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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 31-May-18
Index Value at Hypothetical Inception Date

Total Returns

As of 10-Oct-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
2.1028.823.6915.477.9516.4910.7413.9112.513.75 30-Jul-21
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Index Characteristics
 
Index Constituents244
Weighted Average Market Capitalization$95,489,342,626.29
Weighted Average Yield3.12%
10-Oct-24
Weighted Average P/E17.07
Weighted Average P/B2.08
Weighted Average ROE18.47
Index Composition

Top 10 Constituents Weights
View All

as of 10-Oct-24
Security NameWeight
NOVO NORDISK A/S 2.63%
SAP SE 2.01%
ASML HOLDING NV 1.92%
COMMONWEALTH BANK OF AUSTRALIA 1.55%
SHELL PLC 1.55%
SCHNEIDER ELECTRIC SE 1.54%
ASTRAZENECA PLC 1.52%
HITACHI LTD 1.49%
ROYAL BANK OF CANADA 1.49%
ALLIANZ SE 1.47%
% of Index17.17%

Index Sector Weightings
 

as of 10-Oct-24
SectorWeight
Financials 22.39%
Industrials 17.33%
Health Care 12.30%
Consumer Discretionary 9.94%
Information Technology 9.13%
Consumer Staples 8.41%
Materials 6.59%
Energy 5.32%
Communication Services 4.12%
Utilities 2.89%
Real Estate 1.58%
TOTAL100.00%

Top 10 Country Weightings

as of 10-Oct-24
CountryWeight
JAPAN 20.32%
UNITED KINGDOM 13.95%
FRANCE 10.95%
CANADA 10.32%
GERMANY 9.45%
SWITZERLAND 7.44%
AUSTRALIA 6.61%
NETHERLANDS 5.04%
DENMARK 4.01%
SPAIN 3.98%
% of Index92.07%
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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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