iSTOXX^® L&G Japan Multi-Factor

The iSTOXX MUTB ex-Japan Paris Aligned Index is designed to help investors shift towards a low-carbon economy. They are based on liquid securities selection form its parent index, STOXX Global 1800 ex-Japan. Companies identified as non-compliant according to their Global Standards Screening (GSS) assessment or that are involved in Very Severe ESG Controversies or Controversial Weapons or Tobacco Production, are not eligible for selection. Securities that generate revenues above a certain threshold from coal, oil and gas exploration or processing activities, or from fossil fuel-based power generation are not considered for selection. Furthermore, companies that ISS ESG assesses to have Significant Obstruction in the UN SDGs 12,13,14 and 15 are excluded from the selection universe. The weighing process follows an optimization model that minimizes its exposure to a risk score consisting of four sustainable terms subject to constraints.

 

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 12 Eurozone countries: Austria, Belgium, Finland, France, Germany, Greece, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain.

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

The EURO iSTOXX^® Environmental 50 Equal Weight NR Decrement 5% Index replicates the perfor-mance of the EURO iSTOXX^® Environmental 50 Equal Weight Index assuming a constant 5% performance deduction per annum. The performance deduction accrues constantly on a daily basis.

 

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