iSTOXX^® L&G Developed Europe ex UK Multi-Factor ESG

The STOXX Climate Impact Ex UN Global Compact Principles and Controversial Weapons indices will include companies with CDP Performance Bands A to B- (pre-2016 Performance Band A to B). Band A and A- includes companies that are seen as leading companies in terms of climate change: these companies are disclosing particular “actions” which mark them as leaders, as well as high scores across all other levels of the CDP Scoring matrix. Scoring requires detailed company-specific explanations. Band B & B- includes companies that “manage” climate change: companies seek evidence of climate actions implemented and requires company-specific understanding of climate change related issues. The index also exlcudes companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

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

The iSTOXX APG Emerging Markets Responsible Indices are a series of indices designed to track and quantify the impact of different ESG, Carbon and SDI constraints and tilts on a broad emerging global market cap index. The weighting of each constituent security is determined through an optimization process that is designed to minimize tracking error to the benchmark while improving the ESG, Carbon and SDI exposures.

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

STOXX Low Carbon Footprint Indices: The STOXX Low Carbon Footprint Indices are for investors who want to entirely exclude carbon exposure from their portfolios or divest from them. These indices focus on those companies that have the lowest emissions, by excluding the top seven high carbon emission supersectors (Chemicals, Utilities, Oil & Gas, Construction & Materials, Travel & Leisure, Food & Beverage and Basic Resources). Additionally, from the remaining universe the top 10% of companies in terms of highest emissions are excluded. The indices have a variable number of components., and are price weighted with a weight factor based on the free-float market cap multiplied by the corresponding Z-score carbon intensity factor of each constituent. The indices also exlcude companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

STOXX uses  ISS ESG as reliable and professional data sources for the estimated and reported data. Data considered comprise Scope 1 (All direct GHG emissions) and Scope 2 (Indirect GHG emissions from consumption of purchased electricity, heat or steam) emissions.

STOXX calculates a comprehensive family of Low Carbon Indices. Click here to see all available indices.

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

Note: Dissemination of the index is suspended.

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.