The goal of many investors is to improve the sustainability profile of their portfolios without straying too much from a market-cap weighted benchmark. In other words, they want to maximize their ‘green’ exposure while limiting active risk.
Our analysis shows how an optimized sustainability index can decrease active risk and free up more of the risk budget to be allocated to the desired sustainability metric(s), making the resulting portfolio a suitable replacement for a traditional benchmark.
Do you want to stay up to date?
Receive valuable insights, news, and event invitations as soon as they are published.
SubscribeRelated Insights
Blog Posts
Video: Upcoming elections and market volatility. What is the VSTOXX index telling us?
Read more![Video: Upcoming elections and market volatility. What is the VSTOXX index telling us?](https://stoxx.com/wp-content/themes/qontigo/assets/images/placeholders/cards/card-bg-3.png)
Whitepapers
What’s in a sustainability fund name? In Europe, increasing rigor
Download![What’s in a sustainability fund name? In Europe, increasing rigor](https://stoxx.com/wp-content/themes/qontigo/assets/images/placeholders/cards/card-bg-4.png)
Blog Posts
ISS STOXX indices use comprehensive framework to help investors address biodiversity challenges
Read more![ISS STOXX indices use comprehensive framework to help investors address biodiversity challenges](https://stoxx.com/wp-content/themes/qontigo/assets/images/placeholders/cards/card-bg-5.png)