ECPI Global Carbon Liquid

The STOXX Global ESG Leaders Select 50 Risk Control 10% Index aims to create a portfolio consisting of a mix of the underlying index – the STOXX^® Global ESG Leaders Select 50 EUR Index – and a risk-free money market investment (EONIA), whose risk fluctuates around a predefined level. The allocation between the two components is determined by the volatility of the underlying index as compared to the risk level targeted by the Risk Control index: the more the underlying index's volatility exceeds the threshold, the higher the allocation to the cash component.

The underlying index, the STOXX Global ESG Leaders Select 50 EUR Index, captures the performance of stocks with low volatility and high dividends from the STOXX^® Global ESG Leaders Index.

The STOXX Global ESG Leaders Select 50 Risk Control 10% Index utilizes a measure of volatility in realized terms. The allocation to the underlying index, which may be adjusted on a daily basis, is capped to 150%.

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

The iSTOXX APG Developed Real Estate -X and Responsible Indices start from a broad free float market cap weighted index (iSTOXX APG Developed Real Estate Index) and exclude companies based on various criteria such as APG Product Exclusion Flag, APG Real Estate ESG-Leader Flag, APG Real Estate Sound Governance Flag etc. Those indices incorporate these exclusions while seeking to maintain a similar profile to its parent index. The weighting of each constituent security is determined through an optimization process that is designed to minimize predicted tracking error to the parent index while controlling for subsector / country/ style factor active ex-posures, turnover, liquidity, absolute and relative issuer weights.

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

These STOXX Low Carbon indices cover benchmark indices and the blue-chip index EURO STOXX 50®. By utilizing both estimated and reported carbon intensity scores, this index family represents broad indices with a variable number of components, covering the regions Global, Europe, Eurozone, USA and Japan. These indices closely track the risk-return profile of the underlying benchmark indices while offering a reduction in carbon emissions in the overall portfolio of constituents by overweighting lower carbon emitters, while underweighting higher carbon emitters. The indices 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.