iSTOXX^® L&G Emerging Markets Quality

The ISS STOXX US Biodiversity Index reflects the performance of the STOXX US after a set of compliance, ESG involvement screens, biodiversity screens, and overall impact on biodiversity and environmental UN Sustainable Development Goals (SDGs) objectives are applied. Companies that are non-compliant based on the ISS ESG Norms Based Screening assessment or are involved in Controversial Weapons are not eligible for selection. Additional exclusion filters are applied, screening companies for involvement in Palm Oil, GMO Agriculture, Hazardous Pesticides, Animal Welfare, Fur Involvement, Tobacco, Thermal Coal, Unconventional Oil & Gas, Civilian Firearms, and Military Contracting. Furthermore, only companies in the top 80% rank of Potentially Disappeared Fraction of species over Enterprise Value including Cash (PDF/EVIC) scores based on ISS ESG Biodiversity Impact Assessment Tool (BIAT) as well as the top 80% rank of biodiversity related ISS ESG SDG Impact Rating aggregated score within each ICB Sector of the universe are selected. If the GHG intensity reduction is not at least 30% versus the parent index, companies will be excluded by descending order of carbon intensity until the 30% reduction is reached

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

The EURO STOXX Sustainability Index ex AGTAF offers a consistent, flexible and investable representation of the largest sustainability leaders in the Eurozone, excluding companies which generate revenues from alcohol, gambling, tobacco, armaments and firearms. With a variable number of components, the EURO STOXX Sustainability Index ex AGTAF covers stocks from 11 Eurozone countries: Austria, Belgium, Finland, France, Germany, Ireland, Italy, Luxembourg, the Netherlands, Portugal and Spain.

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

The iSTOXX L&G Multifactor ESG index is designed to provide regional exposures to Value, Momentum, Low Volatility and Quality risk-premia factors, a greater exposure to the ESG scores provided by LGIM, while achieving sustainable carbon reduction in terms of greenhouse gas emission intensities over time. 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 iSTOXX US ESG 100 Decrement 50 Index replicates the performance of the iSTOXX US ESG 100 Index assuming a constant dividend markdown expressed in index points. The performance deduction accrues constantly on a daily basis. Consequently, due to the performance deduction, the iSTOXX US ESG 100 Decrement 50 Index underperforms the iSTOXX US ESG 100.

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

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