ISS STOXX^® Global 1800 ESG Climbers

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 ISS STOXX US Biodiversity Index reflects the performance of the STOXX US after a set of compliance, ESG involvement screens, biodiversity screens, and overall impact on biodiversity and environmental UN Sustainable Development Goals (SDGs) objectives are applied. 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 Palm Oil, GMO Agriculture, Hazardous Pesticides, Animal Welfare, Fur Involvement, Tobacco, Thermal Coal, Unconventional Oil & Gas, Civilian Firearms, and Military Contracting. Furthermore, only companies in the top 80% rank of Potentially Disappeared Fraction of species over Enterprise Value including Cash (PDF/EVIC) scores based on ISS ESG Biodiversity Impact Assessment Tool (BIAT) as well as the top 80% rank of biodiversity related ISS ESG SDG Impact Rating aggregated score within each ICB Sector of the universe are selected. If the GHG intensity reduction is not at least 30% versus the parent index, companies will be excluded by descending order of carbon intensity until the 30% reduction is reached

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 Value 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 STOXX® Europe 600 ESG-X index is based on the STOXX® Europe 600 index, one of Europe's key benchmarks, with standardized ESG exclusion screens applied. The screens are based on the responsible policies of leading asset owners and aims to reduce reputational and idiosyncratic risks. STOXX will exclude companies that Sustainalytics considers to be non-compliant based on Global Standards Screening, are involved in Controversial Weapons, are Tobacco Producers and that either derive revenues from Thermal Coal extraction or exploration, or, have power generation capacity that utilises thermal coal. The STOXX® Europe 600 ESG-X index is suitable as underlying for mandates, passive funds, ETFs, structured products and listed derivatives, with the ambition to increase liquidity and lower the cost of trading.

In February 2019, the STOXX^® Europe 600 ESG-X Index became the underlying for Europe’s first ESG futures contracts, listed on Eurex.

Since October 21, 2019 Eurex too offers options contracts on the STOXX^® Europe 600 ESG-X Index.

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