STOXX^® Willis Towers Watson Europe 600 Climate Transition

The STOXX Europe Sustainability Index offers a consistent, flexible and investable representation of the largest European sustainability leaders, i.e. the European top leaders in terms of environmental, social and governance criteria. With a variable number of components, the STOXX Europe Sustainability Index covers 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 STOXX Benchmark ESG-X ex Nuclear Power Indices are based on a selection of STOXX Benchmark ESG-X Indices and apply additional Nuclear Power screens. The screens are based on the responsible policies of leading asset owners and aim to reduce reputational and idiosyncratic risks.  

 

STOXX will exclude companies that Sustainalytics considers to be non-compliant with the Global Compact Principles, are involved in Controversial Weapons, Nuclear Power, are Tobacco Producers, or that either derive revenues from Thermal Coal extraction or exploration, or have power generation capacity that utilizes Thermal Coal.

 

STOXX Benchmark ESG-X ex Nuclear Power Indices are suitable as underlying indices for mandates, passive funds, ETFs, structured products and listed derivatives, with the ambition to increase liquidity and lower the cost of trading.

 

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

The STOXX PSBC China A ESG Index selects from the largest 300 securities in the STOXX China A 900 Index. The index targets a portfolio with superior ESG profile compared to the broad market, while maintaining a similar risk characteristics. The index uses data from the International Institute of Green Finance (IIGF) to apply exclusionary screens. Companies that are assessed by IIGF to be non-compliant with the UN Global Compact Principles, or involved in controversial weapons, tobacco or thermal coal are not eligible for selection. The final selection and weights are then determined using Axioma's portfolio optimization software to maximize the overall IIGF ESG score of the index, subject to predicted risk, tradability and diversification constraints.
 

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

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.

 

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