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Northern Trust ESG & Climate Emerging Markets Core Index

 
 
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Index Overview
The Northern Trust ESG & Climate Emerging Markets Core Index is designed to construct a universe of large and mid-capitalization companies, from Emerging Market countries, 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: NTEEC
  • Total Return: NTEECTR
  • Net Total Return: NTEECNTR
Inception Date 31-Jul-21
Index Value at Inception Date
Hypothetical Inception Date 31-May-18
Index Value at Hypothetical Inception Date

Total Returns

As of 25-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
NTEECNTR
-0.11-1.317.6533.9914.2930.5414.2417.52-3.22-1.00 30-Jul-21
Index Characteristics
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Index Constituents253
Weighted Average Market Capitalization$147,509,165,181.83
Weighted Average Yield2.56%
25-Oct-24
Weighted Average P/E15.58
Weighted Average P/B1.74
Weighted Average ROE14.38
Index Composition

Top 10 Constituents Weights
View All

as of 25-Oct-24
Security NameWeight
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 11.23%
ALIBABA GROUP HOLDING LTD 3.81%
MEITUAN 2.62%
SAMSUNG ELECTRONICS CO LTD 1.80%
INFOSYS LTD 1.54%
SK HYNIX INC 1.48%
HON HAI PRECISION INDUSTRY CO LTD 1.45%
BHARTI AIRTEL LTD 1.41%
PING AN INSURANCE GROUP CO OF CHINA LTD 1.41%
NETEASE 1.20%
% of Index27.95%

Index Sector Weightings
 

as of 25-Oct-24
SectorWeight
Information Technology 24.02%
Financials 22.12%
Consumer Discretionary 15.66%
Communication Services 9.20%
Industrials 6.97%
Materials 5.60%
Consumer Staples 4.86%
Energy 3.91%
Health Care 3.74%
Utilities 2.65%
Real Estate 1.29%
TOTAL100.00%

Top 10 Country Weightings

as of 25-Oct-24
CountryWeight
TAIWAN 21.93%
CHINA 21.75%
INDIA 18.79%
SOUTH KOREA 11.51%
SOUTH AFRICA 5.72%
BRAZIL 4.91%
THAILAND 2.97%
UNITED ARAB EMIRATES 2.28%
SAUDI ARABIA 1.89%
MALAYSIA 1.86%
% of Index93.61%
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 MethodologyIndex HoldingsRebalance ScheduleProforma Index HoldingsIndex Performance since
Hypothetical Inception
Northern Trust ESG & Climate Emerging Markets Core Index
NTEECNTR
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