Solutions

Strategy indices

STOXX Strategy indices provide sophisticated and transparent solutions to target risk and returns from equity markets

Our strategy indices push the envelope in innovation; all while adhering to rules-based and transparent methodologies. To help our clients meet their multiple investment objectives, we combine leading optimization and risk analytics capabilities with innovative index construction.

Strategy index categories

Currency Hedged

STOXX offers monthly and daily currency hedged indices, typically available in the following versions: AUD, CHF, EUR, GBP, JPY and USD.

Decrement

Decrement indices replicate the performance of their underlying index, assuming a constant deduction per annum. The performance deduction accrues constantly on a daily basis.

Leveraged

Leverage indices are linked to the changes in the underlying index, applying a leverage factor to movements in the underlying index.

Low Risk Weighted

These indices select and weight companies from their respective parent indices with a weighting factor based on the inverse of the 12-month volatility with a component capping.

Minimum Variance

Minimum Variance indices are derived from parent indices with a weighting that applies a minimum variance optimization.

Risk Control

Risk Control indices apply a target volatility concept.

Select

Select indices measure the performance of stocks with low volatility and high dividend yield.

Select Diversification

Select Diversification indices measure the performance of stocks with low correlation, low volatility and high dividend yield.

Sharpe Ratio

These indices include stocks from the respective parent indices that have the highest Sharpe ratios while excluding those with low dividend yields and low liquidity.

Short

Short indices are linked inversely to the changes in the underlying index, applying a negative leverage factor to movements in the underlying index.

Volatility

Volatility indices, including the EURO STOXX 50 Volatility Index (VSTOXX), measure implied volatility derived from option values.

Key benefits

Powerful solutions

The combination of superior index construction expertise with leading risk model and optimization tools allows for the creation of powerful and creative indices

Transparency

Index calculation and changes to the index composition follow publicly available transparent rules

Experience

Over 30 years of experience in developing liquid, rules-based indices to meet a wide range of investment goals

Customer-driven innovation

We partner with our clients throughout every step of the process to co-design index solutions that are both accessible and efficient

Key strategy indices

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Related news & research

Index reviews

Dec 19

Unscheduled component changes in DAX, MDAX and SDAX (December 19, 2024)

STOXX Ltd. today announced an unscheduled change to the DAX, MDAX and SDAX indices.

Portfolio Risk Management

Dec 11

Europe’s ‘GRANOLAS’ stocks: A sustainability and climate perspective

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.

Thematic Investing

Dec 10

BlackRock and STOXX combine on BlackRock’s launch of new ETFs tracking artificial intelligence thematic indices

STOXX Ltd., part of the ISS STOXX group of companies and a leading provider of benchmark and custom index solutions to global institutional investors, today announced its expanding collaboration with BlackRock, with BlackRock’s launch of two iShares ETFs tracking the STOXX Global AI Infrastructure and STOXX Global AI Adopters and Applications thematic indices.