News & Research

Term spreads have risen in multiple regions around the globe, as long-term sovereign yields soared amid rising (expected and actual) inflation but central banks took longer to raise short-term interest rates. The impact of this on international real estate has mostly been positive over the past two-and-a-half years.

Real estate has long had the reputation of being at least a partial hedge against inflation, since both rental income and property values typically respond positively to inflationary pressures. The iSTOXX Developed and Emerging Markets ex USA PK VN Index has lived up to this reputation historically and is continuing to do so in the current inflationary environment.

The STOXX WTW Climate Transition Indices are a new approach to managing climate risk that offer investors a systematic and transparent way to incorporate climate transition risk into their investment decisions.

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.

The list of sustainable investment (SI) frameworks guiding portfolio design is long and keeps growing. Rarely a day goes by without intense discussion of some or all of them, and their often-conflicting implications for fund design. The authors of this paper aim to contribute towards this intensifying debate by examining in detail (as of October 2021) the criteria used in the 12 most important European pieces of legislation, country-specific fund labels and other standards guiding SI product design.

This is the second in a series of Qontigo and Clarity AI research papers, which focuses on the challenge of measuring impact as a key means of bridging the gap between impact investment theory and practice.

For this paper Qontigo’s Sustainable Investment Team collaborated with Clarity AI’s research team to deep dive into the theory and practice of impact investment, define the gaps and propose the reconciliation methods between the two.

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?

In this paper we review some of the most prominent forward-looking climate metrics (FLCMs) that are currently available to investors, including proprietary methodologies developed by dedicated providers.

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.