Indices

iSTOXX^® Transatlantic ESG 100

Summary

The iSTOXX Transatlantic ESG 100 Index is a composite index obtained by rebalancing the iSTOXX Global ESG Eurozone Leg 50, the iSTOXX Global ESG US Leg 50 indices respectively to 45%, 55% on a daily basis.

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

Details

EUR (Net Return)
EUR (Gross Return)
EUR (Price Return)

Symbol

IXTAE1P

Calculation

Realtime

Dissemination Period

09:00-22:30 CET

ISIN

CH1213357945

Bloomberg

IXTAE1P INDEX

Last Value

5,280.32 +43.88 (+0.84%)

As of 03:20 pm CET

Week to Week Change

-0.05%

52 Week Change

17.32%

Year to Date Change

8.43%

Daily Low

5257.71

Daily High

5280.77

52 Week Low

4421.27 — 27 Mar 2026

52 Week High

5330.99 — 6 Jul 2026

Data

Index Guide
BMR Statement
ESG Report

Index Updates
Dissemination
Methodology
Systems & IT

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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.

iSTOXX^® L&G Developed Europe ex UK Momentum - EUR (Net Return)

€612.11

-10.45

1Y Return

19.56%

1Y Volatility

0.15%

STOXX single and multi-factor indices aim to harvest the risk premia of several academically validated style factors – Value, Momentum, Quality, Size and Low Risk. At the same time the rules ensure tradability and diversification as well as limit untargeted systematic exposures.

STOXX uses Axioma's risk model and optimizer to construct the factor indices. The STOXX ESG-X single and multi-factor indices are based on the respective STOXX ESG-X country or regional benchmark indices.

This index applies screens in alignment with the ESMA guidelines on funds’ names using ESG or sustainability-related terms, which include controversial weapons, Tobacco, Coal (>1%), Oil fuels (>10%), Gaseous fuels (>50%/ Power generation), UNGC principles / OECD guidelines.Per the ESMA guidelines on funds’ names using ESG or sustainability-related terms, this index meets an 80% threshold linked to the proportion of investments used to meet environmental or social characteristic or sustainable investment objectives in accordance with the binding elements of the investment strategy.

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

STOXX^® USA 500 ESG-X Ax Size - EUR (Price Return)

€590.5

-4.58

1Y Return

28.87%

1Y Volatility

0.15%

The ECPI Global Developed ESG HY Corporate Bond Index selects non-investment grade ('BB' to 'B') global corporate bond issues denominated in major currencies which have a positive ESG rating according to ECPI ESG Rating Methodology.

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

ECPI Global Developed ESG HY Corporate Bond - EUR (Gross Return)

€1749.7037

-1.19

1Y Return

6.34%

1Y Volatility

0.04%

The DAX ESG Target Index provides investors with a sustainable version of the iconic DAX Index. It aims to reflect the risk and return characteristics of the original DAX Index while applying ESG screens, integrating ESG scores and reducing carbon intensity by at least 30%.

The index can help investors to navigate towards more sustainable German equity portfolios. The proprietary index optimization process maximizes the index’ ESG score and reduces carbon intensity.

The DAX ESG Target Index has an ex-ante (target) tracking error versus the DAX of < 1.5%, therefore it offers a similar risk/return profile to the flagship benchmark. It has the same number of constituents as the DAX.

The Methodology Focuses on Maximizing ESG Scores and Reducing Carbon Intensity. Index construction starts with the DAX Index and excludes companies with unfavorable ESG scores. The screening is based on Sustainalytics’ Global Standard Screening and product involvement screening for Controversial Weapons, Nuclear Power, Thermal Coal, Military Contracting, Tobacco Production, Small Arms and Oil Sands.

In the next step – the universe of the HDAX, comprised of all companies included in the DAX, MDAX and TecDAX – is taken, to replace the excluded companies to complete the number of 40 index constituents (30 up to September 20, 2021). This is achieved by ranking the screened HDAX companies in terms of free-float market capitalization and ESG score. The component weights are derived through an optimization process with the goal of maximizing the portfolio ESG Score, meeting tracking error constraints (ex-ante tracking error versus DAX < 1.5%) and carbon reduction goals. Securities are capped at 10% on a component level.

This index also commits to a minimum percentage of sustainable investment thresholds based on ISS ESG data.

The DAX ESG Target is designed to serve as an underlying for derivatives, structured products and exchange-traded funds.

For a description of the selection methodology and the review calendar, please click here.

DAX ESG Target Product Sheet

Blog: BlackRock’s Sperandeo: How We Engage with Qontigo to Help Investors Prepare their Portfolios for a Net-Zero World

Press Release: DAX ESG Target Index selected as underlying index for a new iShares ETF

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

DAX ESG Target - USD (Net Return)

$3149.45

-7.53

1Y Return

4.06%

1Y Volatility

0.19%

The EURO iSTOXX® 50 ESG Focus GR Decrement 5% Index replicates the performance of the gross return version of the EURO iSTOXX® 50 ESG Focus Index assuming a constant 5% perfor-mance deduction per annum. The performance deduction accrues constantly on a daily basis.

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

EURO iSTOXX^® 50 ESG Focus GR Decrement 5% - EUR (Price Return)

€207.53

-0.48

1Y Return

9.79%

1Y Volatility

0.15%

iSTOXX® Transatlantic ESG 100

Summary

Details

Featured indices

iSTOXX^® Transatlantic ESG 100