iSTOXX^® L&G Developed World Quality-Enhanced Multifactor ESG

The iSTOXX L&G Developed World Multifactor Min-Vol ESG Blended Index is designed to capture exposure to multiple well-established equity risk premia—Quality, Value, Momentum, and Low Volatility—while integrating enhanced ESG characteristics and supporting a reduction in greenhouse gas (GHG) emissions intensity over time. The index combines two complementary strategies through a dynamic blending approach: • iSTOXX L&G Developed World Quality Enhanced Multifactor ESG, providing diversified multifactor exposure with an ESG tilt, and • iSTOXX Developed World Minimum Volatility ESG, aiming to reduce portfolio volatility while maintaining ESG considerations. At inception, the index allocates 80% to the multifactor ESG strategy and 20% to the minimum volatility ESG strategy, with weights evolving over time based on relative performance. A rebalancing mechanism ensures that allocations remain within a predefined range, resetting to the target weights if deviations exceed specified thresholds.

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

The STOXX Equity Factor Index Family are constructed by maximizing the index exposure to a multi-factor alpha signal while satisfying a set of constraints intended to closely track their parent indices.

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

The iSTOXX Ang Research Enhanced Index Family is designed to deliver enhanced exposure to well-established equity style factors while closely tracking the risk characteristics of its parent benchmark. Constituents are drawn from the STOXX US Universal Index and weighted using an optimization framework that seeks to maximize exposure to predefined factor scores—Momentum, Quality, Enhanced Value, and Cyclical Value—subject to constraints on tracking error, sector and industry exposure, liquidity, diversification, and turnover. Single factor indices focus on their respective factor, while the multi factor index applies a dynamic approach in which factor weights are adjusted over time based on model driven signals that assess market conditions, relative factor performance, and factor exposure trends to determine the combined factor allocation.

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