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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 18-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
NTUECTR
-2.95-29.694.0917.4615.3232.894.2914.8115.515.44 30-Jul-21
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Index Characteristics
 
Index Constituents141
Weighted Average Market Capitalization$812,204,209,708.68
Weighted Average Yield1.49%
18-Apr-24
Weighted Average P/E24.81
Weighted Average P/B4.49
Weighted Average ROE25.51
Index Composition

Top 10 Constituents Weights
View All

as of 18-Apr-24
Security NameWeight
MICROSOFT CORP 7.25%
APPLE INC 6.29%
NVIDIA CORP 5.64%
AMAZON.COM INC 3.99%
ALPHABET INC 2.91%
ALPHABET INC-CL C ORD 2.68%
META PLATFORMS INC 1.77%
VISA INC 1.73%
MASTERCARD INCORPORATED 1.61%
TESLA INC 1.59%
% of Index35.46%

Index Sector Weightings
 

as of 18-Apr-24
SectorWeight
Information Technology 30.14%
Financials 13.33%
Health Care 12.38%
Consumer Discretionary 10.39%
Communication Services 9.95%
Industrials 8.54%
Consumer Staples 5.68%
Energy 3.73%
Materials 2.05%
Real Estate 2.01%
Utilities 1.80%
TOTAL100.00%

Top 10 Country Weightings

as of 18-Apr-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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