Summary
The EURO STOXX 50 ESG Index reflects the EURO STOXX 50 Index with standardized ESG exclusion screens applied for Global Standards Screening, Controversial Weapons, Small Arms, Military Contracting, Thermal Coal, Unconventional Oil & Gas, ESG Controversies, ESG Risk, and Tobacco. Furthermore, companies with the lowest ESG scores are excluded until a total of 20% (based on number of holdings) of the initial EURO STOXX 50 components are excluded. Each exclusion is replaced by a EURO STOXX company with a higher ESG score from the same ICB Supersector as the excluded company.
The index is free float market capitalization weighted with cap factors imposed on the index components such that the index achieves an overall ESG score that exceeds that of the EURO STOXX 50 Index excluding its worst 20% ESG scorers.
Index Guides, Benchmark statement, and other reports are available under the Data tab.
Details
Top 10 Components
ASML HLDG | NL |
SAP | DE |
SCHNEIDER ELECTRIC | FR |
TOTALENERGIES | FR |
L'OREAL | FR |
ALLIANZ | DE |
SIEMENS | DE |
DEUTSCHE TELEKOM | DE |
BCO SANTANDER | ES |
BNP PARIBAS | FR |