SYESG | Syntax Stratified LargeCap ESG Index

Index Description

The Syntax Stratified LargeCap ESG Index seeks to provide investors with exposure to large cap US 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 319
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 07/12/2024 3302.08

Index Performance

Multi-Horizon Returns % as of 2024-06-30
YTD 2Q24 1Y 3Y 5Y 7Y 10Y Since 12.20.13
Stratified LargeCap ESG7.24-1.6714.246.0312.0511.9311.4211.74
Syntax Stratified LargeCap5.78-2.2612.696.2611.7211.4110.7911.42
Annual Index Performance % as of 2024-06-30
2023 2022 2021 2020 2019 2018 2017 2016 2015 2014
Stratified LargeCap ESG14.91-9.9126.1915.4330.24-5.5420.5215.32-0.7515.23
Syntax Stratified LargeCap14.05-8.7929.2412.3829.33-6.4320.1213.71-0.6615.52
Index Statistics as of 2024-06-30
Vol. Sharpe Ratio Track. Err. Upside Capture Down. Capture
Stratified LargeCap ESG15.50.631.6598.494.1
Syntax Stratified LargeCap16.10.57-100.0100.0
Index Fundamentals as of 2024-06-30
Beta Dividend Yield P / E Ratio P / B Ratio
Stratified LargeCap ESG0.962.1522.23.07
Top Holdings as of 2024-06-30
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Company Weight (%)
Archer-Daniels-Midland Co 2.11
Zoetis Inc 2.11
Sysco Corp 1.57
Kroger Co 1.54
Jabil Inc 1.26
Altria Group Inc 1.07
First Citizens BancShares Inc (Delaware) 1.07
American Water Works Co Inc 1.04
Atmos Energy Corp 1.04
Philip Morris International 1.03
Sector Allocation as of 2024-06-30
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials