CRSP ISS US Large Cap ESG Index

  • The portfolio of all qualifying companies from the CRSP US Large Cap Index
  • Containing the top half of companies in CRSP Large Cap based on their ISS ESG Performance Scores, this index comprises a broad set of constituents
  • There will generally be an approximately equal number of constituents in this qualifying index and its remainder index

Asset Class

US Equity - ESG

Weighting

Market Cap Free Float

Reconstitution & Rebalance Frequency

Quarterly

Inception Date

September 7, 2021​

Total Return Ticker

CLESGT

Price Return Ticker

CLESG

Total Return CUSIP

12658D200

Price Return CUSIP

12658D101

Index Performance - Total Return (%)

RETURNS AS OF JUNE 28, 2024

1 Month 3 Month YTD 1 Year 3 Year 5 Year
2.08
5.04
21.58
36.08
11.41
16.48

ANNUAL RETURNS

2014 2015 2016 2017 2018 2019 2020 2021 2022 2023 2024

XX.XX

XX.XX

XX.XX

XX.XX

XX.XX

XX.XX

XX.XX

XX.XX

XX.XX

XX.XX

XX.XX

5-Year Cumulative Growth of $100

No Data Found

Largest Constituents by Index Weight

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The Data is Not Available

Sector classifications provided by ICEData as of June 28, 2024

Market Cap Structure

Index Market Cap*
$30,613,890
Number of Companies
244
Largest Company*
$3,365,436
% Weight Largest Company
10.99
Median Company*
$41,168
Average Company*
$125,467
Smallest Company*
$2,770

*$ Millions

Data as of June 28, 2024

UES Sector Allocation

No Data Found

Sector classifications provided by ICEData as of June 28, 2024

Our investable indexes blend advancements in academic research with industry practice under the premise that an index must reflect the way that money managers actually invest.​

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The historical performance statistics of CRSP’s market cap indexes are based upon 10 years of backtest data from January 1, 2001, through March 31, 2011. Subsequent backtesting was completed with June 29, 2001, as the start date in order to align with the value and growth style indexes. As is common industry practice, CRSP backtest data does not include float shares. Descriptive statistics are based upon current index constituents. Backtest results are not indicative of future performance.

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