iSTOXX^® APG World Multi-Factor -A

The STOXX Future Water ESG Index is designed to capture the performance of companies with involvement in the water sector, including water utilities, firms engaged in water treatment and related technologies, as well as those developing equipment and infrastructure essential to water management. STOXX uses a detailed breakdown of companies´ revenues and their patent data to identify companies that have a significant revenue or innovation exposure to the theme. Revenue breakdown utilizes FactSet RBICS and patent data is sourced from EconSight. The index incorporates ESG considerations by applying exclusionary screens on: Norms Based Screening, Human Rights controversy, Environmental Protection controversy, Controversial Weapons, Product Involvement, emissions intensity and energy consumption intensity, ESG rating and SDG 6 Impact Rating.

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

The STOXX Europe Sustainability Index offers a consistent, flexible and investable representation of the largest European sustainability leaders, i.e. the European top leaders in terms of environmental, social and governance criteria. With a variable number of components, the STOXX Europe Sustainability Index covers stocks from 17 European countries: Austria, Belgium, Denmark, Finland, France, Germany, Ireland, Italy, Luxembourg, the Netherlands, Norway, Poland, Portugal, Spain, Sweden, Switzerland and the United Kingdom.

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

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 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.