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Northern Trust ESG & Climate US Large Cap Core Index

 
 
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Index Overview
The Northern Trust ESG & Climate US Large Cap Core Index is designed to construct a universe of large capitalization, companies 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: NTUEC
  • Total Return: NTUECTR
Inception Date
Index Value at Inception Date
Hypothetical Inception Date
Index Value at Hypothetical Inception Date

Total Returns

As of 19-Jun-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
NTUECTR
3.4044.715.9225.6414.6131.2514.3832.7826.708.53 30-Jul-21
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Index Characteristics
 
Index Constituents131
Weighted Average Market Capitalization$1,087,791,341,407.66
Weighted Average Yield1.38%
19-Jun-24
Weighted Average P/E26.81
Weighted Average P/B4.96
Weighted Average ROE26.73
Index Composition

Top 10 Constituents Weights
View All

as of 19-Jun-24
Security NameWeight
NVIDIA CORP 7.96%
APPLE INC 7.64%
MICROSOFT CORP 7.28%
AMAZON.COM INC 3.73%
META PLATFORMS INC 3.05%
ALPHABET INC 2.88%
ALPHABET INC-CL C ORD 2.64%
TESLA INC 1.86%
VISA INC 1.61%
MASTERCARD INCORPORATED 1.50%
% of Index40.15%

Index Sector Weightings
 

as of 19-Jun-24
SectorWeight
Information Technology 33.57%
Financials 12.65%
Health Care 11.60%
Consumer Discretionary 10.26%
Communication Services 9.50%
Industrials 8.04%
Consumer Staples 5.18%
Energy 3.36%
Real Estate 2.11%
Materials 1.96%
Utilities 1.76%
TOTAL100.00%

Top 10 Country Weightings

as of 19-Jun-24
CountryWeight
UNITED STATES 100.00%
% of Index100.00%
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 MethodologyIndex HoldingsRebalance ScheduleProforma Index HoldingsIndex Performance since
Hypothetical Inception
Northern Trust ESG & Climate Developed Markets ex-US Core Index
NTUECTR
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