CRSP ISS US Large Cap ESG Remainder Index

  • This remainder portfolio includes remainder portfolio includes the lower-scoring half of companies from the CRSP US Large Cap Index based on their ISS ESG Performance Scores
  • Can be used to compare ESG vs. non-ESG performance generally

Asset Class

US Equity - ESG

Weighting

Market Cap Free Float

Reconstitution & Rebalance Frequency

Quarterly

Inception Date

September 7, 2021​

Total Return Ticker

CLESGRT​

Price Return Ticker

CLESGR

Total Return CUSIP

12658E208

Price Return CUSIP

12658E109

Index Performance - Total Return (%)

RETURNS AS OF MARCH 31, 2025

Loading..........

The Data is Not Available

ANNUAL RETURNS

2015 2016 2017 2018 2019 2020 2021 2022 2023 2024

0.34

11.75

17.17

-4.28

26.61

20.72

20.89

-14.61

21.64

27.64

5-Year Cumulative Growth of $100

No Data Found

Largest Constituents by Index Weight

Loading..........

The Data is Not Available

Sector classifications provided by ICEData as of March 31, 2025

Index Characteristics

GENERAL OVERVIEW

Number of Companies

235

MARKET CAPITALIZATION ($ MILLIONS)

Index Market Cap

$18,788,325

Largest Company

$2,016,324

Weighted Median Company Cap

$188,403

Average Company

$86,144

Median Company

$37,664

Smallest Company

$1,781

Index Weight Largest Company

9.66%

Index Weight Top 10 Largest Companies

40.50%

Data as of March 31, 2025

UES Sector Allocation

No Data Found

Sector classifications provided by ICEData as of March 31, 2025

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.​

By accessing this report, you are indicating that you have read, and consent to be bound by these terms. The report is provided for informational, noncommercial purposes only, and may not be used as a basis for any financial instruments or products (including, without limitation, passively managed funds and index-linked derivative securities), or used to verify or correct data in any other compilation of data or index, or used to create any other data or index, without the prior written consent of CRSP®.

The content is not an offer or recommendation to buy or sell, or a solicitation of an offer to buy or sell any security or instrument, or to participate in any particular trading strategy. Further, none of the content is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision and may not be relied on as such. The report is provided to you on an “as is” basis without warranties of any kind. To the fullest extent permitted by applicable law, the University of Chicago, CRSP, and its third-party suppliers hereby disclaim all express, implied and statutory warranties of any kind, including, but not limited to, representations and warranties regarding accuracy, completeness, correctness, merchantability, or fitness for any particular purpose, or any representations or warranties arising from usage, custom, trade or by operation of law. The University of Chicago, CRSP, and its third-party suppliers, assume no responsibility for the consequences of any errors or omissions. In no event shall the University of Chicago, CRSP or any of its third-party suppliers be liable for any claim arising out of or relating to CRSP-provided data or information, including, but not limited to, any decision made or action taken based on the use of the data or information or for any types of damages, including, but not limited to, direct, consequential, special, incidental, punitive or indirect damages, even if advised of the possibility of such damages.

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.

©2025 Center for Research in Security Prices. All rights reserved.

Scroll to top