Bolsas y Mercados Españoles (BME) |
FTSE Group has partnered with BME to create the FTSE4Good IBEX Index. The index comprises companies in the BME’s IBEX 35 Index and the FTSE Spain All Cap Index that meet good standards of practice in corporate social responsibility (CSR). These companies are working towards environmental sustainability, developing positive relationships with stakeholders and upholding and supporting universal human rights. |
BM&FBOVESPA |
The Corporate Sustainability Index (ISE) is a Brazilian index which measures the total return on a theoretical portfolio composed by stocks issued by companies on the São Paulo stock exchange that are highly committed to corporate sustainability and social responsibility (maximum of 40 companies). These stocks are selected from the market’s most actively traded securities in terms of liquidity, weighted according to the outstanding shares’ market value. BM&FBOVESPA is responsible for index calculation, technical management and dissemination, and chairs the index’s advisory board. Sustainability data are provided by CES-FGV. |
Deutsche Börse |
The DAXglobal® Alternative Energy Index expands the new DAXglobal® index family with tradable access to the alternative energy sector. This sector-based global index concept opens the strong growth of this dynamic market segment to investors. As an underlying for financial products the DAXglobal® Alternative Energy Index enables the participation in growing alternative energy markets. Companies which are selected for the index must generate more than 50 percent of their revenues in one of the following sub-sectors from the segment Alternative Energy: Natural Gas, Solar, Wind, Ethanol, Geothermal/Hydro/Batteries. The DAXglobal® Sarasin Sustainability Germany Index is composed of the 100 biggest and most liquid German companies based on free-float and market capitalization. The selection of the constituents takes place according to market capitalization and the average daily trading turnover. Thereafter these companies are verified in compliance with the Sarasin Sustainability Matrix®. The DAXglobal® Sarasin Sustainability Switzerland Index is composed of the 50 biggest and most liquid Swiss companies based on free-float and market capitalization. The selection of the constituents takes place according to market capitalization and the average daily trading turnover. Thereafter these companies are verified in compliance with the Sarasin Sustainability Matrix®. |
The Egyptian Exchange |
The Egyptian Exchange (EGX) has signed a Memorandum of Understanding with the Egyptian Institute of Directors to jointly develop an ESG index with Standard & Poor’s. The project was started in July 2009 and the new index is expected to be launched in early 2010. EGX will be responsible for index monitoring and review, and will also be involved in the associated survey of listed companies. |
Indonesia Stock Exchange |
The SRI-KEHATI Index was launched in June 2009 by the Indonesia Stock Exchange in partnership with KEHATI, the Indonesian Biodiversity Foundation. Eligible companies must have assets of more than US$100 million, a free float of more than 10 per cent of the shares and a positive P/E ratio. Companies are judged in six areas: the environment, community involvement, good corporate governance, respect for human rights, business behaviour and labour practices. The data provider is OWW Consulting. The index lists 25 companies and will be reviewed every February and August. |
Johannesburg Stock Exchange |
The JSE Socially Responsible Investment (SRI) Index was launched in 2004. The eligible universe for the SRI Index is the FTSE/JSE All Share Index. The Index is constructed in the same fashion as the All Share Index, namely according to free float market capitalisation. Companies are assessed against Criteria across the triple bottom line (environment, society and economy) as well as governance (forming the foundation of the triple bottom line pillars). Within each area of measurement, companies are assessed based on policy, management / performance and reporting. Being a broad sustainability index, the JSE SRI Index has no exclusions or down weightings of specific industries or sectors. The data provider is Ethical Investment Research Services (EIRIS). |
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Korea Exchange |
KRX announced in March 2009 that is developing a Korean SRI Index. The index designed to measure companies’ policies, performance and reporting in relation to three pillars: environmental, social and governance. A company must effectively address each of the three pillars to be said to have integrated sustainability into its business practices. The index will be launched in the third quarter of 2009. |
London Stock Exchange Group |
FTSE is an independent company jointly owned by The Financial Times and the London Stock Exchange Group. FTSE indices include a range of sustainability-related products: The FTSE4Good Index Series encompasses four tradable and five benchmark indices, representing Global, European, US, Japan (benchmark only) and UK markets. The FTSE4Good benchmark indices include all companies in the broad market index, or starting universe that meet the FTSE4Good criteria. Tradable indices cover the largest 50 or 100 companies in the benchmark index, as measured by their market capitalisation. FTSE4Good Environmental Leaders Europe 40 Index is designed to identify European companies with leading environmental practices. These are the companies that are doing more to manage their environmental risks and impacts whilst reducing their environmental footprint. The index is constructed by taking all European companies in the FTSE4Good Index Series that have obtained the ‘best practice’ environmental rating of 5, ranking them by full market capitalisation, and then selecting the top 40 to be included in the index. The FTSE4Good Australia 30 Index is designed to give investors access to Australian companies that are actively meeting good standards of practice in corporate responsibility (CR). FTSE Group has also partnered with Spain’s Bolsas y Mercados Españoles (BME) to create the FTSE4Good IBEX Index (see BME, above). FTSE’s Environmental Market Classification System and Indices provide the world’s first comprehensive global classification system for environmental markets. Environmental market companies are defined as providing products and services that deliver solutions to environmental challenges, and include environmental technology, also sometimes referred to as "clean tech". The Classification System defines environmental market companies and allocates each to the Subsector whose definition most closely describes the nature of its business. There are currently six Sectors, and 24 Subsectors. The index family is derived from these classifications and comprises the FTSE Environmental Technology Index Series and the FTSE Environmental Opportunities Index Series, as set out below. The FTSE Environmental Technology Index Series measures the performance of companies globally whose core business is in the development and deployment of environmental technologies, including renewable & alternative energy, energy efficiency, water technology and waste & pollution control. Forming part of the overall FTSE Environmental Markets Index Series developed in collaboration with Impax Asset Management, the Index Series requires companies to have at least 50% of their business derived from environmental markets and technologies. The headline index is the FTSE ET50 Index, comprises the 50 largest pure play environmental technology companies, by full market capitalisation, globally. The FTSE Environmental Opportunities Index Series measures the performance of global companies that have significant involvement in environmental business activities, including renewable & alternative energy, energy efficiency, water technology and waste & pollution control. Developed in partnership with Impax Asset Management, the FTSE Environmental Opportunities Index Series requires companies to have at least 20% of their business derived from environmental markets and technologies. The two headline indices are the FTSE Environmental Opportunities All-Share Index (comprising all of the companies that have significant involvement in environmental business activities and meet the environmental opportunities eligibility requirements) and the FTSE EO 100 Index (focusing on the top 100 largest companies by market capitalisation). In addition, in June 2009 seven country and regional indices were launched including a UK main market, UK AIM market, US, European, and Japanese index. FTSE KLD Global Climate 100 Index is designed to provide investors with access to investment in the top 100 globally listed companies, whose activities demonstrate the greatest potential for mitigating the immediate and long-term causes of climate change. FTSE KLD Global Sustainability (GSI) Index Series is designed to provide investors with robust index solutions through which to identify and invest in companies that are committed to long- term environmental, social and governance (ESG) sustainability. Top ESG-ranked companies are identified by sector in North America, Europe and Asia-Pacific to create a range of regional sustainability indexes. |
NASDAQ OMX |
The NASDAQ Clean Edge US Index (CLEN) is a modified market capitalization-weighted index designed to track the performance of clean-energy companies that are publicly traded in the U.S. The index includes companies engaged in the manufacturing, development, distribution, and installation of emerging clean-energy technologies such as solar photovoltaics, biofuels and advanced batteries. The five major sub-sectors that the index will cover are Renewable Electricity Generation, Renewable Fuels, Energy Storage & Conversion, Energy Intelligence and Advanced Energy-Related Materials. The NASDAQ OMX® Clean Edge® Global Wind Energy Index is a modified market-capitalization index designed to act as a transparent and liquid benchmark for the global wind energy sector. The Index includes companies that are primarily manufacturers, developers, distributors, installers, and users of energy derived from wind sources. The Wilder NASDAQ OMX Global Energy Efficient Transport Index is a modified equal weight index designed to define and track companies internationally which develop and promote innovative, energy efficient modes of transportation and stand to benefit from a transition towards more energy efficient transportation. OMX GES Ethical indexes consist of all listed companies in Stockholm, Oslo, Helsinki and Copenhagen, with the exception of those companies that do not comply with the ethical criteria of the analysis models GES Global Ethical Standard and GES Controversial. The criteria are based on international standards on environment, human rights and corruption. Companies with production and/or sales of weapons, tobacco, alcohol, pornography and gambling are not included. The OMXS30 Ethical Index is ethical version of the OMXS30 Index. The following indexes are available in this index family:
OMX GES Sustainability Nordic and OMX GES Sustainability Sweden: The OMX GES Sustainability Index Family comprise the leading companies in terms of sustainability and are selected based on how well they meet the criteria for environmental, social and governance (ESG) issues. The criteria are based upon international guidelines for ESG issues and supports investor considerations to the UN Principles for Responsible Investments. GES Investment Service conducts the sustainability assessment by rating the companies according to their model “GES Risk Rating”. The top ranked 30 respectively 50 companies are included in the indexes. The Sustainability Sweden Index is also available in an additional ethical screened version. The following indexes are available in this index family:
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National Stock Exchange of India |
The S&P ESG India Index provides investors with exposure to a liquid and tradable index of 50 of the best performing stocks in the Indian market as measured by environmental, social, and governance parameters. An Index Committee composed of Standard & Poor’s, CRISIL, INDIA INDEX SERVICES & PRODUCTS LTD. (IISL), and KLD maintains the index. IISL is a joint venture between National Stock Exchange of India Ltd. and CRISIL Ltd. The index represents the first of its kind to measure environmental, social, and corporate governing (ESG) practices based on quantitative as opposed to subjective factors. The index employs a unique and innovative methodology that quantifies a company’s ESG practices and translates them into a scoring system, which is then used to rank each company against their peers in the Indian market. |
NYSE Euronext |
The NYSE Arca Environmental Services Index (AXENV) is a modified equal dollar weighted index comprised of publicly traded companies that engage in business activities that may benefit from the global increase in demand for consumer waste disposal, removal and storage of industrial by-products, and the management of associated resources. The NYSE Arca WilderHill Clean Energy Index (ECO) is a modified equal dollar weighted index comprised of publicly traded companies whose business's stand to benefit substantially from societal transition toward the use of cleaner energy and conservation. The Index is rebalanced each March, June, September and December. The Index was created by and is a trademark of WilderShares, LLC. The NYSE Arca WilderHill Progressive Energy Index (WHPRO) is a modified equal dollar weighted index comprised of companies in transition technologies that reduce the carbon or pollutants stemming from coal, oil and natural gas, that enhance efficiency, or make better use of the energy sources that are dominant today. The Index was created by and is a trademark of WilderShares, LLC. The NYSE Arca Cleantech Index (CTIUS) is a modified equal-dollar weighted index of the leading cleantech companies worldwide from a broad range of industry sectors. "Cleantech" is defined as knowledge-based products and services that improve operational performance, productivity or efficiency; while reducing costs, resource and energy consumption, waste or pollution. The Index was created by and is a trademark of Cleantech Indices LLC. The Low Carbon 100 Europe® Index is an index weighted by free-float market capitalization designed to measure the performance of the 100 largest European companies having the lowest carbon (CO2) intensity in their respective sectors or homogeneous sub-sectors. The universe is composed of the 300 largest European companies selected on the basis of their free float market capitalizations. The Euronext FAS IAS® Index is made up of all the companies represented in the SBF250 index that have significant employee share ownership, defined as at least 3% of equity held by more than one quarter of company employees. It thus allows broad tracking of the companies whose employees are most represented in share ownership, and enable investors, fund managers and issuers to assess market performances and compare them with those of other listed companies. |
Shanghai Stock Exchange |
The SSE Social Responsibility Index was launched in August 2009 by SSE and China Securities Index Company Limited. The constituents of the index are composed of 100 SSE-listed companies with “good performance in fulfilment of social responsibility”. |
Tel-Aviv Stock Exchange |
The Maala SRI (Socially Responsible Investing) Index includes the shares of the 20 public companies in the TA-100 index with the highest ranking by the Maala organization for social responsibility. An Index Linked Note tracking the Maala SRI index is traded on the exchange. |
Wiener Börse |
The VBV-Österreichischer Nachhaltigkeitsindex (VÖNIX) is a capitalization-weighted price index that is composed of those Austrian companies, which are leaders as concerns social and environmental achievements. The owner of VÖNIX is VINIS Gesellschaft für nachhaltigen Vermögensaufbau und Innovation m.b.H, while responsibility for the sustainability analysis lies with Mag. Friesenbichler Unternehmensberatung; daily calculation and dissemination are done by Wiener Börse AG. The index is calculated and disseminated on a real-time basis in Euro. It is designed as a tradable index to be used as an underlying for structured products and for standardized derivatives (futures & options). Annual sustainability evaluation and classification of the companies according to nine rating classes. The shares included in the VÖNIX are those of companies with a rating in one of the three best classes. The sustainability index CEERIUS (CEE Responsible Investment Universe) is a capitalization- weighted price index which is composed of the leading companies in reference to social and ecological quality that are traded on stock exchanges in the region of Central, Eastern and South-Eastern Europe. Mag. Friesenbichler Unternehmensberatung is responsible for the sustainability research, daily calculation and dissemination is done by Wiener Börse AG. The index is calculated and disseminated on a real-time basis in EUR. It is designed as a tradable index and can be used as underlying for structured products and standardized derivatives (futures & options). Annual sustainability evaluation and classification of the companies according to 9 rating categories (A+ to C-). All companies rated A+, A and A- will be included in the CEERIUS. Additionally companies with a rating of B+ can be included in the index to cover the best third of each sector. |
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