iSTOXX^® L&G Developed Asia Pacific ex Japan Value

The STOXX Global Climate Change Leaders Index is based on the CDP “A list” database, previously known as the Climate Performance Leadership list. This unique index concept includes carbon leaders who are publicly committed to reducing their carbon footprint. CDP’s “A List” was originally produced at the request of 767 investors who represent more than a third of the world’s invested capital. STOXX Climate Change Leaders Index is the first ever that tracks the CDP “A List” available to market participants, offering a fully transparent and tailored solution to address long-term climate risks, while participating in the sustainable growth of a low-carbon economy. The index is price weighted with a weight factor based on the free-float market cap multiplied by the corresponding Z-score carbon intensity factor of each constituent. Components with lower carbon intensities are overweighted, while those with higher carbon emission are underweighted. The indices also exlcude companies violating international norms, are involved with controversial weapons, tobacco, thermal coal, civilian firearms, military equipment, and unconventional oil and gas.

Learn more about our Low Carbon Indices here.

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

The iSTOXX Canada 240 BDFG ESG Index components will have the components of the parent STOXX France Total Market Indexas of the review effective date excluding the stocks in the BDF Gestion exclusion lists. These are companies that do not meet BDF Gestion’s ESG and climate criteria. The exclusion lists will be provided to STOXX on the Wednesday before the second Friday of April and October.

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 Quality 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 iSTOXX APG World Multi-Factor Index Family are constructed by maximizing the index exposure to a multi-factor alpha signal while satisfying a set of constraints while improving the ESG and Carbon exposures on a developed market universe.

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