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 309
Weighting Methodology Stratified, ESG Tilt
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SYESG
Index Inception Date September 18, 2020
Base Index Value 1000
Total Return Index Value (as of 05/25/2023) 2642.6

Index Performance

Multi-Horizon Returns
(% as of 03/31/2023)
YTD1Q231Y3Y5Y7Y10YSince 12.20.13
Stratified LargeCap ESG4.354.35-3.4621.5711.3212.28-11.41
Syntax Stratified LargeCap3.083.08-4.1722.4010.8211.8711.9911.15

Annual Index Performance
(% as of 03/31/2023)
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 03/31/2023)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
Stratified LargeCap ESG16.50.661.7098.495.3
Syntax Stratified LargeCap17.00.62-100.0100.0

Index Fundamentals
(as of 03/31/2023)
BetaDividend YieldP / E RatioP / B Ratio
Stratified LargeCap ESG0.972.2220.73.13

Top Holdings
(as of 03/31/2023)
CompanyWeight (%)
Sysco Corp2.36
Starbucks Corp1.97
HP Inc1.59
Constellation Brands Inc1.59
NiSource Inc1.56
Nike Inc1.55
Archer-Daniels-Midland Co1.55
Stanley Black & Decker Inc1.49
Marathon Petroleum Corp1.32
Williams Companies Inc1.26

Sector Allocation
(as of 03/31/2023)
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials