iSTOXX^® APG Emerging Markets Responsible

The iSTOXX Transatlantic ESG 100 Index is a composite index obtained by rebalancing the iSTOXX Global ESG Eurozone Leg 50, the iSTOXX Global ESG US Leg 50 indices respectively to 45%, 55% on a daily basis.

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 Volatility 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 Europe ESG Select 30 Index uses all the European stocks from the STOXX Global ESG Leaders Index as an underlying. The index consists of three subindices which roll into the STOXX Global ESG Leaders index. The three subindices are: STOXX® Global ESG Environment Leaders, STOXX® Global ESG Social Leaders and STOXX® Global ESG Governance Leaders Indices.

The STOXX Global ESG Leaders index provides access to the leading global companies in terms of environmental, social and governance criteria, using a bottom-up selection approach based on ESG Risk Ratings provided by Sustainalytics. Companies that are non-compliant based on the Sustainalytics’ Global Standards Screening assessment or are involved in controversial weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in tobacco production and distribution, thermal coal extraction and power generation, small arms manufacturing, military contracting, unconventional oil and gas exploration and production, and ESG Controversies.

Using this ESG index as an underlying, European stocks with the lowest volatility and the highest dividends are selected.

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

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Quality risk-premia factor, where style factor scores are provided by Legal and General Investment Management (LGIM). 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 STOXX Global ESG Governance Leaders Select 30 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Global ESG Governance Leaders Index.

The component selection process first excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 30 stocks with the highest 12-month historical dividend yields are selected to be included in the index. The percentage of exclusion/inclusion at each step is the same.

Those constituents are weighted according to the inverse of their volatility, with a cap at 10%. The indices are reviewed quarterly.

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