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Solactive ISS ESG Screened Indices

Published in Thematic Indices

The Solactive ISS ESG Screened Index Series tracks various size and regional segments of the global capital markets, such as Japan, the United States, Europe, and Developed Markets, including only companies that have a record of low involvement in controversial areas, according to market standards on ESG controversy screens. Solactive worked with major ESG data and analytics provider ISS ESG, which developed the underlying framework utilised for the ESG screening. In order to identify eligible stocks for the index series, the screening reviews all companies in the Solactive Global Benchmark Series, which is the base universe for the index. Similarly, for bonds, the Solactive ISS ESG Screened Euro IG Corporate Bond TR Index tracks the EUR denominated corporate bond market, applying the same ESG criteria.

The ESG screen takes into account several factors, which are, among others, derived from the United Nations Global Compact and include a norm-based screening such as verified violation of human and labour rights, involvement in controversial weapons like biological and nuclear weapons as well as anti-personnel mines, and business operations in sectors including fossil fuel, military, and tobacco.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 5700 companies and 14 indices. Index coverage includes:

  • Various Solactive ISS ESG Screened Indices, along with Solactive ISS ESG [Asia ex Japan UCITS Index, DM Health Care UCITS Index, EM EMEA UCITS Index, Golden Dragon UCITS Index, Latin America Large, Mid & Small Cap UCITS Index]

Some of the data items available include:

  • Adjusted Price, Bloomberg Ticker, Capping Factor, Country Code, Country Description, Currency Code, Cusip Code, Database Domain Code, Database Source, Database Symbol, Date of Portfolio, Description, Dividend Per Share Net, Divisor Factor in Euros, Exchange Rate, Free Float Factor, Investable Factor, Investable Market Value in Local Currency, Investable Shares Outstanding, Investable Weight in Index (Source), ISIN Code, Last Price Date, Market Value in Local Currency, Net Adjustment Factor, Net Index in Euros, Net Return, Price Index, Price Index in Euros, Reuters Identification Code (RIC), Sedol Code, Shares Outstanding, Total Return, Unadjusted Price, Unadjusted Price in Local Currency, etc.

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