iSTOXX^® APG World Multi-Factor Responsible SDI

The iSTOXX Global Family Owned ESG Company index tracks the performance of the largest Global stocks that are classified as family-owned by the Centre of Family Entrepreneurship and Ownership (CeFEO). Companies that are non-compliant based on the ISS-ESG Norms Based Screening assessment or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco, Thermal Coal, Gambling, Pornography, Civilian Firearms, and Military Contracting.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

The iSTOXX APG World Multi-Factor Index Family are constructed by maximizing the index exposure to a multi-factor alpha signal while satisfying a set of constraints while improving the ESG, Carbon and SDI exposures on a developed market universe.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Momentum risk-premia factor, where style factor scores are provided by Legal and General Investment Management (LGIM). The indices track the STOXX World regional indices, while ensuring tradability, diversification, and liquidity.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

The EURO iSTOXX 50 ESG+ GR Decrement 3.75% Index replicates the performance of the total return version of the EURO STOXX 50 ESG+ Index assuming a constant 3.75% performance deduction per annum. The performance deduction accrues constantly on a daily basis (using an Actual/365 Fixed day count convention). Consequently due to the percentage of performance deduction the EURO iSTOXX 50 ESG+ GR Decrement 3.75% Index underperforms the EURO STOXX 50 ESG+ Index.

Index Guides, Benchmark statement, and other reports are available under the Data tab.

The iSTOXX US ESG 100 Index aims to replicate an investment in the largest 100 companies of the STOXX USA Large 300 that are in top 50% stocks in terms of ESG Risk Rating. Only companies passing standardized ESG exclusion screens such as Global Standards Screening, Controversy Rating, ESG Risk Rating, Controversial Weapons, involvement in Tobacco, Thermal Coal, Unconventional Oil & Gas, Small Arms and Military Weapons are eligible for inclusion.

 

Index Guides, Benchmark statement, and other reports are available under the Data tab.