iSTOXX^® L&G Japan Multi-Factor

The STOXX ESG Broad Market Indices track the performance of a selection of STOXX indices after a set of compliance, involvement and ESG performance screens are applied.

Companies that are non-compliant based on the ISS ESG's Norms-based screening or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco Production, Small Arms, Military Contracting, ESG Controversies, coal, oil, gas and energy production, aligned with the EU Paris Aligned Benchmarks (PAB) exclusions. The remaining securities are ranked in descending order of their ISS ESG scores within each of the 11 ICB Industry groups. The STOXX ESG Broad Market Indices select the top-ranking securities in each of the ICB Industries until the number of selected securities reaches 80% of the number of securities in the underlying index.

Index Guides, Benchmark statement, and other reports are available under the Data tab. 

The STOXX® Europe 600 ESG-X index is based on the STOXX® Europe 600 index, one of Europe's key benchmarks, with standardized ESG exclusion screens applied. The screens are based on the responsible policies of leading asset owners and aims to reduce reputational and idiosyncratic risks. STOXX will exclude companies that ISS ESG considers to be non-compliant based on Norms-based research, are involved in Controversial Weapons, are Tobacco Producers and that either derive revenues from Thermal Coal extraction or exploration, or, have power generation capacity that utilises thermal coal. The STOXX® Europe 600 ESG-X index is suitable as underlying for mandates, passive funds, ETFs, structured products and listed derivatives, with the ambition to increase liquidity and lower the cost of trading.

In February 2019, the STOXX^® Europe 600 ESG-X Index became the underlying for Europe’s first ESG futures contracts, listed on Eurex.

Since October 21, 2019 Eurex too offers options contracts on the STOXX^® Europe 600 ESG-X Index.

This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines. Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

The EURO STOXX Sustainability Index offers a consistent, flexible and investable representation of the largest sustainability leaders in the Eurozone, i.e. the Eurozone leaders in terms of long-term environmental, social and governance criteria. With a variable number of components, the EURO STOXX Sustainability Index covers stocks from 11 Eurozone countries: Austria, Belgium, Finland, France, Germany, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

The iSTOXX Transatlantic ESG 100 GR Decrement 50 Index replicates the performance of the gross return version of the iSTOXX Transatlantic ESG 100 Index with a constant dividend markdown expressed in index points. This is subtracted on an accrued basis and as a result the decrement index will underperform compared to the underlying index.

Index Guides, Benchmark statement, and other reports are available under the Data tab.