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 302
Weighting Methodology Stratified, ESG Tilt
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYESG
Index Inception Date September 18, 2020
Total Return Index Value as of 12/13/2023 2954.72

Index Performance

Multi-Horizon Returns % as of 2023-09-30
YTD3Q231Y3Y5Y7Y10YSince 12.20.13
Stratified LargeCap ESG3.94-3.6416.0811.659.2211.11-10.75
Syntax Stratified LargeCap2.83-3.9515.3712.658.8510.7311.0210.52
Annual Index Performance % as of 2023-09-30
Stratified LargeCap ESG-9.9126.1915.4330.24-5.5420.5215.32-0.7515.23-
Syntax Stratified LargeCap-8.7929.2512.3729.33-6.4320.1213.71-0.6615.5235.44
Index Statistics as of 2023-09-30
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap ESG17.00.561.6998.395.6
Syntax Stratified LargeCap17.40.52-100.0100.0
Index Fundamentals as of 2023-09-30
BetaDividend YieldP / E RatioP / B Ratio
Stratified LargeCap ESG0.972.4919.12.58
Top Holdings as of 2023-09-30
Click on a company name to view more information on key statistics, classification and more. Premium data requires an Affinity login.
Company Weight (%)
Kroger Co 2.29
Jabil Inc 1.70
Constellation Brands Inc A 1.56
Viatris Inc 1.56
Archer-Daniels-Midland Co 1.54
American Water Works Co Inc 1.44
Yum! Brands Inc 1.42
Phillips 66 1.33
Kinder Morgan Inc 1.32
Starbucks Corp 1.32
Sector Allocation as of 2023-09-30
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials