STOXX^® North America Ex Tobacco Industry Neutral ESG 150

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

STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.

STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.

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

The STOXX® Regional Excluding Tobacco Industry Neutral ESG indices track the performance of the leading companies (excluding tobacco companies) with regard to Environmental, Social and Governance criteria, based on ESG indicators as provided by Sustainalytics.

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