89 |
1655337600000 | 246.39 |
1655424000000 | 246.81 |
1655683200000 | 246.81 |
1655769600000 | 252.8 |
1655856000000 | 252.6 |
1655942400000 | 255.3 |
1656028800000 | 263.07 |
1656288000000 | 262.45 |
1656374400000 | 257.0299 |
1656460800000 | 257.05 |
1656547200000 | 254.48 |
1656633600000 | 257.04 |
1656892800000 | 257.04 |
1656979200000 | 257.55 |
1657065600000 | 258.25 |
1657152000000 | 262.4 |
1657238400000 | 262.13 |
1657497600000 | 258.98 |
1657584000000 | 256.45 |
1657670400000 | 255.48 |
1657756800000 | 254.52 |
1657843200000 | 259.8399 |
1658102400000 | 257.76 |
1658188800000 | 264.96 |
1658275200000 | 266.65 |
1658361600000 | 269.37 |
1658448000000 | 266.9 |
1658707200000 | 267.11 |
1658793600000 | 263.88 |
1658880000000 | 271.0299 |
1658966400000 | 274 |
1659052800000 | 277.62 |
1659312000000 | 276.99 |
1659398400000 | 275.38 |
1659484800000 | 280.13 |
1659571200000 | 280.27 |
1659657600000 | 279.7799 |
1659916800000 | 279.55 |
1660003200000 | 278.14 |
1660089600000 | 284.51 |
1660176000000 | 284.37 |
1660262400000 | 289.51 |
1660521600000 | 290.5899 |
1660608000000 | 291.0299 |
1660694400000 | 289.1 |
1660780800000 | 289.98 |
1660867200000 | 286.06 |
1661126400000 | 279.91 |
1661212800000 | 279.11 |
1661299200000 | 280.0899 |
1661385600000 | 284 |
1661472000000 | 274.19 |
1661731200000 | 272.3 |
1661817600000 | 269.37 |
1661904000000 | 267.3 |
1661990400000 | 267.8399 |
1662076800000 | 265.0899 |
1662336000000 | 265.0899 |
1662422400000 | 263.95 |
1662508800000 | 268.92 |
1662595200000 | 271.01 |
1662681600000 | 275.33 |
1662940800000 | 278.47 |
1663027200000 | 266.49 |
1663113600000 | 267.47 |
1663200000000 | 264.25 |
1663286400000 | 262.08 |
1663545600000 | 263.92 |
1663632000000 | 260.63 |
1663718400000 | 256.25 |
1663804800000 | 253.7 |
1663891200000 | 249.24 |
1664150400000 | 246.41 |
1664236800000 | 245.86 |
1664323200000 | 251.02 |
1664409600000 | 245.64 |
1664496000000 | 241.87 |
1664755200000 | 248.32 |
1664841600000 | 256.16 |
1664928000000 | 255.85 |
1665014400000 | 253.12 |
1665100800000 | 245.68 |
1665360000000 | 243.69 |
1665446400000 | 241.91 |
1665532800000 | 241.36 |
1665619200000 | 247.79 |
1665705600000 | 241.72 |
1665964800000 | 248.58 |
1666051200000 | 251.44 |
1666137600000 | 249.46 |
1666224000000 | 247.63 |
1666310400000 | 253.8 |
1666569600000 | 256.87 |
1666656000000 | 261.25 |
1666742400000 | 259.85 |
1666828800000 | 258.21 |
1666915200000 | 264.27 |
1667174400000 | 262.37 |
1667260800000 | 261.29 |
1667347200000 | 254.68 |
1667433600000 | 252.17 |
1667520000000 | 255.87 |
1667779200000 | 258.32 |
1667865600000 | 259.7799 |
1667952000000 | 254.05 |
1668038400000 | 268.71 |
1668124800000 | 271.5 |
1668384000000 | 268.98 |
1668470400000 | 271.31 |
1668556800000 | 268.87 |
1668643200000 | 267.89 |
1668729600000 | 269.2799 |
1668988800000 | 268.02 |
1669075200000 | 271.94 |
1669161600000 | 273.51 |
1669248000000 | 273.51 |
1669334400000 | 273.44 |
1669593600000 | 268.86 |
1669680000000 | 268.21 |
1669766400000 | 276.93 |
1669852800000 | 276.85 |
1669939200000 | 276.3399 |
1670198400000 | 271.05 |
1670284800000 | 267.07 |
1670371200000 | 266.87 |
1670457600000 | 268.85 |
1670544000000 | 266.45 |
1670803200000 | 270.4 |
1670889600000 | 272.56 |
1670976000000 | 270.96 |
1671062400000 | 263.91 |
1671148800000 | 260.69 |
1671408000000 | 258.43 |
1671494400000 | 258.5299 |
1671580800000 | 262.39 |
1671667200000 | 258.38 |
1671753600000 | 259.67 |
1672012800000 | 259.67 |
1672099200000 | 258.52 |
1672185600000 | 255.28 |
1672272000000 | 259.85 |
1672358400000 | 259.05 |
1672617600000 | 259.05 |
1672704000000 | 258.05 |
1672790400000 | 260.11 |
1672876800000 | 257.21 |
1672963200000 | 263.13 |
1673222400000 | 263 |
1673308800000 | 264.91 |
1673395200000 | 268.36 |
1673481600000 | 269.57 |
1673568000000 | 270.82 |
1673827200000 | 270.82 |
1673913600000 | 270.15 |
1674000000000 | 265.9 |
1674086400000 | 263.61 |
1674172800000 | 268.58 |
1674432000000 | 271.79 |
1674518400000 | 271.37 |
1674604800000 | 271.68 |
1674691200000 | 274.58 |
1674777600000 | 275.69 |
1675036800000 | 271.91 |
1675123200000 | 275.86 |
1675209600000 | 278.5 |
1675296000000 | 282.61 |
1675382400000 | 279.41 |
1675641600000 | 277.64 |
1675728000000 | 281.15 |
1675814400000 | 278.5299 |
1675900800000 | 276.08 |
1675987200000 | 276.7799 |
1676246400000 | 280.17 |
1676332800000 | 280.07 |
1676419200000 | 280.52 |
1676505600000 | 276.39 |
1676592000000 | 275.47 |
1676851200000 | 275.47 |
1676937600000 | 269.99 |
1677024000000 | 269.52 |
1677110400000 | 271.17 |
1677196800000 | 268.0899 |
1677456000000 | 269.06 |
1677542400000 | 268.06 |
1677628800000 | 266.8399 |
1677715200000 | 268.75 |
1677801600000 | 273.22 |
1678060800000 | 273.29 |
1678147200000 | 269.04 |
1678233600000 | 269.3 |
1678320000000 | 264.39 |
1678406400000 | 260.46 |
1678665600000 | 260.18 |
1678752000000 | 264.47 |
1678838400000 | 262.67 |
1678924800000 | 267.5299 |
1679011200000 | 264.46 |
1679270400000 | 266.86 |
1679356800000 | 270.22 |
1679443200000 | 265.85 |
1679529600000 | 266.56 |
1679616000000 | 267.93 |
1679875200000 | 268.74 |
1679961600000 | 268.23 |
1680048000000 | 272.32 |
1680134400000 | 273.97 |
1680220800000 | 278.02 |
1680480000000 | 279 |
1680566400000 | 277.2799 |
1680652800000 | 276.58 |
1680739200000 | 277.32 |
1681084800000 | 277.48 |
1681171200000 | 277.56 |
1681257600000 | 276.38 |
1681344000000 | 280.04 |
1681430400000 | 279.61 |
1681689600000 | 280.45 |
1681776000000 | 280.65 |
1681862400000 | 280.45 |
1681948800000 | 278.45 |
1682035200000 | 278.81 |
1682294400000 | 278.97 |
1682380800000 | 274.5299 |
1682467200000 | 273.88 |
1682553600000 | 279.05 |
1682640000000 | 281.48 |
1682899200000 | 281.67 |
1682985600000 | 278.67 |
1683072000000 | 276.45 |
1683158400000 | 274.33 |
1683244800000 | 279.55 |
1683504000000 | 279.71 |
1683590400000 | 278.14 |
1683676800000 | 279.48 |
1683763200000 | 278.5 |
1683849600000 | 277.86 |
1684108800000 | 278.8 |
1684195200000 | 276.67 |
1684281600000 | 280.17 |
1684368000000 | 282.5899 |
1684454400000 | 282.17 |
1684713600000 | 282.3399 |
1684800000000 | 279.08 |
1684886400000 | 276.93 |
1684972800000 | 279.8399 |
1685059200000 | 283.36 |
1685318400000 | 283.36 |
1685404800000 | 283.21 |
1685491200000 | 281.5299 |
1685577600000 | 284.52 |
1685664000000 | 288.67 |
1685923200000 | 288.15 |
1686009600000 | 288.5899 |
1686096000000 | 287.22 |
1686182400000 | 289.02 |
1686268800000 | 289.52 |
1686528000000 | 291.88 |
1686614400000 | 294.06 |
1686700800000 | 294.47 |
1686787200000 | 298.18 |
1686873600000 | 297.3 |
1687132800000 | 297.3 |
1687219200000 | 295.76 |
1687305600000 | 293.99 |
1687392000000 | 294.86 |
1687478400000 | 292.52 |
1687737600000 | 291.12 |
1687824000000 | 294.49 |
1687910400000 | 294 |
1687996800000 | 295.35 |
1688083200000 | 299.04 |
1688342400000 | 299.48 |
1688428800000 | 299.48 |
1688515200000 | 298.75 |
1688601600000 | 296.3399 |
1688688000000 | 295.67 |
1688947200000 | 296.3399 |
1689033600000 | 298.41 |
1689120000000 | 300.75 |
1689206400000 | 303.6 |
1689292800000 | 303.07 |
1689552000000 | 304.06 |
1689638400000 | 306.51 |
1689724800000 | 307.56 |
1689811200000 | 305.62 |
1689897600000 | 305.94 |
1690156800000 | 307.11 |
1690243200000 | 308.1 |
1690329600000 | 307.5 |
1690416000000 | 305.08 |
1690502400000 | 307.91 |
1690761600000 | 308.35 |
1690848000000 | 307.42 |
1690934400000 | 303.08 |
1691020800000 | 302.14 |
1691107200000 | 300.5299 |
1691366400000 | 302.88 |
1691452800000 | 301.26 |
1691539200000 | 299.02 |
1691625600000 | 299.23 |
1691712000000 | 298.9 |
1691971200000 | 300.61 |
1692057600000 | 297.06 |
1692144000000 | 294.77 |
1692230400000 | 292.62 |
1692316800000 | 292.66 |
1692576000000 | 294.8399 |
1692662400000 | 294 |
1692748800000 | 297.35 |
1692835200000 | 293.5 |
1692921600000 | 295.58 |
1693180800000 | 297.3399 |
1693267200000 | 301.6 |
1693353600000 | 302.51 |
1693440000000 | 301.93 |
1693526400000 | 302.9 |
1693785600000 | 302.9 |
1693872000000 | 301.62 |
1693958400000 | 299.71 |
1694044800000 | 298.65 |
1694131200000 | 299.23 |
1694390400000 | 301.08 |
1694476800000 | 299.14 |
1694563200000 | 299.46 |
1694649600000 | 301.98 |
1694736000000 | 298.14 |
1694995200000 | 298.39 |
1695081600000 | 297.49 |
1695168000000 | 294.91 |
1695254400000 | 289.88 |
1695340800000 | 289.29 |
1695600000000 | 290.17 |
1695686400000 | 285.64 |
1695772800000 | 285.35 |
1695859200000 | 287.08 |
1695945600000 | 286.48 |
1696204800000 | 286.43 |
1696291200000 | 282.2799 |
1696377600000 | 284.82 |
1696464000000 | 284.51 |
1696550400000 | 287.99 |
1696809600000 | 289.5 |
1696896000000 | 291.32 |
1696982400000 | 292.83 |
1697068800000 | 290.65 |
1697155200000 | 288.79 |
1697414400000 | 292.12 |
1697500800000 | 291.92 |
1697587200000 | 287.75 |
1697673600000 | 285.15 |
1697760000000 | 281.65 |
1698019200000 | 280.97 |
1698105600000 | 282.86 |
1698192000000 | 279.51 |
1698278400000 | 276.76 |
1698364800000 | 275.31 |
1698624000000 | 278.46 |
1698710400000 | 280.2 |
1698796800000 | 283.67 |
1698883200000 | 289.11 |
1698969600000 | 292.22 |
1699228800000 | 292.76 |
1699315200000 | 293.51 |
1699401600000 | 293.76 |
1699488000000 | 291.33 |
1699574400000 | 295.85 |
1699833600000 | 295.5 |
1699920000000 | 301.46 |
1700006400000 | 301.88 |
1700092800000 | 302.39 |
1700179200000 | 302.65 |
1700438400000 | 304.9 |
1700524800000 | 304.45 |
1700611200000 | 305.76 |
1700697600000 | 305.76 |
1700784000000 | 306.02 |
1701043200000 | 305.42 |
1701129600000 | 305.58 |
1701216000000 | 305.58 |
1701302400000 | 306.88 |
1701388800000 | 308.76 |
1701648000000 | 307.23 |
1701734400000 | 307.07 |
1701820800000 | 305.91 |
1701907200000 | 308.0299 |
1701993600000 | 309.27 |
1702252800000 | 310.39 |
1702339200000 | 311.47 |
1702425600000 | 315.58 |
1702512000000 | 316.69 |
1702598400000 | 316.0899 |
1702857600000 | 317.24 |
1702944000000 | 319.02 |
1703030400000 | 314.2799 |
1703116800000 | 317.67 |
1703203200000 | 318.2 |
1703548800000 | 319.57 |
1703635200000 | 320.06 |
1703721600000 | 320.37 |
1703808000000 | 319.48 |
1704153600000 | 317.7799 |
1704240000000 | 315.1 |
1704326400000 | 314.08 |
1704412800000 | 314.69 |
1704672000000 | 319.29 |
1704758400000 | 318.32 |
1704844800000 | 320.21 |
1704931200000 | 319.94 |
1705017600000 | 320.13 |
1705276800000 | 320.13 |
1705363200000 | 319.13 |
1705449600000 | 317.33 |
1705536000000 | 319.96 |
1705622400000 | 323.81 |
1705881600000 | 324.73 |
1705968000000 | 325.81 |
1706054400000 | 325.82 |
1706140800000 | 327.6 |
STOXX USA 500 ESG Target | STOXX USA 500 | |
---|---|---|
2017 | 18.3656438 | 19.7999008 |
2018 | -7.305145 | -6.5043732 |
2019 | 30.914607 | 29.5845022 |
2020 | 19.3568771 | 20.0241324 |
2021 | 26.3776063 | 24.5900614 |
2022 | -21.3172286 | -21.0959 |
2023 | 23.5281596 | 25.3604691 |
2024 | 50.5422096 | 49.4466395 |
Methodology
The weighting of each constituent security in STOXX ESG Target Indices is determined by optimization to maximize the ESG tilt to the benchmark index. In addition, the methodology constrains the tracking error to a maximum value, quarterly turnover to a maximum value, and limits the active country and industry exposures.
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Price EUR | CH1105447002 | SU5PEHA | SU5PEHA INDEX | .SU5PEHA |
Gross Return EUR | CH1105446897 | SU5WEHA | .SU5WEHA | |
Net Return EUR | CH1105447051 | SU5REHA | SU5REHA INDEX | .SU5REHA |
Gross Return USD | CH1105447036 | SU5ZEHA | .SU5ZEHA | |
Net Return USD | CH1105446764 | SU5VEHA | SU5VEHA INDEX | .SU5VEHA |
Price USD | CH1105447168 | SU5LEHA | SU5LEHA INDEX | .SU5LEHA |
Quick Facts
Weighting | Optimization |
Cap Factor | 4.5% / 8% / 35% |
No. of components | Variable |
Review frequency | Quarterly (Mar., Jun., Sep., Dec) |
Calculation/distribution | realtime 15 sec |
Calculation hours | 15:30:00 22:15:00 |
Base value/base date | 100 as of Mar. 19, 2012 |
History | Available from Mar. 19, 2053 |
Inception date | Apr. 22, 2021 |
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
STOXX USA 500 ESG Target
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
Microsoft Corp. | Technology | USA | 7.745% |
NVIDIA Corp. | Technology | USA | 5.809% |
Apple Inc. | Technology | USA | 5.704% |
Amazon.com Inc. | Retail | USA | 3.128% |
META PLATFORMS CLASS A | Technology | USA | 2.519% |
ALPHABET CLASS C | Technology | USA | 2.131% |
INGERSOLL-RAND | Industrial Goods and Services | USA | 1.724% |
Bank of America Corp. | Banks | USA | 1.667% |
Eli Lilly & Co. | Health Care | USA | 1.614% |
Merck & Co. Inc. | Health Care | USA | 1.480% |
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.