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Northern Trust ESG & Climate Developed Markets ex-US Core Index

 
 
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Index Overview
The Northern Trust ESG & Climate Developed Markets ex-US Core Index is designed to construct a universe of large and mid-capitalization companies, from Developed Market countries (excluding the United States), that possess environmental, social, and governance (ESG) characteristics.
Index Construction
Optimized
Index Methodology
The construction of the Index begins with a universe of eligible securities (defined in "Eligible Securities"). All remaining eligible securities are then optimized based on their exposure to quantitative factors such as:
  • ESG Vector Score , as determined by Northern Trust Investment’s proprietary methodology
  • Institutional Shareholder Services ESG© data: Carbon Risk Rating, Carbon Intensity, and Carbon Reserves
For more details on this methodology, please see the Index Documents tab.
Index Return Streams & Symbols
  • Price Return: NTDXUEC
  • Total Return: NTDXUECTR
  • Net Total Return: NTDXUECNTR
Inception Date 30-Jul-21
Index Value at Inception Date1,000
Hypothetical Inception Date
Index Value at Hypothetical Inception Date

Total Returns

As of 15-Jul-24
 1 Month %1 Month Annualized %3 Month %3 Month Annualized %6 Month %6 Month Annualized %YTD %YTD Annualized %Since Inception %Since Inception Annualized %Inception Date
NTDXUECNTR
4.5769.197.1031.669.3919.738.3515.8510.083.30 30-Jul-21
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Index Characteristics
 
Index Constituents243
Weighted Average Market Capitalization$105,811,197,546.22
Weighted Average Yield3.19%
15-Jul-24
Weighted Average P/E16.81
Weighted Average P/B2.02
Weighted Average ROE18.59
Index Composition

Top 10 Constituents Weights
View All

as of 15-Jul-24
Security NameWeight
NOVO NORDISK A/S 3.24%
ASML HOLDING NV 2.57%
SAP SE 1.93%
SHELL PLC 1.70%
COMMONWEALTH BANK OF AUSTRALIA 1.63%
NESTLE SA 1.59%
ASTRAZENECA PLC 1.53%
HITACHI LTD 1.52%
SCHNEIDER ELECTRIC SE 1.46%
ROYAL BANK OF CANADA 1.38%
% of Index18.55%

Index Sector Weightings
 

as of 15-Jul-24
SectorWeight
Financials 22.19%
Industrials 17.13%
Health Care 12.39%
Consumer Discretionary 10.37%
Information Technology 9.44%
Consumer Staples 8.20%
Materials 6.65%
Energy 5.46%
Communication Services 4.02%
Utilities 2.65%
Real Estate 1.51%
TOTAL100.00%

Top 10 Country Weightings

as of 15-Jul-24
CountryWeight
JAPAN 20.33%
UNITED KINGDOM 13.94%
FRANCE 11.20%
CANADA 9.88%
GERMANY 9.23%
AUSTRALIA 7.74%
SWITZERLAND 7.62%
NETHERLANDS 5.71%
DENMARK 4.69%
SPAIN 3.70%
% of Index94.04%
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 MethodologyIndex HoldingsRebalance ScheduleProforma Index HoldingsIndex Performance since
Hypothetical Inception
Northern Trust ESG & Climate Developed Markets ex-US Core Index
NTDXUECNTR
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