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ENVIRONMENTAL SOCIAL GOVERNANCE INDICES
STOXX North America 600 ESG Broad Market
Index Description
The STOXX ESG Broad Market Indices track the performance of a selection of STOXX Indices after set of compliance, involvement and ESG performance screens are applied. Companies that are non-compliant based on the Sustainalytics Global Standards Screening assessment, ESG Risk Ratings or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco, Thermal Coal, Unconventional Oil & Gas, Small Arms and Military Weapons. The remaining securities are ranked in descending order of their ESG scores within each of the 11 ICB Industry groups. The STOXX ESG Broad Market Indices select the top-ranking securities in each of the ICB Industries until the number of selected securities reaches 80% of the number of securities in the underlying index.
Key facts
- ESG screened versions of STOXX Benchmark Indices.
- Indices select 80% of the securities from underlying indices.
- Screening provided by award-winning ESG data provider Sustainalytics.
- Transparent free-float market-cap weighting scheme.
- Suitable as underlying for mandates, passive funds, ETFs, structured products and listed derivatives.
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 | |
STOXX North America 600 ESG Broad Market | 40,065.2 | 38,482.3 | 80.2 | 31.2 | 2,895.3 | 8.7 | 7.5 | 0.0 | 6.7 |
STOXX North America 600 | 45,184.3 | 43,452.6 | 72.2 | 29.0 | 2,895.3 | 8.7 | 6.7 | 0.0 | 2.8 |
Supersector weighting (top 10)
Technology | 35.8 |
---|---|
Health Care | 12.4 |
Industrial Goods and Services | 10.7 |
Retail | 8.2 |
Banks | 4.2 |
Financial Services | 3.5 |
Insurance | 2.4 |
Telecommunications | 2.4 |
Food, Beverage and Tobacco | 2.3 |
Energy | 2.3 |
Country weighting
USA | 96.8 |
---|---|
Canada | 3.2 |
Risk and return figures1
Index returns | Return (%) | Annualized return (%) | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
Last month | YTD | 1Y | 3Y | 5Y | Last month | YTD | 1Y | 3Y | 5Y | |
STOXX North America 600 ESG Broad Market | 3.0 | 12.9 | 31.3 | 46.9 | 111.9 | N/A | N/A | 32.2 | 13.8 | 16.4 |
STOXX North America 600 | 3.3 | 12.8 | 29.9 | 44.8 | 101.6 | N/A | N/A | 30.7 | 13.3 | 15.2 |
Index volatility and risk | Annualized volatility (%) | Annualized Sharpe ratio2 | ||||||||
STOXX North America 600 ESG Broad Market | N/A | N/A | 12.6 | 17.7 | 21.8 | N/A | N/A | 2.1 | 0.7 | 0.7 |
STOXX North America 600 | N/A | N/A | 12.2 | 17.3 | 21.5 | N/A | N/A | 2.1 | 0.7 | 0.6 |
Index to benchmark | Correlation | Tracking error (%) | ||||||||
STOXX North America 600 ESG Broad Market | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.0 | 1.1 | 1.1 | 1.0 | 1.0 |
Index to benchmark | Beta | Annualized information ratio | ||||||||
STOXX North America 600 ESG Broad Market | 1.1 | 1.1 | 1.0 | 1.0 | 1.0 | -2.9 | 0.5 | 1.0 | 0.5 | 1.0 |
1For information on data calculation, please refer to STOXX calculation reference guide
2Based on EURIBOR1M
(EUR, Net Return), all data as of March 29, 2024
ENVIRONMENTAL SOCIAL GOVERNANCE INDICES
STOXX North America 600 ESG Broad Market
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 North America 600 ESG Broad Market | 29.4 | 22.6 | 28.0 | 28.0 | 5.0 | 1.4 | 2.9 | 34.3 |
STOXX North America 600 | 27.6 | 22.0 | 25.9 | 25.9 | 4.6 | 1.5 | 2.8 | 1.7 |
Performance and annual returns
STOXX North America 600 ESG Broad Market | |
---|---|
1617926400000 | 370.74 |
1618185600000 | 370.18 |
1618272000000 | 371.39 |
1618358400000 | 368.36 |
1618444800000 | 372.73 |
1618531200000 | 373.32 |
1618790400000 | 369.76 |
1618876800000 | 366.21 |
1618963200000 | 370.46 |
1619049600000 | 367.52 |
1619136000000 | 370.82 |
1619395200000 | 370.61 |
1619481600000 | 370.35 |
1619568000000 | 369.63 |
1619654400000 | 370.72 |
1619740800000 | 370.13 |
1620000000000 | 369.99 |
1620086400000 | 368.55 |
1620172800000 | 369.88 |
1620259200000 | 370.64 |
1620345600000 | 371.14 |
1620604800000 | 366.5299 |
1620691200000 | 363.5 |
1620777600000 | 358.3 |
1620864000000 | 362.26 |
1620950400000 | 366.04 |
1621209600000 | 364.51 |
1621296000000 | 359.73 |
1621382400000 | 358.74 |
1621468800000 | 363.13 |
1621555200000 | 363.72 |
1621814400000 | 366.39 |
1621900800000 | 365.07 |
1621987200000 | 366.71 |
1622073600000 | 367.57 |
1622160000000 | 368.72 |
1622419200000 | 367.24 |
1622505600000 | 366.62 |
1622592000000 | 368.22 |
1622678400000 | 368.83 |
1622764800000 | 371.61 |
1623024000000 | 370.98 |
1623110400000 | 370.88 |
1623196800000 | 370.15 |
1623283200000 | 372.5 |
1623369600000 | 375.29 |
1623628800000 | 375.95 |
1623715200000 | 374.92 |
1623801600000 | 373.16 |
1623888000000 | 378.74 |
1623974400000 | 376.68 |
1624233600000 | 379.74 |
1624320000000 | 382.41 |
1624406400000 | 380.82 |
1624492800000 | 383.63 |
1624579200000 | 383.93 |
1624838400000 | 385.97 |
1624924800000 | 387.19 |
1625011200000 | 388.76 |
1625097600000 | 390.1 |
1625184000000 | 394.06 |
1625443200000 | 393.5 |
1625529600000 | 394.16 |
1625616000000 | 396.3 |
1625702400000 | 391.02 |
1625788800000 | 395.1 |
1626048000000 | 396.15 |
1626134400000 | 396.35 |
1626220800000 | 396.5 |
1626307200000 | 395.07 |
1626393600000 | 392.45 |
1626652800000 | 386.65 |
1626739200000 | 394.02 |
1626825600000 | 396.49 |
1626912000000 | 397.57 |
1626998400000 | 402.7 |
1627257600000 | 401.87 |
1627344000000 | 398.93 |
1627430400000 | 399.7 |
1627516800000 | 398.5 |
1627603200000 | 397.02 |
1627862400000 | 395.82 |
1627948800000 | 399.38 |
1628035200000 | 398.4 |
1628121600000 | 401.05 |
1628208000000 | 403.87 |
1628467200000 | 403.75 |
1628553600000 | 404.76 |
1628640000000 | 404.98 |
1628726400000 | 406.67 |
1628812800000 | 405.18 |
1629072000000 | 406.15 |
1629158400000 | 405.6 |
1629244800000 | 401.61 |
1629331200000 | 402.97 |
1629417600000 | 406.39 |
1629676800000 | 408.1 |
1629763200000 | 408.23 |
1629849600000 | 409.37 |
1629936000000 | 406.79 |
1630022400000 | 409.31 |
1630281600000 | 411.0299 |
1630368000000 | 410.05 |
1630454400000 | 408.67 |
1630540800000 | 409.47 |
1630627200000 | 409.26 |
1630886400000 | 409.9 |
1630972800000 | 408.89 |
1631059200000 | 409.23 |
1631145600000 | 407.16 |
1631232000000 | 403.56 |
1631491200000 | 405.04 |
1631577600000 | 402.5299 |
1631664000000 | 405.98 |
1631750400000 | 407.56 |
1631836800000 | 404.9 |
1632096000000 | 398.38 |
1632182400000 | 398.5 |
1632268800000 | 401.89 |
1632355200000 | 406.19 |
1632441600000 | 407.83 |
1632700800000 | 406.89 |
1632787200000 | 399.3399 |
1632873600000 | 401.79 |
1632960000000 | 398.4 |
1633046400000 | 402.81 |
1633305600000 | 396.52 |
1633392000000 | 401.83 |
1633478400000 | 405.12 |
1633564800000 | 408.25 |
1633651200000 | 406.93 |
1633910400000 | 404.33 |
1633996800000 | 404.55 |
1634083200000 | 405.16 |
1634169600000 | 411.99 |
1634256000000 | 414.13 |
1634515200000 | 415.7 |
1634601600000 | 417.37 |
1634688000000 | 419.0899 |
1634774400000 | 420.53 |
1634860800000 | 420.36 |
1635120000000 | 423.71 |
1635206400000 | 425.01 |
1635292800000 | 422.11 |
1635379200000 | 423.52 |
1635465600000 | 428.55 |
1635724800000 | 429.39 |
1635811200000 | 431.36 |
1635897600000 | 433.76 |
1635984000000 | 437.08 |
1636070400000 | 438.11 |
1636329600000 | 437.6 |
1636416000000 | 435.79 |
1636502400000 | 434.86 |
1636588800000 | 436.92 |
1636675200000 | 441.04 |
1636934400000 | 441.67 |
1637020800000 | 446.79 |
1637107200000 | 447.03 |
1637193600000 | 446.26 |
1637280000000 | 446.98 |
1637539200000 | 447.77 |
1637625600000 | 447.47 |
1637712000000 | 451.78 |
1637798400000 | 451.32 |
1637884800000 | 436.95 |
1638144000000 | 444.31 |
1638230400000 | 436.33 |
1638316800000 | 427.96 |
1638403200000 | 434.97 |
1638489600000 | 432.01 |
1638748800000 | 437.27 |
1638835200000 | 447.62 |
1638921600000 | 445.96 |
1639008000000 | 444.1 |
1639094400000 | 447.8 |
1639353600000 | 444.62 |
1639440000000 | 441.02 |
1639526400000 | 449.18 |
1639612800000 | 442.88 |
1639699200000 | 440.06 |
1639958400000 | 434.2 |
1640044800000 | 443.55 |
1640131200000 | 445.8 |
1640217600000 | 449.36 |
1640304000000 | 448.61 |
1640563200000 | 455.13 |
1640649600000 | 455.12 |
1640736000000 | 453.64 |
1640822400000 | 453.26 |
1640908800000 | 450.48 |
1641168000000 | 456.09 |
1641254400000 | 454.01 |
1641340800000 | 443.54 |
1641427200000 | 444.69 |
1641513600000 | 440.45 |
1641772800000 | 440.98 |
1641859200000 | 444.63 |
1641945600000 | 442.9 |
1642032000000 | 434.27 |
1642118400000 | 435.35 |
1642377600000 | 436.7 |
1642464000000 | 430.67 |
1642550400000 | 426.55 |
1642636800000 | 421.96 |
1642723200000 | 413.85 |
1642982400000 | 416.42 |
1643068800000 | 412.17 |
1643155200000 | 411.1 |
1643241600000 | 413.43 |
1643328000000 | 423.13 |
1643587200000 | 430.46 |
1643673600000 | 431.85 |
1643760000000 | 433 |
1643846400000 | 417.36 |
1643932800000 | 419.54 |
1644192000000 | 417.95 |
1644278400000 | 422.41 |
1644364800000 | 428.82 |
1644451200000 | 419.81 |
1644537600000 | 413.63 |
1644796800000 | 415.66 |
1644883200000 | 420.91 |
1644969600000 | 420.39 |
1645056000000 | 410.9 |
1645142400000 | 408.57 |
1645401600000 | 408.77 |
1645488000000 | 404.64 |
1645574400000 | 397.35 |
1645660800000 | 411.2799 |
1645747200000 | 415.65 |
1646006400000 | 415.11 |
1646092800000 | 411.94 |
1646179200000 | 422.5 |
1646265600000 | 419.75 |
1646352000000 | 421.37 |
1646611200000 | 410.14 |
1646697600000 | 407 |
1646784000000 | 411.74 |
1646870400000 | 410.79 |
1646956800000 | 407.32 |
1647216000000 | 403.25 |
1647302400000 | 412.27 |
1647388800000 | 421.9 |
1647475200000 | 423.13 |
1647561600000 | 431.16 |
1647820800000 | 430.45 |
1647907200000 | 436.47 |
1647993600000 | 431.87 |
1648080000000 | 437.75 |
1648166400000 | 440.29 |
1648425600000 | 444.7 |
1648512000000 | 445.38 |
1648598400000 | 439.89 |
1648684800000 | 434.54 |
1648771200000 | 439.45 |
1649030400000 | 445.45 |
1649116800000 | 441.8 |
1649203200000 | 437.41 |
1649289600000 | 439.39 |
1649376000000 | 439.38 |
1649635200000 | 431 |
1649721600000 | 430.39 |
1649808000000 | 436.51 |
1649894400000 | 433.86 |
1650326400000 | 440.74 |
1650412800000 | 437.62 |
1650499200000 | 431.57 |
1650585600000 | 421.98 |
1650844800000 | 427.28 |
1650931200000 | 417.0899 |
1651017600000 | 423.6 |
1651104000000 | 434.71 |
1651190400000 | 417.43 |
1651449600000 | 420.93 |
1651536000000 | 422.18 |
1651622400000 | 433.95 |
1651708800000 | 418.49 |
1651795200000 | 413.62 |
1652054400000 | 401.44 |
1652140800000 | 402.06 |
1652227200000 | 394.6 |
1652313600000 | 399.32 |
1652400000000 | 410.39 |
1652659200000 | 408.12 |
1652745600000 | 411.19 |
1652832000000 | 395.01 |
1652918400000 | 390.39 |
1653004800000 | 391.69 |
1653264000000 | 394.46 |
1653350400000 | 388.54 |
1653436800000 | 394.2799 |
1653523200000 | 401.04 |
1653609600000 | 411.45 |
1653868800000 | 409.1 |
1653955200000 | 408.98 |
1654041600000 | 407.67 |
1654128000000 | 413.91 |
1654214400000 | 406.51 |
1654473600000 | 407.86 |
1654560000000 | 412.22 |
1654646400000 | 407.15 |
1654732800000 | 400.47 |
1654819200000 | 392.7 |
1655078400000 | 381.24 |
1655164800000 | 380.44 |
1655251200000 | 386.18 |
1655337600000 | 370.2 |
1655424000000 | 372.73 |
1655683200000 | 370.3 |
1655769600000 | 378.0299 |
1655856000000 | 376.42 |
1655942400000 | 382.46 |
1656028800000 | 393.51 |
1656288000000 | 390.52 |
1656374400000 | 385.29 |
1656460800000 | 386.52 |
1656547200000 | 383.52 |
1656633600000 | 389.65 |
1656892800000 | 388.67 |
1656979200000 | 396.81 |
1657065600000 | 399.73 |
1657152000000 | 407.13 |
1657238400000 | 406.5899 |
1657497600000 | 405.0299 |
1657584000000 | 402.31 |
1657670400000 | 398.57 |
1657756800000 | 401.54 |
1657843200000 | 406.07 |
1658102400000 | 398.7799 |
1658188800000 | 407.5299 |
1658275200000 | 411.94 |
1658361600000 | 416.89 |
1658448000000 | 411.31 |
1658707200000 | 412.0899 |
1658793600000 | 410.19 |
1658880000000 | 421.84 |
1658966400000 | 425.43 |
1659052800000 | 429.7 |
1659312000000 | 425.71 |
1659398400000 | 425.96 |
1659484800000 | 435.91 |
1659571200000 | 432.61 |
1659657600000 | 433.77 |
1659916800000 | 431.3 |
1660003200000 | 428.68 |
1660089600000 | 433.04 |
1660176000000 | 432.97 |
1660262400000 | 444.72 |
1660521600000 | 448.41 |
1660608000000 | 450.03 |
1660694400000 | 447.39 |
1660780800000 | 449.94 |
1660867200000 | 447.74 |
1661126400000 | 441.59 |
1661212800000 | 439.78 |
1661299200000 | 440.75 |
1661385600000 | 447.58 |
1661472000000 | 430.96 |
1661731200000 | 429.13 |
1661817600000 | 424.03 |
1661904000000 | 417.97 |
1661990400000 | 423.61 |
1662076800000 | 415.7799 |
1662336000000 | 420.18 |
1662422400000 | 419.04 |
1662508800000 | 424.64 |
1662595200000 | 427.6 |
1662681600000 | 431.07 |
1662940800000 | 432.3 |
1663027200000 | 418.35 |
1663113600000 | 420.61 |
1663200000000 | 415.99 |
1663286400000 | 411.01 |
1663545600000 | 414.64 |
1663632000000 | 410.51 |
1663718400000 | 408.11 |
1663804800000 | 406.74 |
1663891200000 | 404.21 |
1664150400000 | 402.57 |
1664236800000 | 403.08 |
1664323200000 | 410.73 |
1664409600000 | 396.55 |
1664496000000 | 389.5299 |
1664755200000 | 398.49 |
1664841600000 | 405.21 |
1664928000000 | 408.45 |
1665014400000 | 404.72 |
1665100800000 | 394.93 |
1665360000000 | 394.92 |
1665446400000 | 391.32 |
1665532800000 | 390.81 |
1665619200000 | 399.75 |
1665705600000 | 388.63 |
1665964800000 | 397 |
1666051200000 | 399.91 |
1666137600000 | 399.36 |
1666224000000 | 394.3 |
1666310400000 | 405.46 |
1666569600000 | 406.5299 |
1666656000000 | 410.58 |
1666742400000 | 404.21 |
1666828800000 | 403.68 |
1666915200000 | 414.73 |
1667174400000 | 414.46 |
1667260800000 | 413.24 |
1667347200000 | 402.56 |
1667433600000 | 402.61 |
1667520000000 | 402.51 |
1667779200000 | 402.18 |
1667865600000 | 401.95 |
1667952000000 | 394.87 |
1668038400000 | 411.56 |
1668124800000 | 410.01 |
1668384000000 | 405.94 |
1668470400000 | 408 |
1668556800000 | 402.76 |
1668643200000 | 404.38 |
1668729600000 | 405 |
1668988800000 | 407.81 |
1669075200000 | 411.73 |
1669161600000 | 410.75 |
1669248000000 | 409.48 |
1669334400000 | 409.36 |
1669593600000 | 403.52 |
1669680000000 | 404.11 |
1669766400000 | 419.39 |
1669852800000 | 411.86 |
1669939200000 | 411.66 |
1670198400000 | 402.0299 |
1670284800000 | 396.97 |
1670371200000 | 396.36 |
1670457600000 | 398.02 |
1670544000000 | 395.31 |
1670803200000 | 401.56 |
1670889600000 | 399.97 |
1670976000000 | 397.12 |
1671062400000 | 386.8399 |
1671148800000 | 383.5899 |
1671408000000 | 381.0899 |
1671494400000 | 379.37 |
1671580800000 | 386.08 |
1671667200000 | 380.81 |
1671753600000 | 382.27 |
1672099200000 | 379.21 |
1672185600000 | 375.64 |
1672272000000 | 380.72 |
1672358400000 | 379.44 |
1672617600000 | 379.44 |
1672704000000 | 382.15 |
1672790400000 | 383.51 |
1672876800000 | 381.81 |
1672963200000 | 387.74 |
1673222400000 | 383.07 |
1673308800000 | 386.13 |
1673395200000 | 390.21 |
1673481600000 | 389.95 |
1673568000000 | 391.05 |
1673827200000 | 391.22 |
1673913600000 | 391.64 |
1674000000000 | 384.75 |
1674086400000 | 382.92 |
1674172800000 | 388.7799 |
1674432000000 | 392.55 |
1674518400000 | 391.79 |
1674604800000 | 390.5899 |
1674691200000 | 396.65 |
1674777600000 | 398.5899 |
1675036800000 | 392.19 |
1675123200000 | 398.3 |
1675209600000 | 400.56 |
1675296000000 | 406.17 |
1675382400000 | 405.0899 |
1675641600000 | 406.95 |
1675728000000 | 413.45 |
1675814400000 | 408.38 |
1675900800000 | 403.56 |
1675987200000 | 407.19 |
1676246400000 | 410.49 |
1676332800000 | 410.8 |
1676419200000 | 413.76 |
1676505600000 | 408.11 |
1676592000000 | 407.17 |
1676851200000 | 406.3 |
1676937600000 | 398.19 |
1677024000000 | 399.73 |
1677110400000 | 403.13 |
1677196800000 | 400.69 |
1677456000000 | 399.98 |
1677542400000 | 398.72 |
1677628800000 | 394.27 |
1677715200000 | 399.37 |
1677801600000 | 406.4 |
1678060800000 | 403.27 |
1678147200000 | 400.6 |
1678233600000 | 402.49 |
1678320000000 | 394.48 |
1678406400000 | 384.11 |
1678665600000 | 382.25 |
1678752000000 | 389.1 |
1678838400000 | 393.5899 |
1678924800000 | 397.54 |
1679011200000 | 392.3 |
1679270400000 | 392.72 |
1679356800000 | 395.96 |
1679443200000 | 388.96 |
1679529600000 | 386.9 |
1679616000000 | 393.26 |
1679875200000 | 393.11 |
1679961600000 | 390.43 |
1680048000000 | 396.29 |
1680134400000 | 395.95 |
1680220800000 | 403.67 |
1680480000000 | 403.52 |
1680566400000 | 398.3399 |
1680652800000 | 398.81 |
1680739200000 | 399.71 |
1681171200000 | 400.55 |
1681257600000 | 396.39 |
1681344000000 | 399.39 |
1681430400000 | 400.01 |
1681689600000 | 404.85 |
1681776000000 | 403.49 |
1681862400000 | 403.55 |
1681948800000 | 400.4 |
1682035200000 | 400.93 |
1682294400000 | 398.7799 |
1682380800000 | 393.97 |
1682467200000 | 390.86 |
1682553600000 | 399.63 |
1682640000000 | 401.88 |
1682899200000 | 404.13 |
1682985600000 | 399.93 |
1683072000000 | 394.72 |
1683158400000 | 393.91 |
1683244800000 | 401.23 |
1683504000000 | 401.31 |
1683590400000 | 401.41 |
1683676800000 | 402.81 |
1683763200000 | 404.01 |
1683849600000 | 405.31 |
1684108800000 | 406.65 |
1684195200000 | 404.01 |
1684281600000 | 410.36 |
1684368000000 | 416.45 |
1684454400000 | 414.98 |
1684713600000 | 414.66 |
1684800000000 | 410.61 |
1684886400000 | 408.11 |
1684972800000 | 413.31 |
1685059200000 | 420.28 |
1685318400000 | 420.23 |
1685404800000 | 419.6 |
1685491200000 | 419.83 |
1685577600000 | 421.49 |
1685664000000 | 427.82 |
1685923200000 | 427.56 |
1686009600000 | 429.15 |
1686096000000 | 426.15 |
1686182400000 | 426.53 |
1686268800000 | 427.8 |
1686528000000 | 432.61 |
1686614400000 | 433.62 |
1686700800000 | 432.38 |
1686787200000 | 435.5 |
1686873600000 | 433.3 |
1687132800000 | 433.29 |
1687219200000 | 432.27 |
1687305600000 | 427.59 |
1687392000000 | 429.37 |
1687478400000 | 429 |
1687737600000 | 425.97 |
1687824000000 | 429.7 |
1687910400000 | 431.42 |
1687996800000 | 433.6 |
1688083200000 | 438.29 |
1688342400000 | 438.87 |
1688428800000 | 439.09 |
1688515200000 | 439.15 |
1688601600000 | 435.83 |
1688688000000 | 431.38 |
1688947200000 | 431.46 |
1689033600000 | 433.61 |
1689120000000 | 431.85 |
1689206400000 | 433.01 |
1689292800000 | 431.19 |
1689552000000 | 433.44 |
1689638400000 | 436.71 |
1689724800000 | 439.77 |
1689811200000 | 437.99 |
1689897600000 | 439.5 |
1690156800000 | 442.3 |
1690243200000 | 445 |
1690329600000 | 443.52 |
1690416000000 | 443.6 |
1690502400000 | 446.4 |
1690761600000 | 447.47 |
1690848000000 | 448.08 |
1690934400000 | 443.7 |
1691020800000 | 442.23 |
1691107200000 | 436.38 |
1691366400000 | 440.69 |
1691452800000 | 440.75 |
1691539200000 | 436.02 |
1691625600000 | 434.99 |
1691712000000 | 436.12 |
1691971200000 | 441.49 |
1692057600000 | 435.09 |
1692144000000 | 433.09 |
1692230400000 | 430.03 |
1692316800000 | 430.5 |
1692576000000 | 433.39 |
1692662400000 | 433.49 |
1692748800000 | 438.72 |
1692835200000 | 432.99 |
1692921600000 | 438.61 |
1693267200000 | 445.78 |
1693353600000 | 443.51 |
1693440000000 | 446.16 |
1693526400000 | 448.95 |
1693785600000 | 449.85 |
1693872000000 | 451.28 |
1694044800000 | 446.59 |
1694131200000 | 446.64 |
1694390400000 | 449.02 |
1694476800000 | 447.36 |
1694563200000 | 447.07 |
1694649600000 | 453.92 |
1694736000000 | 448.27 |
1694995200000 | 447.9 |
1695081600000 | 446.33 |
1695168000000 | 441.19 |
1695254400000 | 436.11 |
1695340800000 | 435.55 |
1695600000000 | 440.53 |
1695686400000 | 433.66 |
1695772800000 | 436.26 |
1695859200000 | 437.17 |
1695945600000 | 435.44 |
1696204800000 | 439.39 |
1696291200000 | 433.7 |
1696377600000 | 437.09 |
1696464000000 | 435.23 |
1696550400000 | 440.26 |
1696809600000 | 442.04 |
1696896000000 | 442.52 |
1696982400000 | 443.55 |
1697068800000 | 443.63 |
1697155200000 | 442.8 |
1697414400000 | 445.84 |
1697500800000 | 444.42 |
1697587200000 | 439.4 |
1697673600000 | 434.27 |
1697760000000 | 427.94 |
1698019200000 | 425.76 |
1698105600000 | 429.96 |
1698192000000 | 424.46 |
1698278400000 | 421.07 |
1698364800000 | 418.06 |
1698624000000 | 421.6 |
1698710400000 | 426.23 |
1698796800000 | 432.38 |
1698883200000 | 437.26 |
1698969600000 | 437.08 |
1699228800000 | 437.74 |
1699315200000 | 441.77 |
1699401600000 | 441.51 |
1699488000000 | 437.58 |
1699574400000 | 446.45 |
1699833600000 | 445.36 |
1699920000000 | 448.2 |
1700006400000 | 447.76 |
1700092800000 | 447.78 |
1700179200000 | 447.98 |
1700438400000 | 449.37 |
1700524800000 | 448.53 |
1700611200000 | 453.06 |
1700697600000 | 451.31 |
1700784000000 | 450.45 |
1701043200000 | 449.9 |
1701129600000 | 448.34 |
1701216000000 | 448.79 |
1701302400000 | 453.32 |
1701388800000 | 459.39 |
1701648000000 | 457.72 |
1701734400000 | 458.18 |
1701820800000 | 457.11 |
1701907200000 | 460.93 |
1701993600000 | 463.72 |
1702252800000 | 466.67 |
1702339200000 | 467.52 |
1702425600000 | 473.36 |
1702512000000 | 466.22 |
1702598400000 | 469.75 |
1702857600000 | 471.72 |
1702944000000 | 471.47 |
1703030400000 | 465.06 |
1703116800000 | 469.36 |
1703203200000 | 469.2 |
1703635200000 | 468.18 |
1703721600000 | 468.42 |
1703808000000 | 469.57 |
1704153600000 | 470.37 |
1704240000000 | 467.6 |
1704326400000 | 464.27 |
1704412800000 | 464.23 |
1704672000000 | 471.77 |
1704758400000 | 473.47 |
1704844800000 | 474.33 |
1704931200000 | 475.14 |
1705017600000 | 474.67 |
1705276800000 | 475.3 |
1705363200000 | 477.3 |
1705449600000 | 475.68 |
1705536000000 | 480.05 |
1705622400000 | 485.05 |
1705881600000 | 486.16 |
1705968000000 | 489.88 |
1706054400000 | 486.72 |
1706140800000 | 491.83 |
STOXX North America 600 ESG Broad Market | STOXX North America 600 | |
---|---|---|
2017 | 6.3866606 | 6.4061628 |
2018 | -0.7880174 | -1.0713507 |
2019 | 35.7768789 | 33.9073504 |
2020 | 12.3208537 | 10.5295332 |
2021 | 37.7897667 | 35.5969373 |
2022 | -15.938416 | -14.5188647 |
2023 | 24.1662137 | 21.8161078 |
2024 | 64.9235582 | 64.1816885 |
Methodology
Companies that are non-compliant based on the Sustainalytics Global Standards Screening assessment,ESG Risk Ratings or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco, Thermal Coal, Unconventional Oil & Gas, Small Arms and Military Weapons. The remaining securities are ranked in descending order of their ESG scores within each of the 11 ICB Industry groups. The STOXX ESG Broad Market Indices select the top-ranking securities in each of the ICB Industries until the number of selected securities reaches 80% of the number of securities in the underlying index. The selection is applied across all industry groups, selecting the highest scorers and preserving the 80% selection ratio within each of the industry groups. The indices are reviewed quarterly, and components are weighted by free-float market capitalization, with a maximum capped weight of 10%. Deleted companies are not replaced.
Index | ISIN | Symbol | Bloomberg | Reuters |
---|---|---|---|---|
Gross Return EUR | CH1107032794 | SXAWESGB | .SXAWESGB | |
Price EUR | CH1107032778 | SXAPESGB | SXAPESGB INDEX | .SXAPESGB |
Net Return EUR | CH1107032786 | SXARESGB | SXARESGB INDEX | .SXARESGB |
Price USD | CH1107032802 | SXALESGB | SXALESGB INDEX | .SXALESGB |
Gross Return USD | CH1107032828 | SXAZESGB | .SXAZESGB | |
Net Return USD | CH1107032810 | SXAVESGB | SXAVESGB INDEX | .SXAVESGB |
Quick Facts
Weighting | Free-float market cap |
Cap Factor | 0.1 |
No. of components | 80% of the underlying universe |
Review frequency | Quarterly |
Calculation/distribution | Dayend |
Calculation hours | 22:15:00 22:15:00 |
Base value/base date | 100 as of March. 19, 2012 |
History | Available from Mar. 19, 2012 |
Inception date | April. 09, 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 North America 600 ESG Broad Market
Top 10 Components4
Company | Supersector | Country | Weight |
---|---|---|---|
Microsoft Corp. | Technology | USA | 7.523% |
Apple Inc. | Technology | USA | 6.005% |
NVIDIA Corp. | Technology | USA | 5.435% |
Amazon.com Inc. | Retail | USA | 4.077% |
META PLATFORMS CLASS A | Technology | USA | 2.570% |
ALPHABET CLASS C | Technology | USA | 2.085% |
Eli Lilly & Co. | Health Care | USA | 1.590% |
BROADCOM | Technology | USA | 1.493% |
JPMorgan Chase & Co. | Banks | USA | 1.393% |
TESLA | Automobiles and Parts | USA | 1.173% |
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.