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News & Research
Most Recent News & Research

Index | Factor Investing
iShares adopts STOXX indices to underlie EMEA multifactor ETFs with exclusionary screens
Three iShares ETFs will switch to multifactor indices designed by STOXX and BlackRock, expanding an existing collaboration. The indices implement optimized strategies targeting risk premia while controlling for risk, and additionally screen out companies based on controversial activities and carbon emissions.

Index | New index launches
New ISS STOXX net zero indices adopt innovative, forward-looking approach to carbon transition
The next-generation net zero indices focus on a real-world view of the global low-carbon transition, and offer investors the tools and advanced data to steer capital towards companies driving the decarbonization journey.

To better understand what impact the ESMA guidelines will have on the ETF market, ETF Insider caught up with STOXX’s Antonio Celeste, Head of Sustainability, Index Product Management, and Saumya Mehrotra, Associate Vice President, Index Product Management.

Changes were announced as part of the December regular review of the DAX 50 ESG, DAX 50 ESG+, DAX 30 ESG, DAX ESG Target, DAX ESG Screened, MDAX ESG+, MDAX ESG Screened and DAX indices.

Returns from fossil fuel stocks tend to be linked to short-term moves in energy prices. Excluding the sector can help portfolios over the long term, particularly when integrated into a broader set of ESG criteria.

The TRFs were listed on September 30, expanding the leading pan-European benchmark’s trading ecosystem. TRFs have seen strong demand from market participants as a way to efficiently gain exposure to price-plus-dividend returns of shares and indices.

Index | Listed Derivatives
New ESMA fund names rules: Q&A with Eurex and STOXX on changes to ESG index derivatives
The STOXX® Europe 600 SRI index is aligned with the new ESMA guidelines on fund names. Investors, meanwhile, will have a say whether other derivatives’ underlying methodologies will change. We asked experts from Eurex and STOXX what this means for the segment.

Changes were announced as part of the September regular review of the DAX 50 ESG, DAX 50 ESG+, DAX 30 ESG, DAX ESG Target, DAX ESG Screened, MDAX ESG+, MDAX ESG Screened and DAX indices.

New ESMA rules establish which funds can carry terms such as ‘ESG’ or ‘SRI’ in their names. While the guidelines are designed for funds, they are likely to impact the names and methodologies of underlying indices too.

A portfolio’s decarbonization becomes more difficult once an emissions reduction of 60% is achieved, as high-emissions sectors become depleted. Thereafter, the portfolio construction approach — whether exclusion or optimization — will make a difference to the resulting tracking error and size of the portfolio.

Index | ESG & Sustainability
ISS STOXX indices use comprehensive framework to help investors address biodiversity challenges
The fight to preserve our nature’s systems is intensifying, presenting both additional risks and opportunities for investors. The ISS STOXX Biodiversity indices offer a multi-step framework to address biodiversity challenges while employing state-of-the-art datasets.

The DVP index tracks the gross cash dividends paid out in a year by constituents of the Eurozone’s sustainability benchmark. Dividend futures on the standard EURO STOXX 50 benchmark are a popular contract on Eurex both for hedging and directional strategies.