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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 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
NTUECTR
10.74209.071.465.928.9518.5419.6621.675.602.36 30-Jul-21
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Index Characteristics
 
Index Constituents166
Weighted Average Market Capitalization$747,760,809,092.43
Weighted Average Yield1.64%
29-Nov-23
Weighted Average P/E22.33
Weighted Average P/B4.09
Weighted Average ROE21.17
Index Composition

Top 10 Constituents Weights
View All

as of 29-Nov-23
Security NameWeight
APPLE INC 7.63%
MICROSOFT CORP 7.44%
NVIDIA CORP 3.78%
AMAZON.COM INC 3.55%
ALPHABET INC 2.57%
ALPHABET INC-CL C ORD 2.50%
TESLA INC 2.45%
VISA INC 1.71%
JOHNSON & JOHNSON 1.62%
MASTERCARD INCORPORATED 1.62%
% of Index34.87%

Index Sector Weightings
 

as of 29-Nov-23
SectorWeight
Information Technology 29.58%
Health Care 12.44%
Financials 9.41%
Communication Services 9.28%
Industrials 8.24%
Consumer Discretionary 7.11%
Consumer Staples 5.72%
3.93%
Energy 3.87%
3.59%
2.42%
TOTAL100.00%

Top 10 Country Weightings

as of 29-Nov-23
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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