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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 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
NTUECTR
0.050.667.8735.5011.9625.4314.6926.9027.038.33 30-Jul-21
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Index Characteristics
 
Index Constituents131
Weighted Average Market Capitalization$977,372,415,171.86
Weighted Average Yield1.39%
26-Jul-24
Weighted Average P/E26.01
Weighted Average P/B4.85
Weighted Average ROE26.93
Index Composition

Top 10 Constituents Weights
View All

as of 26-Jul-24
Security NameWeight
APPLE INC 7.75%
MICROSOFT CORP 6.92%
NVIDIA CORP 6.62%
AMAZON.COM INC 3.72%
META PLATFORMS INC 2.84%
ALPHABET INC 2.74%
ALPHABET INC-CL C ORD 2.52%
TESLA INC 2.21%
JOHNSON & JOHNSON 1.62%
VISA INC 1.53%
% of Index38.47%

Index Sector Weightings
 

as of 26-Jul-24
SectorWeight
Information Technology 32.10%
Financials 13.18%
Health Care 12.18%
Consumer Discretionary 10.27%
Communication Services 9.03%
Industrials 8.26%
Consumer Staples 5.22%
Energy 3.56%
Real Estate 2.24%
Materials 2.08%
Utilities 1.86%
TOTAL100.00%

Top 10 Country Weightings

as of 26-Jul-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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