iSTOXX^® Transatlantic ESG 100

The iSTOXX L&G Single-Factor indices are designed to provide exposure to Value 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 STOXX Europe Sustainability 40 Index offers a consistent, flexible and investable blue-chip representation of the largest European sustainability leaders, i.e. the European top leaders in terms of long-term environmental, social and governance criteria. Compared to other equity indices, the STOXX Europe Sustainability 40 Index is weighted according to sustainability scores.
Based on the broad STOXX Europe Sustainability Index, the STOXX Europe Sustainability 40 Index covers 40 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 iSTOXX® Global ESG Select 100 Index uses the STOXX Global ESG Leaders Index as an underlying. The index consists of three subindices which roll into the STOXX Global ESG Leaders index. The three subindices are: STOXX® Global ESG Environment Leaders, STOXX® Global ESG Social Leaders and STOXX® Global ESG Governance Leaders Indices.

The STOXX Global ESG Leaders index provides access to the leading global companies in terms of environmental, social and governance criteria, using a bottom-up selection approach based on ESG Risk Ratings provided by Sustainalytics. Companies that are non-compliant based on the Sustainalytics’ Global Standards Screening assessment or are involved in controversial weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in tobacco production and distribution, thermal coal extraction and power generation, small arms manufacturing, military contracting, unconventional oil and gas exploration and production, and ESG Controversies.

Using this ESG index as an underlying, stocks with the lowest volatility and the highest dividends are selected.

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

The objective of the STOXX Willis Tower Watson USA 500 Climate Transition Indices is to align a broad based equity index, from a valuation and financial perspective, with a global economic transition that would limit greenhouse gas concentrations to levels consistent with United Nations objectives for global temperature rises. The index relies on Climate Transition Value at Risk (CTVaR) metrics from Willis Towers Watson, and incorporates screens for Global Standards Screening, Controversial Weapons, Thermal Coal and Oil Sands.

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