A composite index for sustainability assessment of health, safety and environmental performance in municipalities of megacities

•The objective is to develop an index to assess HSE sustainability performance of municipalities.•Exploratory Factor Analysis (EFA) method was adopted to determine the main factors.•The safety, HSE and environment themes are the most important in HSE sustainability performance.•The “Health-Environment” intersection theme gained the highest score in Tehran municipalities.•Tehran ranked third in HSE performance which indicates HSE sustainability are under developing.