Euronext launches its new AEX® ESG Index with the 25 “Best-in-Class” companies based on ESG Risk Rating criteria assessed by Sustainalytics.

Euronext AEX® ESG Index identifies the 25 companies that demonstrate the best Environmental, Social and Governance (ESG) practices from the 50 constituents of the AEX® and AMX® indices. The launch of this sustainable index follows the successful launch of the French CAC 40® ESG Index, the Italian MIB® ESG Index and the Norwegian OBX® ESG Index.

In launching this new suite of ESG indices, Euronext is responding to the growing demand for sustainable investment tools from investors and the wider market. ESG assessment of companies is provided by Morningstar Sustainalytics, a leading global provider of ESG research, ratings, and data.

The AEX® ESG index is designed to facilitate the adoption of mainstream ESG investment approaches by institutional and private investors:

  • It reflects a relative ranking for the 25 “Best-in-Class” companies based on ESG Risk Rating criteria assessed by Sustainalytics.
  • It incorporates negative screening and norm-based exclusion filters applied in accordance with the UN Global Compact Principles 1.
  • Its methodology will evolve to integrate new EU regulations and standards as they emerge.
  • The composition of the index is revised quarterly under supervision of the independent scientific committee of the AEX® family.
  • The index methodology is developed in line with the principles of the CAC40® ESG, MIB® ESG and OBX® ESG indices.

The index selection is based on a starting universe of the 50 companies that make up of the AEX® and AMX® indices. From this universe, exclusions are caried out based on Sustainalytics data, and the 25 best scoring companies on ESG Risk rating are selected.

Euronext will offer price return, net return and gross return versions of the index.

AEX ESG Composition (NLESG0000014)

NameISIN CodeMIC
ACCELL GROUPNL0009767532XAMS
ADYENNL0012969182XAMS
AEGONNL0000303709XAMS
AKZO NOBELNL0013267909XAMS
ARCADISNL0006237562XAMS
ASM INTERNATIONALNL0000334118XAMS
ASML HOLDINGNL0010273215XAMS
ASR NEDERLANDNL0011872643XAMS
BE SEMICONDUCTORNL0012866412XAMS
CTPNL00150006R6XAMS
FAGRONBE0003874915XBRU
HEINEKENNL0000009165XAMS
IMCDNL0010801007XAMS
KPN KONNL0000009082XAMS
NN GROUPNL0010773842XAMS
POSTNLNL0009739416XAMS
PROSUSNL0013654783XAMS
RANDSTAD NVNL0000379121XAMS
RELXGB00B2B0DG97XAMS
SBM OFFSHORENL0000360618XAMS
SIGNIFY NVNL0011821392XAMS
UMGNL0015000IY2XAMS
UNIBAIL-RODAMCO-WEFR0013326246XAMS
WDPBE0974349814XBRU
WOLTERS KLUWERNL0000395903XAMS

Source: Euronext – AEX® ESG Index

1 The UN Global Compact principles lay out companies’ fundamental responsibilities in the areas of human rights, labour, environment and anti-corruption. Euronext has endorsed these principles and contributed to the UN Global Compact Sustainable Oceans Business Group, formalising the UN Blue Bond principles.