iSTOXX^® APG World Multi-Factor Responsible Low-Carbon

The STOXX Europe ESG Leaders Select 30 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX Global ESG Leaders Index.

The component selection process first excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 30 stocks with the highest 12-month historical dividend yields are selected to be included in the index. The percentage of exclusion/inclusion at each step is the same.

Those constituents are weighted according to the inverse of their volatility, with a cap at 10%. The indices are reviewed quarterly.

In October 2019, the STOXX^® Europe ESG Leaders Select 30 EUR Index became the underlying for one of Europe’s first ESG futures contracts, listed on Eurex.

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

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Momentum risk-premia factor, where style factor scores are provided by Legal and General Investment Management (LGIM). The indices track the STOXX World regional indices, while ensuring tradability, diversification, and liquidity.

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

The EURO iSTOXX 50 ESG NR Decrement 4% Index replicates the performance of the net return version of the EURO STOXX 50 ESG Index assuming a constant 4% performance deduction per annum. The performance deduction accrues constantly on a daily basis (using an Actual/365 Fixed day count convention). Consequently, due to the percentage of performance deduction, the EURO iSTOXX 50 ESG NR Decrement 4% Index underperforms the EURO STOXX 50 ESG Net Return Index.

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