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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
Index Value at Hypothetical Inception Date

Total Returns

As of 17-Apr-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
-3.17-30.015.2122.596.0512.43-1.87-6.09-16.87-6.57 30-Jul-21
Index Characteristics
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Index Constituents257
Weighted Average Market Capitalization$108,718,636,257.03
Weighted Average Yield2.69%
17-Apr-24
Weighted Average P/E14.04
Weighted Average P/B1.59
Weighted Average ROE13.60
Index Composition

Top 10 Constituents Weights
View All

as of 17-Apr-24
Security NameWeight
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 9.86%
ALIBABA GROUP HOLDING LTD 3.27%
SAMSUNG ELECTRONICS CO LTD 3.04%
MEITUAN 1.58%
SK HYNIX INC 1.50%
INFOSYS LTD 1.45%
BHARTI AIRTEL LTD 1.29%
NETEASE 1.18%
GOLD FIELDS LTD 1.16%
RELIANCE INDUSTRIES LTD 1.13%
% of Index25.46%

Index Sector Weightings
 

as of 17-Apr-24
SectorWeight
Information Technology 23.42%
Financials 22.28%
Consumer Discretionary 13.43%
Communication Services 9.06%
Industrials 7.83%
Materials 6.86%
Consumer Staples 5.19%
Energy 4.78%
Health Care 3.29%
Utilities 2.65%
Real Estate 1.21%
TOTAL100.00%

Top 10 Country Weightings

as of 17-Apr-24
CountryWeight
TAIWAN 20.47%
CHINA 19.13%
INDIA 17.52%
SOUTH KOREA 13.38%
BRAZIL 5.94%
SOUTH AFRICA 5.36%
THAILAND 2.95%
MEXICO 2.52%
SAUDI ARABIA 2.11%
UNITED ARAB EMIRATES 2.08%
% of Index91.46%
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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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