The iSTOXX North America ESG Select 30 Index uses all the North American stocks from the STOXX Global ESG Leaders Index as the underlying. The index provides access to global sustainability leaders through a quantitative selection process in the following areas: environmental, social and governance.

The parent index consists of three subindices which roll into the STOXX Global ESG Leaders index. The three subindices are: STOXX® Global ESG Environment Leaders, STOXX® Global ESG Social Leaders and STOXX® Global ESG Governance Leaders Indices.

Using this ESG index as the underlying, North American stocks with the lowest volatility and the highest dividend yields are selected.

Those constituents are weighted according to the inverse of their volatility, with a cap at 10%. The indices are reviewed quarterly.

ESG Reporting (Part of Benchmark Statement )	File
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