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 304
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 09/22/2023 2733.07

Index Performance

Multi-Horizon Returns % as of 2023-06-30
YTD2Q231Y3Y5Y7Y10YSince 12.20.13
Stratified LargeCap ESG7.873.3714.2315.4811.2712.42-11.48
Syntax Stratified LargeCap7.063.8614.3816.4211.0012.0912.1611.29
Annual Index Performance % as of 2023-06-30
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 2023-06-30
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap ESG16.80.651.6998.295.4
Syntax Stratified LargeCap17.30.61-100.0100.0
Index Fundamentals as of 2023-06-30
BetaDividend YieldP / E RatioP / B Ratio
Stratified LargeCap ESG0.972.2618.82.85
Top Holdings as of 2023-06-30
CompanyWeight (%)
Walmart Inc.2.32
Viatris Inc1.60
Archer-Daniels-Midland Co1.57
HP Inc1.55
Constellation Brands Inc A1.53
American Water Works Co Inc1.47
Yum! Brands Inc1.44
Starbucks Corp1.27
Stanley Black & Decker1.25
Deckers Outdoor1.22
Sector Allocation as of 2023-06-30
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials