DJSI index family

Dow Jones Sustainability Indices

Investment objective

The Dow Jones Sustainability Indices (DJSI) are a family of best-in-class benchmarks for investors who have recognized that sustainable business practices are critical to generating long-term shareholder value and who wish to reflect their sustainability convictions in their investment portfolios. The family was launched in 1999 as the first global sustainability benchmark and tracks the stock performance of the world's leading companies in terms of economic, environmental and social criteria.
 
Created jointly by S&P Dow Jones Indices and RobecoSAM, the DJSI combine the experience of an established index provider with the expertise of a specialist in Sustainability Investing to select the most sustainable companies from across 60 industries.
 
The indices serve as benchmarks for investors who integrate sustainability considerations into their portfolios, and provide an effective engagement platform for investors who wish to encourage companies to improve their corporate sustainability practices.

Methodology

The DJSI World applies a transparent, rules-based component selection process based on the companies’ Total Sustainability Scores resulting from the annual RobecoSAM Corporate Sustainability Assessment (CSA). Only the top ranked companies within each industry are selected for inclusion in the Dow Jones Sustainability Index family. No industries are excluded from this process.

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* Global Indices: Top 10%, Regional Indices: Top 20%, Country Indices: Top 30%

The composition of the DJSI is reviewed each year in September based on the Total Sustainability Scores resulting from the annual RobecoSAM CSA and is rebalanced quarterly.

Index family

The Dow Jones Sustainability Index family comprises global, regional, and country benchmarks as shown in the following list:

  • DJSI World
  • DJSI North America
  • DJSI Europe
  • DJSI Asia Pacific
  • DJSI Emerging Markets
  • DJSI Korea
  • DJSI Australia
  • DJSI Chile

For Investors who wish to limit their exposure to controversial activities, RobecoSAM and S&P Dow Jones Indices also offer the DJSI Indices with exclusion criteria such as Armaments & Firearms, Alcohol, Tobacco, Gambling and Adult Entertainment.
 
All DJSI indices are calculated in both price and total return versions and are disseminated in real time.