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BLUE CHIP INDICES
EURO STOXX 50 ESG Target
Index Description
The objective of the EURO STOXX 50 ESG Target Index is to reflect the EURO STOXX 50 Index while maximizing its ESG score, and at the same time, reducing its Carbon Intensity by at least 30%. The predicted tracking error is constrained with respect to its parent index. The index includes ESG exclusion screens for Global Standards Screening, Controversial Weapons, Thermal Coal, Tobacco, Military Contracting, Small Arms, Unconventional Oil & Gas, ESG Controversies and ESG Risk Rating.
Key facts
- The EURO STOXX 50 ESG Target is design to closly track the EURO STOXX 50.
- The screens applied are based on responsible policies and aim to reduce reputational and idiosyncratic risks and are based on data from award winning ESG data provider Sustainalytics.
- The component weights are derived through an optimization process with the goal of maximizing the portfolio ESG score and reducing carbon intensity relative to the EURO STOXX 50 Index by at least 30%.
Descriptive Statistics
Index | Market Cap (EUR bn) | Components (EUR bn) | Component weight (%) | Turnover (%) | |||||
---|---|---|---|---|---|---|---|---|---|
Full | Free-float | Mean | Median | Largest | Smallest | Largest | Smallest | Last 12 monts | |
EURO STOXX 50 ESG Target | N/A | 101.8 | 2.0 | 1.6 | 8.4 | 0.2 | 8.2 | 0.2 | 19.4 |
EURO STOXX 50 | 4,618.5 | 3,572.7 | 71.5 | 56.6 | 328.4 | 17.4 | 9.2 | 0.5 | 5.2 |
Supersector weighting (top 10)
Technology | 17.6 |
---|---|
Banks | 15.6 |
Consumer Products and Services | 14.3 |
Industrial Goods and Services | 11.0 |
Insurance | 10.5 |
Energy | 5.9 |
Telecommunications | 4.5 |
Utilities | 4.5 |
Automobiles and Parts | 4.4 |
Health Care | 4.1 |
Country weighting
France | 35.9 |
---|---|
Germany | 29.8 |
Netherlands | 12.1 |
Italy | 11.1 |
Spain | 6.8 |
Finland | 4.0 |
Belgium | 0.5 |
Risk and return figures1
Index returns | Return (%) | Annualized return (%) | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Last month | YTD | 1Y | 3Y | 5Y | Last month | YTD | 1Y | 3Y | 5Y | |
EURO STOXX 50 ESG Target | 4.2 | 11.7 | 21.5 | 41.6 | 82.8 | N/A | N/A | 22.0 | 12.4 | 13.0 |
EURO STOXX 50 | 4.4 | 12.9 | 21.7 | 42.1 | 76.5 | N/A | N/A | 22.3 | 12.6 | 12.2 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
EURO STOXX 50 ESG Target | N/A | N/A | 11.5 | 17.6 | 20.5 | N/A | N/A | 1.5 | 0.6 | 0.6 |
EURO STOXX 50 | N/A | N/A | 11.9 | 18.0 | 20.9 | N/A | N/A | 1.4 | 0.6 | 0.5 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
EURO STOXX 50 ESG Target | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.3 | 1.5 | 1.4 | 1.5 | 1.9 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
EURO STOXX 50 ESG Target | 1.0 | 0.9 | 1.0 | 1.0 | 1.0 | -2.1 | -3.1 | -0.2 | -0.1 | 0.3 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(EUR, Gross Return), all data as of March 29, 2024
BLUE CHIP INDICES
EURO STOXX 50 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 | ||
EURO STOXX 50 ESG Target | 14.4 | 13.1 | 14.2 | 14.2 | 1.9 | 4.3 | 1.6 | 34.5 |
EURO STOXX 50 | 15.8 | 13.9 | 15.4 | 15.4 | 2.1 | 3.9 | 1.4 | 29.8 |
Performance and annual returns
EURO STOXX 50 ESG Target | |
---|---|
1629849600000 | 194.51 |
1629936000000 | 193.9199 |
1630022400000 | 194.81 |
1630281600000 | 195.12 |
1630368000000 | 194.87 |
1630454400000 | 196.22 |
1630540800000 | 196.52 |
1630627200000 | 195.09 |
1630886400000 | 196.96 |
1630972800000 | 196.12 |
1631059200000 | 193.94 |
1631145600000 | 194.08 |
1631232000000 | 193.73 |
1631491200000 | 194.76 |
1631577600000 | 195.06 |
1631664000000 | 193.02 |
1631750400000 | 194.04 |
1631836800000 | 192.33 |
1632096000000 | 187.93 |
1632182400000 | 190.59 |
1632268800000 | 193.08 |
1632355200000 | 195.2 |
1632441600000 | 193.45 |
1632700800000 | 193.95 |
1632787200000 | 189.63 |
1632873600000 | 190.59 |
1632960000000 | 189.33 |
1633046400000 | 188.6 |
1633305600000 | 187.11 |
1633392000000 | 190.5 |
1633478400000 | 187.98 |
1633564800000 | 191.74 |
1633651200000 | 190.77 |
1633910400000 | 190.81 |
1633996800000 | 190.18 |
1634083200000 | 191.28 |
1634169600000 | 194.34 |
1634256000000 | 195.8899 |
1634515200000 | 194.82 |
1634601600000 | 195.54 |
1634688000000 | 195.94 |
1634774400000 | 195.1399 |
1634860800000 | 196.6699 |
1635120000000 | 196.75 |
1635206400000 | 198.23 |
1635292800000 | 197.68 |
1635379200000 | 198.07 |
1635465600000 | 198.83 |
1635724800000 | 200.49 |
1635811200000 | 201.48 |
1635897600000 | 202.29 |
1635984000000 | 203.23 |
1636070400000 | 204.1699 |
1636329600000 | 203.7 |
1636416000000 | 203.23 |
1636502400000 | 203.41 |
1636588800000 | 203.94 |
1636675200000 | 204.71 |
1636934400000 | 205.26 |
1637020800000 | 205.91 |
1637107200000 | 206.11 |
1637193600000 | 205.66 |
1637280000000 | 204.31 |
1637539200000 | 203.8 |
1637625600000 | 201.24 |
1637712000000 | 201.07 |
1637798400000 | 201.57 |
1637884800000 | 192.27 |
1638144000000 | 193.2 |
1638230400000 | 191.29 |
1638316800000 | 196.7 |
1638403200000 | 193.69 |
1638489600000 | 192.83 |
1638748800000 | 195.55 |
1638835200000 | 201.44 |
1638921600000 | 199.3 |
1639008000000 | 198.21 |
1639094400000 | 197.73 |
1639353600000 | 197.19 |
1639440000000 | 195.59 |
1639526400000 | 196.32 |
1639612800000 | 198.32 |
1639699200000 | 196.33 |
1639958400000 | 193.98 |
1640044800000 | 196.96 |
1640131200000 | 198.54 |
1640217600000 | 200.72 |
1640304000000 | 200.28 |
1640563200000 | 201.74 |
1640649600000 | 203.05 |
1640736000000 | 201.86 |
1640822400000 | 202.55 |
1640908800000 | 202.21 |
1641168000000 | 203.83 |
1641254400000 | 205.53 |
1641340800000 | 206.65 |
1641427200000 | 203.71 |
1641513600000 | 203.06 |
1641772800000 | 199.6699 |
1641859200000 | 201.68 |
1641945600000 | 203.12 |
1642032000000 | 203.12 |
1642118400000 | 201.06 |
1642377600000 | 202.4 |
1642464000000 | 200.48 |
1642550400000 | 200.81 |
1642636800000 | 201.91 |
1642723200000 | 198.75 |
1642982400000 | 191.1 |
1643068800000 | 192.61 |
1643155200000 | 196.69 |
1643241600000 | 197.81 |
1643328000000 | 195.68 |
1643587200000 | 197.34 |
1643673600000 | 199.47 |
1643760000000 | 199.55 |
1643846400000 | 196.08 |
1643932800000 | 193.51 |
1644192000000 | 194.9199 |
1644278400000 | 195.21 |
1644364800000 | 198.51 |
1644451200000 | 197.71 |
1644537600000 | 195.96 |
1644796800000 | 191.49 |
1644883200000 | 195.13 |
1644969600000 | 194.56 |
1645056000000 | 193.46 |
1645142400000 | 191.69 |
1645401600000 | 187.6699 |
1645488000000 | 187.45 |
1645574400000 | 186.76 |
1645660800000 | 179.95 |
1645747200000 | 186.44 |
1646006400000 | 183.9 |
1646092800000 | 176.99 |
1646179200000 | 179.47 |
1646265600000 | 176.02 |
1646352000000 | 167.54 |
1646611200000 | 165.84 |
1646697600000 | 165.74 |
1646784000000 | 177.69 |
1646870400000 | 172.1399 |
1646956800000 | 173.4 |
1647216000000 | 176.08 |
1647302400000 | 176 |
1647388800000 | 182.79 |
1647475200000 | 182.37 |
1647561600000 | 182.82 |
1647820800000 | 181.71 |
1647907200000 | 183.95 |
1647993600000 | 181.02 |
1648080000000 | 180.58 |
1648166400000 | 180.79 |
1648425600000 | 181.88 |
1648512000000 | 187.22 |
1648598400000 | 185.18 |
1648684800000 | 182.57 |
1648771200000 | 183.43 |
1649030400000 | 184.68 |
1649116800000 | 183.22 |
1649203200000 | 178.93 |
1649289600000 | 177.76 |
1649376000000 | 180.54 |
1649635200000 | 179.38 |
1649721600000 | 178.77 |
1649808000000 | 178.55 |
1649894400000 | 179.56 |
1650326400000 | 178.99 |
1650412800000 | 182.07 |
1650499200000 | 183.46 |
1650585600000 | 179.36 |
1650844800000 | 175.1399 |
1650931200000 | 173.6699 |
1651017600000 | 174.55 |
1651104000000 | 176.74 |
1651190400000 | 177.77 |
1651449600000 | 175.03 |
1651536000000 | 176.3899 |
1651622400000 | 174.66 |
1651708800000 | 173.59 |
1651795200000 | 170.76 |
1652054400000 | 165.9199 |
1652140800000 | 167.5 |
1652227200000 | 172.51 |
1652313600000 | 171.01 |
1652400000000 | 175.11 |
1652659200000 | 174.19 |
1652745600000 | 176.99 |
1652832000000 | 174.6699 |
1652918400000 | 172.73 |
1653004800000 | 173.33 |
1653264000000 | 176.41 |
1653350400000 | 173.99 |
1653436800000 | 175.34 |
1653523200000 | 178.05 |
1653609600000 | 181.26 |
1653868800000 | 183.25 |
1653955200000 | 180.9 |
1654041600000 | 179.31 |
1654128000000 | 181.1 |
1654214400000 | 180.56 |
1654473600000 | 183.08 |
1654560000000 | 181.66 |
1654646400000 | 180.79 |
1654732800000 | 177.73 |
1654819200000 | 171.73 |
1655078400000 | 166.96 |
1655164800000 | 165.83 |
1655251200000 | 168.71 |
1655337600000 | 163.75 |
1655424000000 | 164.06 |
1655683200000 | 165.46 |
1655769600000 | 166.71 |
1655856000000 | 165.55 |
1655942400000 | 164.24 |
1656028800000 | 169.06 |
1656288000000 | 169.25 |
1656374400000 | 169.63 |
1656460800000 | 168.4 |
1656547200000 | 165.4 |
1656633600000 | 164.94 |
1656892800000 | 165.1699 |
1656979200000 | 161.06 |
1657065600000 | 163.79 |
1657152000000 | 166.82 |
1657238400000 | 167.37 |
1657497600000 | 165.8 |
1657584000000 | 166.38 |
1657670400000 | 164.74 |
1657756800000 | 161.93 |
1657843200000 | 165.34 |
1658102400000 | 167.16 |
1658188800000 | 170.79 |
1658275200000 | 170.66 |
1658361600000 | 171.31 |
1658448000000 | 171.51 |
1658707200000 | 171.6 |
1658793600000 | 170.44 |
1658880000000 | 172.09 |
1658966400000 | 174.35 |
1659052800000 | 177.2 |
1659312000000 | 177.13 |
1659398400000 | 175.94 |
1659484800000 | 178.16 |
1659571200000 | 179.29 |
1659657600000 | 178 |
1659916800000 | 179.43 |
1660003200000 | 177.55 |
1660089600000 | 178.96 |
1660176000000 | 179.4 |
1660262400000 | 180.09 |
1660521600000 | 180.53 |
1660608000000 | 181.34 |
1660694400000 | 178.8899 |
1660780800000 | 179.93 |
1660867200000 | 177.73 |
1661126400000 | 174.52 |
1661212800000 | 174.29 |
1661299200000 | 174.88 |
1661385600000 | 175.05 |
1661472000000 | 171.63 |
1661731200000 | 170.15 |
1661817600000 | 169.95 |
1661904000000 | 167.78 |
1661990400000 | 165.27 |
1662076800000 | 169.31 |
1662336000000 | 166.99 |
1662422400000 | 167.53 |
1662508800000 | 167.6399 |
1662595200000 | 168.3 |
1662681600000 | 171.31 |
1662940800000 | 174.88 |
1663027200000 | 172.13 |
1663113600000 | 171.12 |
1663200000000 | 170.08 |
1663286400000 | 168.3899 |
1663545600000 | 168.08 |
1663632000000 | 166.54 |
1663718400000 | 167.93 |
1663804800000 | 164.84 |
1663891200000 | 160.96 |
1664150400000 | 160.57 |
1664236800000 | 159.58 |
1664323200000 | 159.85 |
1664409600000 | 157.25 |
1664496000000 | 159.41 |
1664755200000 | 160.6399 |
1664841600000 | 167.44 |
1664928000000 | 165.65 |
1665014400000 | 164.93 |
1665100800000 | 162.24 |
1665360000000 | 161.12 |
1665446400000 | 160.21 |
1665532800000 | 159.6699 |
1665619200000 | 160.93 |
1665705600000 | 162.24 |
1665964800000 | 165.07 |
1666051200000 | 166.16 |
1666137600000 | 166.43 |
1666224000000 | 167.49 |
1666310400000 | 166.71 |
1666569600000 | 169.05 |
1666656000000 | 171.97 |
1666742400000 | 172.85 |
1666828800000 | 172.75 |
1666915200000 | 172.9199 |
1667174400000 | 173.06 |
1667260800000 | 174.77 |
1667347200000 | 173.47 |
1667433600000 | 172.32 |
1667520000000 | 177.09 |
1667779200000 | 177.94 |
1667865600000 | 179.96 |
1667952000000 | 179.6 |
1668038400000 | 185.05 |
1668124800000 | 186.09 |
1668384000000 | 187.37 |
1668470400000 | 188.63 |
1668556800000 | 187.15 |
1668643200000 | 187.11 |
1668729600000 | 189.25 |
1668988800000 | 188.44 |
1669075200000 | 189.37 |
1669161600000 | 190.15 |
1669248000000 | 190.97 |
1669334400000 | 190.99 |
1669593600000 | 189.7 |
1669680000000 | 189.6699 |
1669766400000 | 191.29 |
1669852800000 | 192.37 |
1669939200000 | 191.9 |
1670198400000 | 191.01 |
1670284800000 | 190.11 |
1670371200000 | 189.25 |
1670457600000 | 189.1699 |
1670544000000 | 190.25 |
1670803200000 | 189.21 |
1670889600000 | 192.47 |
1670976000000 | 191.9 |
1671062400000 | 185.02 |
1671148800000 | 183.55 |
1671408000000 | 183.77 |
1671494400000 | 183.15 |
1671580800000 | 186.58 |
1671667200000 | 184.32 |
1671753600000 | 183.98 |
1672099200000 | 184.72 |
1672185600000 | 183.6 |
1672272000000 | 185.68 |
1672358400000 | 182.85 |
1672617600000 | 185.88 |
1672704000000 | 187.27 |
1672790400000 | 191.85 |
1672876800000 | 191.1699 |
1672963200000 | 193.93 |
1673222400000 | 196.32 |
1673308800000 | 195.91 |
1673395200000 | 198.05 |
1673481600000 | 199.43 |
1673568000000 | 200.62 |
1673827200000 | 200.98 |
1673913600000 | 201.69 |
1674000000000 | 201.56 |
1674086400000 | 197.6399 |
1674172800000 | 198.58 |
1674432000000 | 200.32 |
1674518400000 | 200.51 |
1674604800000 | 200.45 |
1674691200000 | 201.86 |
1674777600000 | 202.29 |
1675036800000 | 201.48 |
1675123200000 | 201.73 |
1675209600000 | 202.1 |
1675296000000 | 205.47 |
1675382400000 | 206.06 |
1675641600000 | 203.6699 |
1675728000000 | 204.02 |
1675814400000 | 203.87 |
1675900800000 | 206.29 |
1675987200000 | 204.15 |
1676246400000 | 206.07 |
1676332800000 | 205.91 |
1676419200000 | 207.58 |
1676505600000 | 208.27 |
1676592000000 | 207.13 |
1676851200000 | 206.87 |
1676937600000 | 205.76 |
1677024000000 | 205.15 |
1677110400000 | 205.87 |
1677196800000 | 202.11 |
1677456000000 | 205.46 |
1677542400000 | 205.1 |
1677628800000 | 204.05 |
1677715200000 | 205.1699 |
1677801600000 | 207.66 |
1678060800000 | 208.78 |
1678147200000 | 207.03 |
1678233600000 | 207.53 |
1678320000000 | 207.34 |
1678406400000 | 204.48 |
1678665600000 | 198.09 |
1678752000000 | 201.85 |
1678838400000 | 194.78 |
1678924800000 | 198.57 |
1679011200000 | 196 |
1679270400000 | 198.7 |
1679356800000 | 201.73 |
1679443200000 | 202.34 |
1679529600000 | 202.99 |
1679616000000 | 199.32 |
1679875200000 | 201.05 |
1679961600000 | 201.29 |
1680048000000 | 204.49 |
1680134400000 | 207.18 |
1680220800000 | 208.31 |
1680480000000 | 208.32 |
1680566400000 | 208.38 |
1680652800000 | 207.43 |
1680739200000 | 208.11 |
1681171200000 | 209.22 |
1681257600000 | 209.49 |
1681344000000 | 210.84 |
1681430400000 | 212.24 |
1681689600000 | 210.85 |
1681776000000 | 212.22 |
1681862400000 | 212.12 |
1681948800000 | 211.55 |
1682035200000 | 212.74 |
1682294400000 | 213.01 |
1682380800000 | 212.15 |
1682467200000 | 210.92 |
1682553600000 | 211.58 |
1682640000000 | 211.77 |
1682899200000 | 211.77 |
1682985600000 | 208.58 |
1683072000000 | 209.48 |
1683158400000 | 208.34 |
1683244800000 | 211.65 |
1683504000000 | 212.49 |
1683590400000 | 211.39 |
1683676800000 | 210.41 |
1683763200000 | 210.94 |
1683849600000 | 211.89 |
1684108800000 | 212.06 |
1684195200000 | 211.83 |
1684281600000 | 212.16 |
1684368000000 | 214.28 |
1684454400000 | 215.82 |
1684713600000 | 215.77 |
1684800000000 | 214.08 |
1684886400000 | 210.09 |
1684972800000 | 210.08 |
1685059200000 | 213.26 |
1685318400000 | 212.5 |
1685404800000 | 211.55 |
1685491200000 | 208.13 |
1685577600000 | 210.26 |
1685664000000 | 213.25 |
1685923200000 | 211.92 |
1686009600000 | 212.07 |
1686096000000 | 211.86 |
1686182400000 | 212.21 |
1686268800000 | 211.84 |
1686528000000 | 213.05 |
1686614400000 | 214.52 |
1686700800000 | 215.98 |
1686787200000 | 215.3 |
1686873600000 | 216.38 |
1687132800000 | 215.1 |
1687219200000 | 214.2 |
1687305600000 | 213.5 |
1687392000000 | 212.46 |
1687478400000 | 210.8 |
1687737600000 | 211.23 |
1687824000000 | 212.44 |
1687910400000 | 214.24 |
1687996800000 | 214.8 |
1688083200000 | 217.18 |
1688342400000 | 217.05 |
1688428800000 | 216.81 |
1688515200000 | 214.59 |
1688601600000 | 208.55 |
1688688000000 | 209.1399 |
1688947200000 | 209.96 |
1689033600000 | 211.63 |
1689120000000 | 215.21 |
1689206400000 | 216.65 |
1689292800000 | 216.73 |
1689552000000 | 214.75 |
1689638400000 | 215.31 |
1689724800000 | 215.12 |
1689811200000 | 215.81 |
1689897600000 | 216.8 |
1690156800000 | 216.28 |
1690243200000 | 216.78 |
1690329600000 | 214.67 |
1690416000000 | 219.46 |
1690502400000 | 220.13 |
1690761600000 | 220.34 |
1690848000000 | 217.64 |
1690934400000 | 214.36 |
1691020800000 | 212.59 |
1691107200000 | 213.89 |
1691366400000 | 214.11 |
1691452800000 | 211.42 |
1691539200000 | 213.25 |
1691625600000 | 216.61 |
1691712000000 | 213.63 |
1691971200000 | 214.23 |
1692057600000 | 212.28 |
1692144000000 | 212.27 |
1692230400000 | 210.2 |
1692316800000 | 209.55 |
1692576000000 | 210.14 |
1692662400000 | 211.84 |
1692748800000 | 212.2 |
1692835200000 | 210.68 |
1692921600000 | 210.76 |
1693180800000 | 213.43 |
1693267200000 | 215.33 |
1693353600000 | 214.77 |
1693440000000 | 213.9 |
1693526400000 | 213.28 |
1693785600000 | 213.18 |
1693872000000 | 212.96 |
1693958400000 | 211.51 |
1694044800000 | 210.64 |
1694131200000 | 211.61 |
1694390400000 | 212.61 |
1694476800000 | 212.38 |
1694563200000 | 211.45 |
1694649600000 | 214.02 |
1694736000000 | 214.63 |
1694995200000 | 212.38 |
1695081600000 | 212.48 |
1695168000000 | 214.43 |
1695254400000 | 211.72 |
1695340800000 | 211.31 |
1695600000000 | 209.37 |
1695686400000 | 207.48 |
1695772800000 | 207.3899 |
1695859200000 | 208.87 |
1695945600000 | 209.4199 |
1696204800000 | 207.68 |
1696291200000 | 205.68 |
1696377600000 | 205.78 |
1696464000000 | 205.87 |
1696550400000 | 208.34 |
1696809600000 | 206.9199 |
1696896000000 | 211.25 |
1696982400000 | 211.1 |
1697068800000 | 211.1 |
1697155200000 | 208.01 |
1697414400000 | 208.65 |
1697500800000 | 208.51 |
1697587200000 | 206.47 |
1697673600000 | 205.58 |
1697760000000 | 202.32 |
1698019200000 | 202.98 |
1698105600000 | 203.79 |
1698192000000 | 204.38 |
1698278400000 | 203.13 |
1698364800000 | 201.23 |
1698624000000 | 201.78 |
1698710400000 | 203.24 |
1698796800000 | 204.83 |
1698883200000 | 208.26 |
1698969600000 | 208.38 |
1699228800000 | 207.73 |
1699315200000 | 207.48 |
1699401600000 | 208.6699 |
1699488000000 | 211.11 |
1699574400000 | 209.6399 |
1699833600000 | 211.22 |
1699920000000 | 214.05 |
1700006400000 | 215.33 |
1700092800000 | 214.84 |
1700179200000 | 216.74 |
1700438400000 | 217.46 |
1700524800000 | 216.97 |
1700611200000 | 217.84 |
1700697600000 | 218.5 |
1700784000000 | 219.18 |
1701043200000 | 218.47 |
1701129600000 | 218.2 |
1701216000000 | 219.27 |
1701302400000 | 219.8 |
1701388800000 | 221.69 |
1701648000000 | 221.59 |
1701734400000 | 223.28 |
1701820800000 | 224.68 |
1701907200000 | 224.26 |
1701993600000 | 226.74 |
1702252800000 | 227.51 |
1702339200000 | 227.3 |
1702425600000 | 226.92 |
1702512000000 | 227.12 |
1702598400000 | 227.64 |
1702857600000 | 226.44 |
1702944000000 | 227.09 |
1703030400000 | 227.25 |
1703116800000 | 226.78 |
1703203200000 | 226.56 |
1703635200000 | 226.96 |
1703721600000 | 226.16 |
1703808000000 | 226.58 |
1704153600000 | 226.31 |
1704240000000 | 223.57 |
1704326400000 | 225.04 |
1704412800000 | 224.76 |
1704672000000 | 225.5 |
1704758400000 | 224.37 |
1704844800000 | 224.23 |
1704931200000 | 222.63 |
1705017600000 | 224.33 |
1705276800000 | 223.28 |
1705363200000 | 222.93 |
1705449600000 | 221.04 |
1705536000000 | 223.45 |
1705622400000 | 223.44 |
1705881600000 | 225.18 |
1705968000000 | 224.6 |
1706054400000 | 229.26 |
1706140800000 | 230.04 |
1706227200000 | 232.49 |
1706486400000 | 232.59 |
1706572800000 | 233.62 |
1706659200000 | 233.01 |
1706745600000 | 231.95 |
1706832000000 | 232.44 |
EURO STOXX 50 ESG Target | EURO STOXX 50 | |
---|---|---|
2017 | 7.9973258 | 10.212675 |
2018 | -10.2055098 | -11.414331 |
2019 | 29.0643494 | 29.820559 |
2020 | 1.0829682 | -2.6112241 |
2021 | 25.9444905 | 24.2740656 |
2022 | -9.6803743 | -8.9230627 |
2023 | 24.3149348 | 23.5829086 |
2024 | 57.8848775 | 65.2546578 |
Methodology
The EURO STOXX 50 ESG Target Index aim to reflect the EURO STOXX 50 Index while maximizing its ESG score, and at the same time, reducing its Carbon Intensity by at least 30%. The predicted tracking error is constrained with respect to its parent index. The index includes ESG exclusion screens for Global Standards Screening, Controversial Weapons, Thermal Coal, Tobacco, Military Contracting, Small Arms, Unconventional Oil & Gas, ESG Controversies and ESG Risk Rating.
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Price EUR | CH1130100519 | SX5EESGT | SX5EESGT INDEX | .SX5EESGT |
Gross Return EUR | CH1130100535 | SX5GESGT | SX5GESGT INDEX | .SX5GESGT |
Net Return EUR | CH1130100527 | SX5TESGT | SX5TESGT INDEX | .SX5TESGT |
Net Return USD | CH1130100493 | SX5UESGT | .SX5UESGT | |
Gross Return USD | CH1130100485 | SX5ZESGT | .SX5ZESGT | |
Price USD | CH1130100501 | SX5KESGT | .SX5KESGT |
Quick Facts
Weighting | Optimized |
Cap Factor | 0.1 |
No. of components | 50 |
Review frequency | Quarterly |
Calculation/distribution | Realtime 15 sec |
Calculation hours | 09:00:00 18:00:00 |
Base value/base date | 100 as of March. 24, 2014 |
History | Available from Mar. 24, 2014 |
Inception date | August. 25,2021 |
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.
BLUE CHIP INDICES
EURO STOXX 50 ESG Target
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
ASML HLDG | Technology | Netherlands | 8.242% |
SAP | Technology | Germany | 5.507% |
LVMH MOET HENNESSY | Consumer Products and Services | France | 4.388% |
SCHNEIDER ELECTRIC | Industrial Goods and Services | France | 4.104% |
ALLIANZ | Insurance | Germany | 4.082% |
L'OREAL | Consumer Products and Services | France | 3.835% |
HERMES INTERNATIONAL | Consumer Products and Services | France | 3.501% |
TOTALENERGIES | Energy | France | 3.404% |
DEUTSCHE TELEKOM | Telecommunications | Germany | 3.403% |
SANOFI | Health Care | France | 3.362% |
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.