iSTOXX^® ADB Developed World Multi-Factor ESG

iSTOXX ADB Developed World Multi-Factor ESG is designed to deliver balanced, persistent active exposure to Value, Momentum, Quality, Size and Low Volatility, while keeping a Beta-neutral profile relative to the parent index (STOXX Developed World Universal Large Cap Index), subject to ESG exclusions and country selection.

The construction is grounded in a Multi-Factor multiplicative tilt framework that re-weights the parent free-float market-cap weights to achieve equal active exposure targets across the five style factors and a Beta-neutral profile relative to the parent index.

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