The Indxx ISS ESG 500 Leaders Index provides exposure to securities that are not involved in any adverse Environmental, Social and Corporate Governance practices from a universe of the 500 largest US securities, as measured by market capitalization. To access company’s ESG ratings, Indxx relies on the ESG data provided by Institutional Shareholder Services group of companies (“ISS ESG”). The index has been backtested to April 30,2008 and has a live calculation date of December 24,2020.
Index Characteristics
| Base Date | 04/30/2008 |
| No. of Constituents | 196 |
| Dividend Yield * |
1.61% |
| 52 Week High/Low ** |
3764/2830 |
| Statistic | QTD | YTD | 1 Year | 3 Year | Since Base Date |
|---|---|---|---|---|---|
| Beta 1 |
NA.. | NA | NA | NA | NA |
| Correlation 1 |
NA | NA | NA | NA | NA |
| Returns 2 |
-1.18% | 11.99% | 19.46% | 7.42% | 8.43% |
| Standard Deviation | NA | 13.02% | 16.48% | 17.58% | 20.21% |