Index profile

DJSI Emerging Markets Diversified

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Principles

The DJSI Emerging Markets Diversified covers 20 emerging market countries and makes a global selection of the highest scoring companies in terms of relative Total Sustainability Score from RobecoSAM’s annual Corporate Sustainability Assessment (CSA) that cover 33% of the float adjusted market capitalization of each country and each sector held in the underlying BMI benchmark. The Total Sustainability Scores are converted into relative scores, which are calculated within each GICS sector and are adjusted for company size.
This is the emerging market subset of the DJSI World Diversified, which automatically inherit the unbiased country and sector allocations from the DJSI World Diversified. As subsets of the DJSI World Diversified, the number of components in the regional indices rolls up to the total number of components in the global index.

Excluding criteria

Excluding criteria are only considered in the specialized indexes. These exclude companies which are active in certain countries or markets e.g. Korea, developing markets etc.

Positive criteria

- Eligible for the Dow Jones Sustainability Emerging Markets Diversified Index are stocks ranking within the top half of the index universe based on corporate sustainability score.

- Stocks are selected within country and sector based on corporate sustainability score rankings until one-third of the float-adjusted market capitalization of each country/sector combination within the index universe has been captured.

- The corporate sustainability scores are calculated based on RobecoSAM’s established research methodology that accounts for general as well as industry-specific sustainability trends and evaluates corporations based on a variety of criteria including climate change strategies, energy consumption, human resources development, knowledge management, stakeholder relations and corporate governance.

Research done by

RobecoSAM AG; Dow Jones & Company

 
Funds based on the index n.s.
Finance-/tech. - support by RobecoSAM Indices
Benchmark S&P Global BMI
Company profiles n.s.