Dow Jones Sustainability Indices (DJSI)

Summary

  • Launched in 1999, the DJSI is a family of indices and was one of the first global indices to track the largest and leading sustainability-driven, publicly listed companies.
  • The DJSI has the longest-running global sustainability benchmarks worldwide.
  • The DJSI represents the top 10 per cent of the largest 2,500 companies in the S&P Global Broad Market Index based on long-term economic and ESG factors.

Index Family

The Dow Jones Sustainability Index family comprises global, regional, and country benchmarks:

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

DJSI indices can also be filtered to exclude organisations with links to controversial activities. Therefore, exclusion criteria include alcohol, tobacco, gambling and adult entertainment.

All DJSI indices are calculated in both price and total return versions and are disseminated in real time.

Objectives

  1. To measure the global stock market performance of the leading sustainable companies in all sectors of every market.
  2. To provide information to investors interested in the long-term sustainability of a company, specific to the industry it is in.

Methodology

SAM, a business unit of S&P Global, invites 5,000 companies (up to 3,600 companies from the DJSI and 1,400 from the S&P ESG Index series) to complete a corporate sustainability assessment questionnaire. The responses are collected and entered into a database of financially material sustainability information. The top 2,500 are authorised for inclusion in the DJSI World Index and the rest qualify for inclusion in the regional indices.

A company’s sustainability performance is awarded a score of between zero and 100 by the index committee. The highest-performing 250 companies across all industries are what makes the DJSI World Index.