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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 26-Jul-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
-0.16-1.894.5819.7010.3021.725.9910.65-10.21-3.53 30-Jul-21
Index Characteristics
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Index Constituents245
Weighted Average Market Capitalization$129,337,541,309.25
Weighted Average Yield2.74%
26-Jul-24
Weighted Average P/E14.70
Weighted Average P/B1.63
Weighted Average ROE14.12
Index Composition

Top 10 Constituents Weights
View All

as of 26-Jul-24
Security NameWeight
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD 10.35%
ALIBABA GROUP HOLDING LTD 3.38%
SAMSUNG ELECTRONICS CO LTD 2.80%
INFOSYS LTD 1.90%
MEITUAN 1.63%
SK HYNIX INC 1.51%
BHARTI AIRTEL LTD 1.43%
NETEASE 1.42%
HON HAI PRECISION INDUSTRY CO LTD 1.35%
HINDUSTAN UNILEVER LTD 1.25%
% of Index27.02%

Index Sector Weightings
 

as of 26-Jul-24
SectorWeight
Information Technology 24.18%
Financials 22.61%
Consumer Discretionary 13.01%
Communication Services 9.36%
Industrials 7.82%
Materials 6.18%
Consumer Staples 5.25%
Energy 4.46%
Health Care 3.43%
Utilities 2.49%
Real Estate 1.22%
TOTAL100.00%

Top 10 Country Weightings

as of 26-Jul-24
CountryWeight
TAIWAN 21.03%
INDIA 19.18%
CHINA 18.76%
SOUTH KOREA 13.77%
SOUTH AFRICA 5.52%
BRAZIL 5.50%
THAILAND 2.84%
UNITED ARAB EMIRATES 1.89%
MALAYSIA 1.77%
MEXICO 1.73%
% of Index91.99%
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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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