ESG Indices from SIX

ESG Indices from SIX

The New, Sustainable Benchmarks for the Swiss Capital Market

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Overview

Sustainable Investments Are More Than a Trend

The goal of SIX is to establish solid, sustainable and independent benchmarks for the Swiss bond and equity markets. Economic performance and prosperity should not come at the expense of future generations. However, there are no generally valid guidelines for what is meant by a sustainable company. In practice, therefore, sustainable investments are defined differently. Nevertheless, there are generally recognized sustainability criteria. The three letters “ESG” represent these criteria. They stand for “environment, social and governance.” These criteria are used to assess whether and how companies take into account ecological and social aspects as well as a sustainable type of corporate management.

In developing the indices, SIX has drawn on data from the independent Swiss sustainability rating agency Inrate. The ESG Impact Rating developed by Inrate measures the positive and negative impacts of companies on the environment and society.

How You Will Benefit

Strong Partner

SIX uses the rating expertise of Inrate for the ESG index methodology.

Efficient Instrument

The ESG indices are an efficient tool for rapid assessment for the Swiss capital market.

Independent and Transparent

The indices of SIX are rule-based and calculated independently. SIX thus ensures transparency and independence.

High Level of Trust

Thanks to the strong index brands of SIX, the ESG indices enjoy a high level of market acceptance.

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Index Methodology

The components of an index are selected from its respective universe. The same selection steps are applied to both stock and bond indices. The SBI acts as the universe for the bond indices and the SPI for the stock indices.

In order to select the appropriate ESG index, the relevant factors of the Inrate Metric  are briefly explained below:

  • Rating: The ESG impact rating ranges in twelve levels from D– to A+.
  • Critical sectors: Inrate collects sales figures for a large number of critical sectors
  • Findings of the Swiss Association for Responsible Investments are incorporated by SIX.

To be included in the index, the company must have an ESG impact rating of at least C+ and must generate less than 5 % of its sales in a critical sector. These critical sectors are adult entertainment, alcohol, armaments, betting, genetic engineering, nuclear energy, coal, oil sands and tobacco. Furthermore, an index candidate must not be on the exclusion list of the Swiss Association for Responsible Investments.

The Need for Sustainable Investments Is Increasing

1,163 bn 1,163 bn
In 2019, the Swiss Sustainable Finance (SSF) platform identified sustainable investments for Switzerland of over CHF 1.163 billion. This represents an average inflow of new money of 67 % over the past three years.

480 Companies 480 Companies
For its regular review, SIX considers ESG ratings and other criteria of over 480 companies that Inrate has evaluated as part of its ESG research.
84 New ESG Indices and Sub-Indices 84 New ESG Indices and Sub-Indices
SIX provides broad benchmarks and, for bonds, additional sub-indices. This enables market participants to focus on specific segments or maturities.


 

Access to Swiss Indices

Swiss Indices from SIX are often used as underlyings for index-based products and as benchmarks for portfolio management.
Both require a subscription.

Subscribe to the Swiss Indices for Index-based Products

The issuance of passive products based on the Swiss Indices is covered by a product license. This license is typically associated with the following:

  • Exchange Traded Funds (ETFs)
  • Index funds, mandates, passive portfolios
  • Structured products
  • Futures, options, and swaps

A detailed overview of current index-based products is available here.

Learn more

Subscribe to the Swiss Indices for End-of-Day Index Data Packages

For active portfolio management, asset allocation, risk assessment, or performance attribution, subscribe to our index data packages.

You can find more details of the various index data packages available here.

 

Learn more

Do you want to include Swiss indices in your investment strategy? Learn more about index data licensing from SIX.

All index participants receive constituent level data, index performance data and services for tracking index changes and corporate actions.

Request Index Data

Stay Up to Date

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More about Sustainability at SIX

  • Any Questions? We Are Happy to Help!

    Are you interested in index solutions from SIX? Please contact us for a non-binding discussion.

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