STOXX^® North America Ex Tobacco Industry Neutral ESG 200

The iSTOXX MUTB Global Paris Aligned Index is designed to help investors shift towards a low-carbon economy. They are based on liquid securities selection form its parent index, STOXX Global 1800. Companies identified as non-compliant according to their Global Standards Screening (GSS) assessment or that are involved in Very Severe ESG Controversies or Controversial Weapons or Tobacco Production, are not eligible for selection. Securities that generate revenues above a certain threshold from coal, oil and gas exploration or processing activities, or from fossil fuel-based power generation are not considered for selection. Furthermore, companies that ISS ESG assesses to have Significant Obstruction in the UN SDGs 12,13,14 and 15 are excluded from the selection universe. The weighing process follows an optimization model that minimizes its exposure to a risk score consisting of four sustainable terms subject to constraints.

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

The STOXX Climate Awareness Ex UN Global Compact Principles  Controversial Weapons & Tobacco indices will include companies with a CDP Performance Band A to C- (pre-2016 Performance Band A to C). 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.  Band C and C- identifies companies who have looked at implications of climate change for, and on, their business and recognizes a high level, contextual knowledge of environmental 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.