iSTOXX^® APG World Multi-Factor Responsible SDI

With the Dividend Points (DVP), STOXX Ltd. provides additional data linked to STOXX indices as an underlying for derivative products. It provides pure dividend data of the respective indices and increases the investors ability to focus on the fundamentals that determine equity values. The indices track gross cumulative cash dividends (i.e. the sum of the individual cash dividends) that are announced and paid by the constituents of the respective indices during the annual period. The STOXX Dividend Points (DVP) enables investors to hedge short selling and the possible resulting dividend impact.

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

The STOXX Climate Awareness Ex UN Global Compact Principles and Controversial Weapons 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 STOXX SRI (Socially Responsible Investing) Indices, track the performance of a selection of STOXX Indices after a set of emission intensity, compliance, involvement and ESG performance screens are applied.

Companies that rank in the highest 10% in terms of their emission intensities are not eligible for selection. Companies that are non-compliant based on ISS ESG's Norms-based screening, ESG scores and ESG Controversies, or are involved in Controversial Weapons are not eligible for selection. Exclusion filters are applied, screening companies for compliance based on Tobacco, Alcohol, Adult Entertainment, Gambling, Weapons, Nuclear Power, Coal, Oil & Gas and Energy production. The remaining securities are ranked in descending order of their ESG scores within each of the 11 ICB Industry groups. The STOXX SRI Indices select the top-ranking securities in each of the ICB Industries until the number of selected securities reaches a third of the number of securities in the underlying index.

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