New family of 48 indices combines proprietary sustainability-integrated factor research from Osmosis with the breadth of STOXX Investable Market Indices
ZUG, Switzerland, October 1, 2026 – STOXX Ltd., part of the ISS STOXX group of companies, and Osmosis Investment Management (“Osmosis”) today announced the launch of the iSTOXX Osmosis Multi Factor Transition Indices, a new family of 48 indices designed to bring factor investing into line with a changing economy and today’s markets.
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The new iSTOXX Osmosis Multi Factor Transition Indices combine nearly two decades of Osmosis’ proprietary investment research with STOXX’s global index capabilities, offering investors access to a broad range of systematic equity exposures through a transparent and scalable index framework built on STOXX Investable Market Indices. The suite includes single-factor, multi-factor and sustainability-integrated indices designed for institutional investors seeking a more relevant approach to factor allocation.
As investors seek portfolio solutions that reflect evolving business models, changing sources of corporate value creation and the growing financial relevance of sustainability-related risks and opportunities, the iSTOXX Osmosis Multi Factor Transition Indices offer a differentiated approach. Rather than applying sustainability considerations as an additional screen or overlay, the framework integrates sustainability directly into the underlying investment methodology from the outset.
Osmosis’ proprietary Resource Efficiency signal is integrated directly into portfolio construction, alongside updated definitions of established investment factors.
The framework was developed by Osmosis’ quantitative investment team, expanded last year under CIO Dr Fadi Zaher to deepen the firm’s expertise in factor investing and index design.
The framework’s premise is that traditional factor definitions can be updated to better reflect today’s corporate business models while recognising the growing financial relevance of sustainability-related risks and opportunities.
Accordingly, the methodology redefines established investment factors to capture evolving sources of corporate value creation and risk. Value incorporates R&D and intangible investment; Quality focuses on durable profitability and the quality of earnings; Momentum is assessed through a risk-managed lens; and Low Volatility focuses on downside risk.
The Resource Efficiency signal assesses how efficiently companies generate economic value relative to their use of carbon, water and waste. Osmosis research shows that more Resource Efficient companies have, on average, higher future firm value, higher gross profits, higher free cash flow, and lower leverage.
The suite allows individual factor exposures to be accessed independently or combined into broader multi-factor strategies.
Axel Lomholt, General Manager at STOXX, said:
“We are delighted to collaborate with Osmosis to bring its proprietary factor and sustainability research into the iSTOXX framework. Together we have created a broad and flexible index family built on STOXX Investable Market Indices, that translates this research into a practical range of solutions for institutional investors.”
Dr Fadi Zaher, Chief Investment Officer at Osmosis, said:
“The foundations of factor investing were established decades ago. We believe the next generation needs to reflect how companies create value today, while recognising the growing financial importance of sustainability-related risks and opportunities.”
The launch further expands STOXX’s range of custom and rules-based index solutions and demonstrates how STOXX Investable Market Indices can support innovative index strategies tailored to the evolving needs of institutional investors.
About STOXX
STOXX® and DAX® indices comprise a global and comprehensive family of more than 20,000 strictly rules-based and transparent indices. Best known for the leading European equity indices EURO STOXX 50®, STOXX® Europe 600 and DAX®, the portfolio of index solutions consists of total market, benchmark, blue-chip, sustainability, thematic and factor-based indices covering a complete set of world, regional and country markets. STOXX and DAX indices are licensed to more than 550 companies around the world for benchmarking purposes and as underlyings for ETFs, futures and options, structured products, and passively managed investment funds. STOXX Ltd., part of the ISS STOXX group of companies, is the administrator of the STOXX and DAX indices under the European Benchmark Regulation. stoxx.com
About Osmosis Investment Management
Founded in 2009, Osmosis Investment Management is a sustainable cross-asset investment manager specialising in systematic equities and active fixed income. Through proprietary research, advanced analytics, and deep environmental insight Osmosis develops investment solutions designed to help clients navigate the environmental, economic and societal changes reshaping the global economy. Osmosis remains majority employee-controlled. Its shareholders include the Oxford Endowment Fund, Amova Asset Management and Capricorn Investment Group, alongside its employees and directors. www.osmosisim.com
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