Markets working to support sustainable development

Dow Jones Sustainability Indices

The Dow Jones Sustainability Indices comprise a number of indices all focused around the same methodology covering leading companies in markets across the globe in terms of sustainability performance.

Companies are selected for inclusion into the index only after a systematic corporate sustainability assessment. The research methodology used in determining the inclusion of companies takes into account general as well as industry-specific sustainability trends and evaluates companies based on a variety of criteria including climate change strategies, energy consumption, human resources development, knowledge management, stakeholder relations and corporate governance.

The indices are based on three dimensions: economic, social and environmental. Sources of information used are company questionnaires, company documentation, media and stakeholder reports as well as other publicly available information, and personal contact with companies. There is no indication as to whether synergies between these categories have been taken into account.

Market coverage: 

The collection of indices contains the following:

  • The Dow Jones Sustainability World Index (DJSI World) - covers the leading 10% of 2,500 companies worldwide in set industry groups in terms of sustainability performance.
  • The Dow Jones Sustainability World 80 Index (DJSI World 80) - tracks the performance of the largest 80 sustainability companies worldwide selected from the broad Dow Jones Sustainable World Index. The chosen companies are weighted by their sustainability score.
  • The Dow Jones Sustainability World ex US 80 Index (DJSI World ex US 80) - tracks the performance of the largest non-US sustainable companies. The chosen companies are weighted by their sustainability score.
  • The Dow Jones Sustainability North America Index (DJSI North America) - captures the leading 20% performing companies in terms of sustainability out of the largest 600 North American companies in set industry groups.
  • The Dow Jones Sustainability US Index (DJSI US) - captures the US companies out of the Dow Jones Sustainability North America Index (DJSI North America).
  • The Dow Jones Sustainability North America 40 Index (DJSI NA 40) - tracks the performance of the largest best performing companies in North America in terms of their sustainability performance selected from the broad Dow Jones Sustainability North America Index. They are weighted by their sustainability score.
  • The Dow Jones Sustainability United States 40 Index (DJSI US 40) - tracks the performance of the largest sustainability leaders in the US selected from the broad Dow Jones Sustainability United States Index. The chosen companies are weighted by their sustainability score.
  • The Dow Jones Sustainability Europe Index (DJSI Europe) - comprises the leading companies in terms of sustainability from the Dow Jones Global Total Stock Market Index. It captures the top 20% of the biggest 600 companies in Europe in terms of sustainability.
  • The Dow Jones Sustainability Eurozone Index (DJSI Eurozone) - captures the Eurozone companies out of the Dow Jones Sustainability Europe Index.
  • The Dow Jones Sustainability Europe 40 Index (DJSI Europe 40) - tracks the performance of the largest companies in Europe which have been included in the Dow Jones Sustainability Europe Index. The 40 companies are weighted by their sustainability score.
  • The Dow Jones Sustainability Eurozone 40 Index (DJSI Eurozone 40) - tracks the performance of the largest companies in the Eurozone which have been included in the Dow Jones Sustainability Eurozone Index. The 40 companies are weighted by their sustainability score.
  • The Dow Jones Sustainability Asia Pacific (DJSI Asia Pacific) - comprises the leading companies in terms of sustainability in Asia Pacific.
  • The Dow Jones Sustainability Asia Pacific 40 (DJSI Asia Pacific 40) - tracks the performance of the largest 40 companies in the DJSI Asia Pacific Index. The 40 companies are weighted by their sustainability score.
  • The Dow Jones Sustainability Japan 40 (DJSI Japan 40) - tracks the performance of the largest Japanese companies which have been included in the DJSI Asia Pacific Index. The 40 companies are weighted by their sustainability score.
  • The Dow Jones Sustainability Korea (DJSI Korea) comprises the leading 30% of the largest 200 companies in terms of sustainability in Korea.
  • The Dow Jones Sustainability Korea 20 (DJSI Korea 20) tracks the performance of the largest 20 companies in the DJSI Korea Index. The 20 companies are weighted by their sustainability score.
  • DJSI Nordic Index - Out of the largest companies in the Nordic region by free-float market capitalization, the DJSI Nordic index tracks the top 30% with regard to sustainability.
  • DJSI World Enlarged Index - Designed to accommodate increasing investor demand for a broader sustainability benchmark. This index tracks the performance of the most sustainable 20% of companies out of the largest 2,500 companies in the Dow Jones Global Total Stock Market Index.
Background information: 

Based in Switzerland, the index was launched in 1999 by Dow Jones Indexes and Sustainable Asset Management (SAM).

Funding source: 

Privately funded by Dow Jones Indexes and Sustainable Asset Management.  Day to day costs covered by SAM Indexes GmbH.

Notable information: 

Due to use of set industry groups, organisations such as Shell can and have appeared in this index. Their inclusion does not necessarily mean sound social and environmental performance but merely better social and environmental performance than their sectoral peers in that time period. BP were removed from the index after the DeepWater Horizon event in 2010.