iSTOXX^® L&G North America Multi-Factor ESG

The STOXX ESG-X Select Dividend indices are derived from the STOXX ESG-X indices and select stocks which represent the highest-yielding stocks relative to their home markets in the respective benchmark index. The STOXX ESG-X Index Family applies standardized ESG exclusion screens for Global Standard Screening, Controversial Weapons, Thermal Coal and Tobacco Producers, with the aim of taking responsible investment criteria into account.

 

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

The STOXX SRI (Socially Responsible Investing) Indices, track the performance of a selection of STOXX Indices after a set of emission intensity, compliance, involvement and ESG performance screens are applied.

 

Companies that rank in the highest 10% in terms of their emission intensities are not eligible for selection. Exclusion filters are applied, screening companies for compliance based on the Sustainalytics’ Global Standards Screening assessment, ESG Risk Rating and ESG Controversies and involvement in Controversial Weapons, Tobacco, Alcohol, Adult Entertainment, Gambling, Weapons, Thermal Coal, Oil & Gas and Nuclear Power. The remaining securities are ranked in descending order of their ESG scores within each of the 11 ICB Industry groups. The STOXX SRI Indices select the top-ranking securities in each of the ICB Industries until the number of selected securities reaches a third of the number of securities in the underlying index.

 

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

The iSTOXX L&G Multifactor ESG index is designed to provide regional exposures to Value, Momentum, Low Risk and Quality risk-premia factors, a greater exposure to the ESG scores provided by LGIM, while achieving sustainable carbon reduction in terms of greenhouse gas emission intensities over time. The indices track the STOXX World regional indices, while ensuring tradability, diversification, and liquidity.

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

The iSTOXX APG Emerging Markets Responsible Indices are a series of indices designed to track and quantify the impact of different ESG, Carbon and SDI constraints and tilts on a broad emerging global market cap index. The weighting of each constituent security is determined through an optimization process that is designed to minimize tracking error to the benchmark while improving the ESG, Carbon and SDI exposures.

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