Syntax Stratified Indices

Syntax Stratified LargeCap ESG Index

Index Facts

Number of Constituents 306
Strategy Stratified Weight, ESG
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYESG
Index Inception Date July 31, 2020
Base Index Value 1000
Total Return Index Value (as of 08/07/2020) 1954.53

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 Performance

Multi-Horizon Returns (% as of 06/30/2020)

YTD2Q201Y3Y5Y7Y10YSince 12/20/13
Stratified LargeCap ESG-
Stratified LargeCap-10.120.7-

Annual Index Performance (% as of 06/30/2020)

Stratified LargeCap ESG30.2-5.520.515.3-0.717.2----
Stratified LargeCap29.3-6.420.113.7-0.715.535.417.51.423.0

Index Statistics (as of 06/30/2020)

Div. Yld.P / E RatioP / B Ratio
Stratified LargeCap ESG2.3822.22.3
Stratified LargeCap1.9225.33.3

Top Holdings (as of 06/30/2020)

CompanyWeight (%)
Kroger Co.2.46
Cerner Corporation1.97
Chevron Corporation1.94
Colgate-Palmolive Company1.57
Archer-Daniels-Midland Company1.55
Johnson & Johnson1.53
Constellation Brands Inc. Class A1.51
Ally Financial Inc1.36
Walgreens Boots Alliance Inc1.34
Motorola Solutions Inc.1.29

Sector Allocation (as of 06/30/2020)

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