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Northern Trust ESG & Climate Emerging Markets Core Index

 
 
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Index Overview
The Northern Trust ESG & Climate Emerging Markets Core Index is designed to construct a universe of large and mid-capitalization companies, from Emerging Market countries, 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: NTEEC
  • Total Return: NTEECTR
  • Net Total Return: NTEECNTR
Inception Date 31-Jul-21
Index Value at Inception Date
Hypothetical Inception Date
Index Value at Hypothetical Inception Date

Total Returns

As of 29-Nov-23
 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
NTEECNTR
6.83107.70-0.73-2.863.446.955.335.84-18.86-8.57 30-Jul-21
Index Characteristics
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Index Constituents265
Weighted Average Market Capitalization$83,039,487,952.57
Weighted Average Yield2.76%
29-Nov-23
Weighted Average P/E12.23
Weighted Average P/B1.45
Weighted Average ROE14.95
Index Composition

Top 10 Constituents Weights
View All

as of 29-Nov-23
Security NameWeight
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 7.66%
ALIBABA GROUP HOLDING LTD 3.60%
SAMSUNG ELECTRONICS CO LTD 3%
NETEASE 1.93%
INFOSYS LTD 1.62%
MEITUAN 1.40%
BHARTI AIRTEL LTD 1.30%
LI AUTO INC 1.19%
HINDUSTAN UNILEVER LTD 1.12%
BANCO BRADESCO SA 1.09%
% of Index23.91%

Index Sector Weightings
 

as of 29-Nov-23
SectorWeight
Financials 22.86%
Information Technology 20.01%
Communication Services 10.86%
Consumer Discretionary 7.69%
Industrials 7.36%
Materials 7.25%
6.04%
Consumer Staples 5.80%
Energy 4.17%
Health Care 3.94%
Utilities 2.43%
TOTAL100.00%

Top 10 Country Weightings

as of 29-Nov-23
CountryWeight
CHINA 22.28%
TAIWAN 17.72%
INDIA 14.76%
SOUTH KOREA 13.65%
BRAZIL 6.42%
SOUTH AFRICA 5.28%
THAILAND 3.36%
UNITED ARAB EMIRATES 2.73%
MEXICO 2.37%
SAUDI ARABIA 2.17%
% of Index90.74%
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 MethodologyIndex HoldingsRebalance ScheduleProforma Index HoldingsIndex Performance since
Hypothetical Inception
Northern Trust ESG & Climate Emerging Markets Core Index
NTEECNTR
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