Whitepapers

This report, in partnership with ETF Stream, explores the macro and policy forces driving this momentum, the evolution of the DAX index family and how index innovation is helping investors express nuanced views across Germany’s growth story.

In this Perspectives report, we weigh the military sales exposures of a European defense portfolio, and examine its alignment with current sustainability regulations.

Timing the market is difficult, but how can we measure the degree of difficulty? A new STOXX whitepaper explores a metric — the ‘tail-implied volatility (TIV) spread’ — that can help investors understand the risk of anticipating market trends for different portfolios.

In this whitepaper, Hamish Seegopaul, Global Head of Index Product Innovation at STOXX, introduces a new metric — the tail-implied volatility (TIV) spread — to complement volatility, and help investors compare investments from the standpoint of timing risk.

So-called buffer ETFs offer investors exposure to the market’s ups and downs, with limits on both directions — hence providing potential gains and protection. A new STOXX whitepaper explores the relative performance of a hypothetical European buffer index over the short and long term to assess its benefits and drawbacks.

A new STOXX whitepaper explores the relative performance behind a hypothetical European buffer index to assess its benefits and drawbacks. Using the EURO STOXX 50® benchmark as an underlying asset, the study analyzes the types of market drawdowns in which buffer strategies can perform the best, and how that performance evolves over the longer term.

In this Perspectives report, we look at alternative indicators that can diagnose a company’s position toward certain processes that regulate Earth’s systems. We then run the STOXX® Europe 600 index through some of those metrics to better understand the standing of European companies on such aspects.

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.

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.

With five thematic indices targeting the Artificial Intelligence theme, STOXX offers issuers and investors flexible opportunities to harness the entire value chain around the technology. A new whitepaper explores the construction of the indices through a life-cycle thematic framework.

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.