Description

The DAX ESG Screened Index aims to reflect the performance of the following market: German large capitalisation companies listed in EUR on the Frankfurt Stock Exchange weighted by free-float adjusted market capitalisation Securities issued by entities failing to meet the following ESG standards, amongst others, are excluded: (i) are assigned an ISS ESG Rating of D- or below, (ii) are identified as ‘Red’ by ISS ESG in their Norms Based Screening, (iii) have any involvement in controversial weapons, (iv) breach certain revenue thresholds in business activities, including, but not limited to, tobacco, thermal coal mining, oil sands, nuclear power, civilian firearms, and military equipment, and (v) have missing ESG data Quarterly index review, largest component is capped at 15% Additional information on the index, selection and weighting methodology is available at https://www.dax-indices.com