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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 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
NTUECTR
4.7976.742.198.9612.3626.1720.8627.3533.879.54 30-Jul-21
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Index Characteristics
 
Index Constituents136
Weighted Average Market Capitalization$1,018,327,890,040.75
Weighted Average Yield1.31%
10-Oct-24
Weighted Average P/E27.34
Weighted Average P/B5.13
Weighted Average ROE27.91
Index Composition

Top 10 Constituents Weights
View All

as of 10-Oct-24
Security NameWeight
NVIDIA CORP 7.33%
APPLE INC 6.98%
MICROSOFT CORP 6.50%
AMAZON.COM INC 4.16%
ALPHABET INC 2.60%
ALPHABET INC-CL C ORD 2.34%
TESLA INC 2.16%
JPMORGAN CHASE & CO 1.93%
META PLATFORMS INC 1.75%
VISA INC 1.66%
% of Index37.41%

Index Sector Weightings
 

as of 10-Oct-24
SectorWeight
Information Technology 31.66%
Financials 13.61%
Health Care 11.79%
Consumer Discretionary 10.40%
Communication Services 9.05%
Industrials 8.46%
Consumer Staples 5.53%
Energy 3.14%
Real Estate 2.28%
Materials 2.06%
Utilities 2.01%
TOTAL100.00%

Top 10 Country Weightings

as of 10-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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