STOXX^® Germany Total Market ESG-X

The EURO STOXX ESG-X & Ex Nuclear Power Single Factor Indices are constructed on the EURO STOXX^® Index with standardized ESG exclusion screens applied for Global Compact Principles, Controversial Weapons, Thermal Coal, Nuclear Power and Tobacco Producers. The objective is to extract the following factor risk premia: Value (Earnings Yield and Value), Quality (Leverage and Profitability) and Medium-term Momentum, while controlling for risk and focusing on tradability. The weighting is determined by a single-factor optimization process.

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

The STOXX Global ESG Leaders Select 50 Risk Control 10% Index aims to create a portfolio consisting of a mix of the underlying index – the STOXX^® Global ESG Leaders Select 50 EUR Index – and a risk-free money market investment (EONIA), whose risk fluctuates around a predefined level. The allocation between the two components is determined by the volatility of the underlying index as compared to the risk level targeted by the Risk Control index: the more the underlying index's volatility exceeds the threshold, the higher the allocation to the cash component.

The underlying index, the STOXX Global ESG Leaders Select 50 EUR Index, captures the performance of stocks with low volatility and high dividends from the STOXX^® Global ESG Leaders Index.

The STOXX Global ESG Leaders Select 50 Risk Control 10% Index utilizes a measure of volatility in realized terms. The allocation to the underlying index, which may be adjusted on a daily basis, is capped to 150%.

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

The STOXX SRI (Socially Responsible Investing) Indices, track the performance of a selection of STOXX Indices after a set of emission intensity, compliance, involvement and ESG performance screens are applied.

Companies that rank in the highest 10% in terms of their emission intensities are not eligible for selection. Exclusion filters are applied, screening companies for compliance based on the Sustainalytics’ Global Standards Screening assessment, ESG Risk Rating and ESG Controversies and involvement in Controversial Weapons, Tobacco, Alcohol, Adult Entertainment, Gambling, Weapons, Thermal Coal, Oil & Gas and Nuclear Power. The remaining securities are ranked in descending order of their ESG scores within each of the 11 ICB Industry groups. The STOXX SRI Indices select the top-ranking securities in each of the ICB Industries until the number of selected securities reaches a third of the number of securities in the underlying index.

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