| Index Overview |
| The Northern Trust ESG & Climate Developed Markets ex-US Core Index is designed to construct a universe of large and mid-capitalization companies, from Developed Market countries (excluding the United States), 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: NTDXUEC
- Total Return: NTDXUECTR
- Net Total Return: NTDXUECNTR
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