Indices

iSTOXX^® APG Emerging Markets Responsible SDI

Summary

The iSTOXX APG Emerging Markets Responsible Indices are a series of indices designed to track and quantify the impact of different ESG, Carbon and SDI constraints and tilts on a broad emerging global market cap index. The weighting of each constituent security is determined through an optimization process that is designed to minimize tracking error to the benchmark while improving the ESG, Carbon and SDI exposures.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

Details

USD (Price Return)
USD (Net Return)
USD (Gross Return)
EUR (Net Return)
EUR (Gross Return)
EUR (Price Return)

Symbol

ISWESIP

Calculation

End-of-day

Dissemination Period

22:30-22:30 CET

ISIN

CH1213360659

Last Value

189.11 -0.74 (-0.39%)

As of 10:30 pm CET

Week to Week Change

1.16%

52 Week Change

15.15%

Year to Date Change

14.94%

Daily Low

189.11

Daily High

189.11

52 Week Low

142.63 — 9 Apr 2025

52 Week High

196.6699 — 3 Nov 2025

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

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Featured indices

The DAX ESG Target Index provides investors with a sustainable version of the iconic DAX Index. It aims to reflect the risk and return characteristics of the original DAX Index while applying ESG screens, integrating ESG scores and reducing carbon intensity by at least 30%.

The index can help investors to navigate towards more sustainable German equity portfolios. The proprietary index optimization process maximizes the index’ ESG score and reduces carbon intensity.

The DAX ESG Target Index has an ex-ante (target) tracking error versus the DAX of < 1.5%, therefore it offers a similar risk/return profile to the flagship benchmark. It has the same number of constituents as the DAX.

The Methodology Focuses on Maximizing ESG Scores and Reducing Carbon Intensity. Index construction starts with the DAX Index and excludes companies with unfavorable ESG scores. The screening is based on Sustainalytics’ Global Standard Screening and product involvement screening for Controversial Weapons, Nuclear Power, Thermal Coal, Military Contracting, Tobacco Production, Small Arms and Oil Sands.

In the next step – the universe of the HDAX, comprised of all companies included in the DAX, MDAX and TecDAX – is taken, to replace the excluded companies to complete the number of 40 index constituents (30 up to September 20, 2021). This is achieved by ranking the screened HDAX companies in terms of free-float market capitalization and ESG score. The component weights are derived through an optimization process with the goal of maximizing the portfolio ESG Score, meeting tracking error constraints (ex-ante tracking error versus DAX < 1.5%) and carbon reduction goals. Securities are capped at 10% on a component level.

This index also commits to a minimum percentage of sustainable investment thresholds based on ISS ESG data.

The DAX ESG Target is designed to serve as an underlying for derivatives, structured products and exchange-traded funds.

For a description of the selection methodology and the review calendar, please click here.

DAX ESG Target Product Sheet

Blog: BlackRock’s Sperandeo: How We Engage with Qontigo to Help Investors Prepare their Portfolios for a Net-Zero World

Press Release: DAX ESG Target Index selected as underlying index for a new iShares ETF

Index Guides, Benchmark statement, and other reports are available under the "Data & Methodology" tab.

DAX ESG Target - EUR (Total Return)

€3545.12

+31.23

1Y Return

12.78%

1Y Volatility

0.18%

STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.

STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.

This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines.Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

STOXX^® Europe 600 ESG-X Ax Quality - EUR (Price Return)

€232.61

-0.66

1Y Return

0.05%

1Y Volatility

0.16%

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Momentum risk-premia factor, where style factor scores are provided by Legal and General Investment Management (LGIM). The indices track the STOXX World regional indices, while ensuring tradability, diversification, and liquidity.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

iSTOXX^® L&G Developed Europe ex UK Momentum - EUR (Net Return)

€526.92

-5.27

1Y Return

18.96%

1Y Volatility

0.15%

The ISS STOXX World AC ESG Climbers Index selects securities from the STOXX World AC universe that consistently improve their ESG performance, with standardized ESG exclusion screens applied for ISS ESG Norms Based Screening assessment, a set of definitions for Controversial Weapons, Tobacco, Thermal Coal, Unconventional Oil & Gas, Civilian Firearms and Military Equipment. The objective is to select such companies that are on trajectory to become ESG leaders in the future, based on whether their ISS ESG Corporate Ratings Overall Numeric Scores have improved at least 5 times if they are assigned to Developed Markets and at least 3 times of improvement if they are assigned to Emerging Markets in the past 5 years, and are required to improve at least 3 times if they are assigned to Developed Markets and 2 times if they are assigned to Emerging Markets in order to remain as constituents. The methodology also removes securities whose issuers are poor ESG performers, where their ISS ESG Corporate Ratings Overall Numeric Score is lower than 1.75. Securities whose issuers do not receive ESG Rating as of the effective review are also excluded.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

ISS STOXX^® World AC ESG Climbers - USD (Gross Return)

$1516.46

-0.85

1Y Return

16.83%

1Y Volatility

0.12%

The iSTOXX Eurozone Family Owned ESG Company index tracks the performance of the largest stocks from the Eurozone that are classified as family-owned by the Centre of Family Entrepreneurship and Ownership (CeFEO). Companies that are non-compliant based on the ISS-ESG Norms Based Screening assessment or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco, Thermal Coal, Gambling, Pornography, Civilian Firearms, and Military Contracting.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

iSTOXX^® Eurozone Family Owned ESG Company - EUR (Price Return)

€119.6

-1.15

1Y Return

7.57%

1Y Volatility

0.16%

iSTOXX® APG Emerging Markets Responsible SDI

Summary

Details

Featured indices

iSTOXX^® APG Emerging Markets Responsible SDI