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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 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
NTEECNTR
5.0578.649.8545.7613.5529.0310.1019.30-6.73-2.32 30-Jul-21
Index Characteristics
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Index Constituents245
Weighted Average Market Capitalization$145,331,933,003.98
Weighted Average Yield2.59%
15-Jul-24
Weighted Average P/E14.90
Weighted Average P/B1.65
Weighted Average ROE14.07
Index Composition

Top 10 Constituents Weights
View All

as of 15-Jul-24
Security NameWeight
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 11.28%
ALIBABA GROUP HOLDING LTD 3.31%
SAMSUNG ELECTRONICS CO LTD 2.89%
SK HYNIX INC 1.75%
MEITUAN 1.73%
INFOSYS LTD 1.66%
HON HAI PRECISION INDUSTRY CO LTD 1.48%
NETEASE 1.38%
BHARTI AIRTEL LTD 1.31%
FUBON FINANCIAL HOLDING CO LTD 1.17%
% of Index27.96%

Index Sector Weightings
 

as of 15-Jul-24
SectorWeight
Information Technology 25.36%
Financials 22.13%
Consumer Discretionary 13.13%
Communication Services 9.13%
Industrials 7.68%
Materials 6.09%
Consumer Staples 5.13%
Energy 4.43%
Health Care 3.22%
Utilities 2.50%
Real Estate 1.19%
TOTAL100.00%

Top 10 Country Weightings

as of 15-Jul-24
CountryWeight
TAIWAN 22.14%
CHINA 19.01%
INDIA 18.16%
SOUTH KOREA 13.84%
BRAZIL 5.54%
SOUTH AFRICA 5.40%
THAILAND 2.77%
UNITED ARAB EMIRATES 1.80%
MEXICO 1.79%
MALAYSIA 1.70%
% of Index92.15%
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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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