Thought leadership

A new STOXX whitepaper examines the key characteristics and performance of the STOXX Minimum Variance indices, which can reduce a portfolio’s annualized volatility and drawdowns during market sell-offs, enhancing long-term returns.

The ability of minimum volatility indices to protect portfolios against major pullbacks and deliver stable returns gains relevance during market downturns.

A recent webinar from Legal & General (L&G) and STOXX explored the latest in factor index design, with experts debating multifactor strategies, long-term outperformance, risk control objectives, and the integration of sustainability considerations.

As the main gauge for Eurozone equity volatility enters its third decade of existence, we asked experts at Eurex and STOXX what the index represents in the current trading environment.

The Director for EMEA Equity Factor Product Strategy at BlackRock discusses in this article how a balanced multifactor portfolio with risk controls in place can harness the potential upside of factors over the long term.

An ISS ESG net-zero scenario alignment assessment shows the STOXX Global Artificial Intelligence index largely overshoots the IEA’s carbon emissions budget by 2050. Yet, that is not far from the case for the broader equities market, and technology advancements may help change the situation in coming years.

Ladi Williams, Head of Thematics and Strategy Index Product Management at STOXX, talks to ETF Stream about the STOXX index suite targeting the artificial intelligence theme.

The annual event showcasing the latest developments in the listed derivatives world offered a stage to discuss equity index strategies and index-based investing. STOXX participated in several insightful panels.

The STOXX Artificial Intelligence suite currently consists of five indices and is used to capture the different aspects and development stages of the targeted theme. This paper uses the AI theme to discuss thematic investing, and explore the identification of key subthemes and construction of thematic indices.

This article examines six ESG and climate metrics of the group of stocks that have led gains in the STOXX Europe 600. It is useful to understand the dispersion within this group and that of the ‘Magnificent 7’ at the security level, and the specific risks and opportunities individual corporate performance presents, argues Hernando Cortina of ISS ESG.

This paper explores the design of the STOXX U.S. Equity Factor index and the Multifactor signal that lies at the core of the STOXX Equity Factor suite designed in collaboration with BlackRock.

A new whitepaper explores the design of the STOXX U.S. Equity Factor Index and the Multifactor signal that lies at the core of the STOXX Equity Factor suite, designed in collaboration with BlackRock.