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SWISS RESPONSIBLE EQUITY INDEX

In 2024, Ethos launched the Swiss Responsible Equity Index (SREI), a sustainability index for Swiss equities. This index is made up of companies included in the SPI index that have an Ethos ESG rating of A+, A- or B+ (on a scale from A+ to C). The aim is to encourage investment in companies that manage their ESG issues with conviction and whose extra-financial performance is better than that of their peers.

The main characteristics of the SREI are as follows:

  • A company's sustainability performance is assessed according to its exposure to ESG risks and the way it manages them. This assessment is structured in three stages: 

    • an analysis of the company's governance ;
    • an analysis of its sustainability strategy (transparency, clarity and consistency of objectives, ambition and management skills) ;
    • the way it interacts with its various stakeholders. 

    The result of these analyses is a comprehensive assessment of the company's policies and management systems (G) in relation to the environmental (E) and social (S) challenges it faces. 

  • The analysis is completed by exclusion criteria. All companies whose products are incompatible with the values set out in the Ethos Foundation Charter - i.e. those that generate more than 5% of their sales in the arms, tobacco, gambling, pornography, GMO, nuclear energy or non-conventional fossil fuel sectors - or whose behaviour does not respect the fundamental principles of ethics and sustainable development are excluded from the SREI index.

The SREI index is administered by Ethos, which is responsible for determining the ESG ratings and exclusion criteria used, while SIX calculates the index in accordance with market standards. 

Key information

Date 12.07.2024

Value 112.86

Performance summary as 30.06.2024

1 month -0.44%

YTD +9.43%

1 year +7.27%

3 years +5.64%

Performance

Historical performance is not a guarantee of future performance.

Disclaimer:

The SREI was launched with a value of 100 on December 29, 2023. The performance of the index between September 24, 2018 and December 29, 2023 is a backtested performance calculated by SIX.