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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 05-JUN-23
 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
3.3948.145.9024.917.0614.6711.8829.82-1.26-0.6830-JUL-21
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Index Characteristics
 
Index Constituents181
Weighted Average Market Capitalization$659,476,094,654.66
Weighted Average Yield1.73%
05-JUN-23
Weighted Average P/E22.05
Weighted Average P/B3.93
Weighted Average ROE18.26
Index Composition

Top 10 Constituents Weights
View All

as of 05-JUN-23
Security NameWeight
APPLE INC7.66%
MICROSOFT CORP6.98%
NVIDIA CORP3.39%
AMAZON.COM INC3.21%
ALPHABET INC2.54%
ALPHABET INC-CL C ORD2.45%
TESLA INC2.01%
JOHNSON & JOHNSON1.81%
MASTERCARD INCORPORATED1.55%
JPMORGAN CHASE & CO1.39%
% of Index32.99%

Index Sector Weightings
 

as of 05-JUN-23
SectorWeight
Information Technology28.39%
Health Care13.83%
Financials10.03%
Communication Services9.12%
Industrials8.02%
Consumer Discretionary7.59%
Consumer Staples6.25%
Energy4.02%
3.69%
2.88%
2.67%
TOTAL100.00%

Top 10 Country Weightings

as of 05-JUN-23
CountryWeight
UNITED STATES100.92%
% of Index100.92%
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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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