STOXX^® Global 1800 ESG-X Ax Size

The ISS STOXX Europe 600 ESG Climbers Index select securities from the STOXX Europe 600 universe that consistently improve their ESG performance with standardized ESG exclusion screens applied for ISS ESG Norms Based Screening assessment a set of definitions for Controversial Weapons Tobacco Thermal Coal Unconventional Oil & Gas Civilian Firearms and Military Equipment. The objective is to select such companies that are on trajectory to become ESG leaders in the future based on whether their ISS ESG Corporate Ratings Overall Numeric Scores have improved at least 5 times over the past 5 years in case of new constituents and 3 times in case of existing constituents. The methodology also removes securities whose issuers are poor ESG performers where their ISS ESG Corporate Ratings Overall Numeric Score is lower than 1.75. Securities whose issuers do not receive ESG Rating as of the effective review are also excluded.

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

The EURO STOXX 50 ESG Index reflects the EURO STOXX 50 Index with standardized ESG exclusion screens applied for Global Standards Screening, Controversial Weapons, Small Arms, Military Contracting, Thermal Coal, Unconventional Oil & Gas, ESG Controversies, ESG Risk, and Tobacco. Furthermore, companies with the lowest ESG scores are excluded until a total of 20% (based on number of holdings) of the initial EURO STOXX 50 components are excluded. Each exclusion is replaced by a EURO STOXX company with a higher ESG score from the same ICB Supersector as the excluded company.

The index is free float market capitalization weighted with cap factors imposed on the index components such that the index achieves an overall ESG score that exceeds that of the EURO STOXX 50 Index excluding its worst 20% ESG scorers.

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

The iSTOXX Global ESG Composite 150 GR Decrement 50 JPY index aims to replicate an investment in the Gross Return version of the iSTOXX Global ESG Composite 150 Index, to which a fixed decrement of 50 index points per annum is applied (using an Actual/365 Fixed day count convention).

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

The STOXX Benchmark ESG-X Indices are based on a selection of STOXX Benchmark Indices and apply standardized ESG exclusion screens. The screens are based on the responsible policies of leading asset owners and aim to reduce reputational and idiosyncratic risks.  

STOXX excludes companies that Sustainalytics considers to be non-compliant with its Global Standards Screening, that are involved in controversial weapons or severe controversies, are tobacco producers, or that either derive revenues from thermal coal ext have power generation capacity that utilizes thermal coal.  

STOXX Benchmark ESG-X Indices are suitable as underlying indices for mandates, passive funds, ETFs, structured products and listed derivatives, with the ambition to increase liquidity and lower the cost of trading.

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 Low Volatility 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.