SYESG | Syntax Stratified LargeCap ESG Index

Index Description

The Syntax Stratified LargeCap ESG index seeks to provide investors with exposure to large cap U.S companies that best manage environmental, social, and governance risks material to their business. The Syntax Stratified LargeCap ESG Index screens and reweights the constituents of the Syntax 500 Index for ESG considerations. The Syntax Stratified LargeCap ESG Index scores each constituent of the Syntax 500 Index based on material ESG risks and holds only the top 67% of scorers in each industry group. The weight of the remaining constituents is tilted towards better scoring ESG companies while maintaining proportional industry and sector weights adhering to Syntax's patented Stratified Weight methodology to control exposure to related business risks (RBRs).

Index Facts

Number of Constituents 303
Strategy Stratified Weight, ESG
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYESG
Index Inception Date September 18, 2020
Base Index Value 1000
Total Return Index Value (as of 02/25/2021) 2417.14

Index Performance

Multi-Horizon Returns (% as of 12/31/2020)

20204Q201Y3Y5Y7Y10YSince 12/20/13
Stratified LargeCap ESG15.417.815.412.414.612.3-12.3
Stratified LargeCap12.417.912.410.813.211.413.211.4

Annual Index Performance (% as of 12/31/2020)

Stratified LargeCap ESG15.430.2-5.520.515.3-0.715.2---
Stratified LargeCap12.429.3-6.420.113.7-0.715.535.417.51.4

Index Statistics (as of 12/31/2020)

Div. Yld.P / E RatioP / B Ratio
Stratified LargeCap ESG2.2433.02.7
Stratified LargeCap2.0524.82.5

Top Holdings (as of 12/31/2020)

CompanyWeight (%)
Sysco Corporation2.20
Marathon Petroleum Corporation2.09
Starbucks Corporation1.40
CVS Health Corporation1.37
Colgate-Palmolive Company1.33
Microsoft Corporation1.33
HP Inc.1.33
Oracle Corporation1.30
Constellation Brands Inc. Class A1.26
NIKE Inc. Class B1.24

Sector Allocation (as of 12/31/2020)

  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials