STOXX^® Europe Sustainability

The STOXX ESG Broad Market Indices track the performance of a selection of STOXX indices after a set of compliance, involvement and ESG performance screens are applied.

Companies that are non-compliant based on the ISS ESG's Norms-based screening or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Tobacco Production, Small Arms, Military Contracting, ESG Controversies, coal, oil, gas and energy production, aligned with the EU Paris Aligned Benchmarks (PAB) exclusions. The remaining securities are ranked in descending order of their ISS ESG scores within each of the 11 ICB Industry groups. The STOXX ESG Broad Market Indices select the top-ranking securities in each of the ICB Industries until the number of selected securities reaches 80% of the number of securities in the underlying index.

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

The ECPI Global Livestock GD Index selects companies best placed to benefit from the global increase in food consumption originating from animals.

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

The ECPI EMU Governance Government Bond 1-3Y Index selects bonds in the ECPI Global Developed Governance Government Bond Index issued by EMU country members with maturity of 1 to 3 years which are eligible investments according to ECPI Government Governance Rating Methodology.

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