iSTOXX^® L&G Emerging Markets Multi-Factor ESG

The STOXX Global ESG Governance Leaders index offers a representation of the global leading companies in terms of governance criteria, based on ESG indicators provided by Sustainalytics. Together with the STOXX Global ESG Environmental Leaders and the STOXX Global ESG Social Leaders indices, the index forms the STOXX Global ESG Leaders index.

Companies that are non-compliant based on the Sustainalytics’ Global Standards Screening assessment or are involved in controversial weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in tobacco production and distribution, thermal coal extraction and power generation, small arms manufacturing, military contracting, unconventional oil and gas exploration and production, and ESG Controversies.

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

The STOXX Europe ESG Governance Leaders Select 30 EUR Index captures the performance of European stocks with low volatility and high dividends from the STOXX Global ESG Governance Leaders Index.

The component selection process first excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 30 stocks with the highest 12-month historical dividend yields are selected to be included in the index. The percentage of exclusion/inclusion at each step is the same.

Those constituents are weighted according to the inverse of their volatility, with a cap at 10%. The indices are reviewed quarterly.

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

The iSTOXX Europe 600 BDFG ESG Index components will have the components of the parent STOXX Europe 600 Index as of the review effective date excluding the stocks in the BDF Gestion exclusion lists. These are companies that do not meet BDF Gestion’s ESG and climate criteria. The exclusion lists will be provided to STOXX on the Wednesday before the second Friday of April and October.

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