Summary
The STOXX SRI (Socially Responsible Investing) Indices, track the performance of a selection of STOXX Indices after a set of emission intensity, compliance, involvement and ESG performance screens are applied.
Companies that rank in the highest 10% in terms of their emission intensities are not eligible for selection. Exclusion filters are applied, screening companies for compliance based on the Sustainalytics’ Global Standards Screening assessment, ESG Risk Rating and ESG Controversies and involvement in Controversial Weapons, Tobacco, Alcohol, Adult Entertainment, Gambling, Weapons, Thermal Coal, Oil & Gas and Nuclear Power. The remaining securities are ranked in descending order of their ESG scores within each of the 11 ICB Industry groups. The STOXX SRI Indices select the top-ranking securities in each of the ICB Industries until the number of selected securities reaches a third of the number of securities in the underlying index.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Top 10 Components
| ASML HLDG | Technology | NL |
| NOVO NORDISK B | Health Care | DK |
| ROCHE HLDG P | Health Care | CH |
| NOVARTIS | Health Care | CH |
| SAP | Technology | DE |
| UNILEVER PLC | Personal Care, Drug and Grocery Stores | GB |
| SIEMENS | Industrial Goods and Services | DE |
| SANOFI | Health Care | FR |
| L'OREAL | Consumer Products and Services | FR |
| ALLIANZ | Insurance | DE |