Summary
These STOXX Low Carbon indices cover benchmark indices and the blue-chip index EURO STOXX 50®. By utilizing both estimated and reported carbon intensity scores, this index family represents broad indices with a variable number of components, covering the regions Global, Europe, Eurozone, USA and Japan. These indices closely track the risk-return profile of the underlying benchmark indices while offering a reduction in carbon emissions in the overall portfolio of constituents by overweighting lower carbon emitters, while underweighting higher carbon emitters. The indices are price weighted with a weight factor based on the free-float market cap multiplied by the corresponding Z-score carbon intensity factor of each constituent.
STOXX uses CDP and ISS ESG as reliable and professional data sources for the estimated and reported data. Data considered comprise Scope 1 (All direct GHG emissions) and Scope 2 (Indirect GHG emissions from consumption of purchased electricity, heat or steam) emissions.
STOXX calculates a comprehensive family of Low Carbon Indices. Click here to see all available indices.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Top 10 Components
| NESTLE | Food, Beverage and Tobacco | CH |
| Toyota Motor Corp. | Automobiles and Parts | JP |
| ASTRAZENECA | Health Care | GB |
| ROCHE HLDG P | Health Care | CH |
| NOVARTIS | Health Care | CH |
| ASML HLDG | Technology | NL |
| NOVO NORDISK B | Health Care | DK |
| LVMH MOET HENNESSY | Consumer Products and Services | FR |
| SHELL | Energy | GB |
| BHP GROUP LTD. | Basic Resources | AU |