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Northern Trust ESG & Climate US Large Cap Core Index

 
 
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Index Overview
The Northern Trust ESG & Climate US Large Cap Core Index is designed to construct a universe of large capitalization, companies 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: NTUEC
  • Total Return: NTUECTR
Inception Date
Index Value at Inception Date
Hypothetical Inception Date
Index Value at Hypothetical Inception Date

Total Returns

As of 25-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
NTUECTR
0.9512.176.8630.1115.1632.5121.0526.0734.099.47 30-Jul-21
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Index Characteristics
 
Index Constituents136
Weighted Average Market Capitalization$1,061,494,744,505.64
Weighted Average Yield1.31%
25-Oct-24
Weighted Average P/E27.51
Weighted Average P/B5.10
Weighted Average ROE27.97
Index Composition

Top 10 Constituents Weights
View All

as of 25-Oct-24
Security NameWeight
NVIDIA CORP 7.68%
APPLE INC 7.04%
MICROSOFT CORP 6.68%
AMAZON.COM INC 4.18%
ALPHABET INC 2.64%
TESLA INC 2.43%
ALPHABET INC-CL C ORD 2.39%
JPMORGAN CHASE & CO 2.01%
META PLATFORMS INC 1.72%
VISA INC 1.69%
% of Index38.46%

Index Sector Weightings
 

as of 25-Oct-24
SectorWeight
Information Technology 31.92%
Financials 13.76%
Health Care 11.29%
Consumer Discretionary 10.62%
Communication Services 9.10%
Industrials 8.40%
Consumer Staples 5.49%
Energy 3.08%
Real Estate 2.32%
Utilities 2.05%
Materials 1.96%
TOTAL100.00%

Top 10 Country Weightings

as of 25-Oct-24
CountryWeight
UNITED STATES 100.00%
% of Index100.00%
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 MethodologyIndex HoldingsRebalance ScheduleProforma Index HoldingsIndex Performance since
Hypothetical Inception
Northern Trust ESG & Climate Developed Markets ex-US Core Index
NTUECTR
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