News & Research

Timing the market is difficult, but how can we measure the degree of difficulty? A new STOXX whitepaper explores a metric — the ‘tail-implied volatility (TIV) spread’ — that can help investors understand the risk of anticipating market trends for different portfolios.

So-called buffer ETFs offer investors exposure to the market’s ups and downs, with limits on both directions — hence providing potential gains and protection. A new STOXX whitepaper explores the relative performance of a hypothetical European buffer index over the short and long term to assess its benefits and drawbacks.

A new STOXX whitepaper examines the key characteristics and performance of the STOXX Minimum Variance indices, which can reduce a portfolio’s annualized volatility and drawdowns during market sell-offs, enhancing long-term returns.

With five thematic indices targeting the Artificial Intelligence theme, STOXX offers issuers and investors flexible opportunities to harness the entire value chain around the technology. A new whitepaper explores the construction of the indices through a life-cycle thematic framework.

New regulation and industry efforts point to sources of portfolio risk — particularly of the Social ESG type — for both developers and deployers of AI systems. As the technology advances quickly, governments and companies are stepping up efforts to ensure it is not prone to misuse and abuse.

ETF flows can provide key information about the revealed preferences of investors. A STOXX paper analyzes fund purchases to determine the long-term choices across style, industry and regional exposures.

A new report delves into the STOXX Digital Asset Blue Chip Index’s construction process to unpick the metrics used to select constituents that, much like in the equities world, stand for high quality and financial strength.

This report delves into the STOXX® Digital Asset Blue Chip Index’s construction process to unpick the crypto-native metrics used in asset selection. It also provides an analysis of what the index offers in terms of risk and returns and its prowess as a barometer of the underlying market.

As biodiversity garners increased attention and data availability expands, understanding its effect on portfolios becomes paramount. In our first edition of Perspectives, we spotlight how ISS ESG’s innovative methodologies can help assess a portfolio’s impact and natural capital dependencies.

A new study from specialists at BlackRock and STOXX explores the potential benefits of low tracking-error, multifactor portfolios. While factor investing has historically been dominated by single-factor strategies with relatively strong tilts, the authors show that diversification across multiple factors with smaller tilts and less tracking error can pay off in the long run.

Transaction costs play a crucial role for any investor considering adopting sustainable principles in their investments. A new study from ISS LiquidMetrix and STOXX investigates the costs, and cost efficiencies, of shifting a benchmark portfolio of European equities to climate-transition versions.

Transaction costs play a crucial role for any investor considering adopting sustainable principles in their investments. This study from ISS LiquidMetrix and STOXX investigates the costs, and cost efficiencies, of shifting a benchmark portfolio of European equities to climate-transition versions.