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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 | Portfolio Risk Management
Europe’s ‘GRANOLAS’ stocks: A sustainability and climate perspective
This article examines six ESG and climate metrics of the group of stocks that have led gains in the STOXX Europe 600. It is useful to understand the dispersion within this group and that of the ‘Magnificent 7’ at the security level, and the specific risks and opportunities individual corporate performance presents, argues Hernando Cortina of ISS ESG.

The German blue-chip benchmark climbs to a record even amid a gloomy economic picture at home. Sales of AI and industrial parts are among drivers of corporate earnings growth for DAX component stocks.

The STOXX Digital Asset Blue Chip index has gained 42% since the outcome of the November 5 US elections. Optimism about lighter regulation and a more open approach to the sector from the incoming administration has lifted all index constituents.

The German blue-chip benchmark’s largest component has had its weight capped at 15%, a limit designed to preserve the index’s diversification. A STOXX analysis finds that the impact from index trackers selling the shares due to the cap is relatively small, and more so compared to that of active funds observing caps imposed by European regulation.

Arun Singhal, global head of product management at STOXX, speaks to ETF Stream Editor Theo Andrew about why flows are returning to European equities, and the role indices play.

STOXX uses a lifecycle framework to identify investable themes based on their conceptual and business evolution. Depending on the point in that cycle, either patents and/or revenues may provide the best signal to select the key contributors and main beneficiaries of that theme.

The TecDAX index has tracked the performance of German technology stocks since 2003. Through a broad yet focused industry taxonomy, the index covers companies with a core technology business across multiple industries.

Index | Thematic Investing
Video: Invesco-STOXX partnership celebrates first anniversary of modern technology thematic ETFs
A year ago, Invesco switched the underlying strategies for three US-listed ETFs that target technology themes to three STOXX indices. Since then, the ETFs have shown very strong performance as investors expect companies exposed to those themes to benefit from increasing demand in new technologies.

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 well-researched multifactor strategy can help investors avoid the inherent pitfalls of style-premia harvesting and cyclical headwinds, while increasing opportunities for incremental returns. We analyze the performance of the STOXX Equity Factor indices that have underlied iShares ETFs since June 2022.

Eight STOXX Thematic indices underlying ETFs in Europe had their annual rebalancing in June, with six of them seeing updates to the business sectors associated with the targeted theme. The ‘purity’ ratio, or theme-related revenue, remains above 80%.