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 308
Weighting Methodology Stratified, ESG tilt
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 12/01/2022) 2746.33

Index Performance

Multi-Horizon Returns
(% as of 09/30/2022)
YTD3Q221Y3Y5Y7Y10YSince 12.20.13
Stratified LargeCap ESG-19.32-5.18-12.387.919.0711.38-10.16
Syntax Stratified LargeCap-18.71-4.78-10.988.228.7210.9212.079.98

Annual Index Performance
(% as of 09/30/2022)
2021202020192018201720162015201420132012
Stratified LargeCap ESG26.1915.4330.24-5.5420.5215.32-0.7515.231.73-
Syntax Stratified LargeCap29.2512.3729.33-6.4320.1213.71-0.6615.5235.4417.54

Index Statistics
(as of 09/30/2022)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap ESG16.20.641.6997.894.0
Syntax Stratified LargeCap16.70.59-100.0100.0

Index Fundamentals
(as of 09/30/2022)
BetaDividend YieldP / E RatioP / B Ratio
Stratified LargeCap ESG0.962.4413.62.53

Top Holdings
(as of 09/30/2022)
CompanyWeight (%)
Sysco Corporation2.30
Valero Energy Corporation2.19
Starbucks Corporation1.62
HP Inc.1.55
Colgate-Palmolive Company1.45
CVS Health Corporation1.42
Constellation Brands Inc. Class A1.31
TJX Companies Inc1.22
General Electric Company1.18
Hasbro Inc.1.13

Sector Allocation
(as of 09/30/2022)
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials