News & Research

This report, in partnership with ETF Stream, explores the macro and policy forces driving this momentum, the evolution of the DAX index family and how index innovation is helping investors express nuanced views across Germany’s growth story.

A new STOXX whitepaper explores the relative performance behind a hypothetical European buffer index to assess its benefits and drawbacks. Using the EURO STOXX 50® benchmark as an underlying asset, the study analyzes the types of market drawdowns in which buffer strategies can perform the best, and how that performance evolves over the longer term.

In this Perspectives report, we look at alternative indicators that can diagnose a company’s position toward certain processes that regulate Earth’s systems. We then run the STOXX® Europe 600 index through some of those metrics to better understand the standing of European companies on such aspects.

This whitepaper takes a comprehensive and in-depth look at the objective, methodology, coverage and calculation of the VSTOXX indices in the most complete study on the topic from STOXX to date. It also reviews the strategies and available derivatives tracking the main VSTOXX, which have underpinned volatility’s status as a separate asset class.

Throughout 2022 and into 2023, the EM gauge has shown lower forecast and realized volatility than the global DM benchmark. A new whitepaper investigates the drivers of this anomaly.

This paper focuses on creating SDG portfolios that maximize exposure to one, two or all SDGs. The study shows that it is quite possible to create a portfolio that significantly improves the exposure to SDGs without taking on too much active risk. An optimizer can help manage that active risk.

The Russian invasion of Ukraine spooked equity investors around the world, but losses were not distributed equally across all sectors, with some industries even exhibiting positive returns. This opens up opportunities for more focused strategies such as thematic investing.

This whitepaper evaluates two thematic investment strategies – STOXX® Global Ageing Population (“Ageing Population”) and STOXX® Global Millennials (“Millennials”) – which seek exposure to these two distinct generations.

In this paper we analyzed four tech-oriented thematic indices’ performance and risk through a factor lens leveraging Axioma’s Worldwide Fundamental Factor Model, and also compared their characteristics to the broad market indices.

The STOXX® USA 500 ESG Broad Market, ESG Target, and ESG Target TE indices aim to provide alternatives for index investors and product issuers who are looking to switch to more sustainable versions of traditional benchmarks.

In this paper we attempt to answer the following questions: in which region can you make the most impact, and how much active risk is required to achieve your climate goals?

While sustainable investing is not a new concept, its growing popularity means a sharper focus is needed on how to achieve sustainability goals without sacrificing returns or taking on too much unintended risk.