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News & Research
Most Recent News & Research
Index | Factor Investing
Qontigo launches modern STOXX multifactor indices to underlie iShares ETFs managed by BlackRock
The STOXX Equity Factor Indices offer diversified exposure to five equity risk premia factors – Quality, Value, Momentum, Low Size and Low Volatility — through an enhanced multifactor approach designed for core portfolio allocation. Powered by STOXX’s indexing capabilities and Axioma’s risk models and portfolio optimizer, the indices deliver balanced, well-researched style factor exposures seeking long-term outperformance.
The exchange-traded fund offers exposure to an industry whose phenomenal growth has only accelerated in recent years. The underlying STOXX USA ETF Industry tracks US companies with the highest revenue exposure to businesses involved in the design, issuance, sale and trading of ETFs worldwide.
Index | Thematic Investing
Q&A with SILEX: Ocean Care indices as targeted sustainability strategy for structured products
As the EURO iSTOXX Ocean Care 40 is named Index of the Year by SRP, we dive deeper into the drivers behind the launch of the thematic index. We talk to Céline Jaquelin, responsible for French Institutional Clients at SILEX, Qontigo’s partner in the design of the Ocean Care indices.
As the outlook for Technology stocks appears uncertain, we look at the risk-management benefits for Korean investors of adding a little DAX exposure to a KOSPI portfolio.
Index | Factor Investing
The diversification benefits of a multi-factor approach: the STOXX Europe 600 Industry Neutral Ax Multi-Factor Index
For the past 20 years, a multi-factor strategy as targeted by the STOXX Europe 600 Industry Neutral Ax Multi-Factor Index has fared extremely well, and much of that consistent performance can be traced to the benefit of diversifying across different sources of return premia.
Index | ESG & Sustainability
New index designed for MUMSS targets Japan’s best performers in the low-carbon transition
The iSTOXX MUTB Japan Low Carbon Risk 30 Index tracks those Japanese companies with the best profile in terms of carbon emissions and carbon risk management, and additionally screens for quality characteristics including high profitability. The index, which expands STOXX’s collaboration with Japan’s Mitsubishi UFJ Trust and Banking Corporation (MUTB), will underlie an ETN to be listed by Mitsubishi UFJ Morgan Stanley Securities Co., Ltd. (MUMSS) in Tokyo.
The iSTOXX® USA Ocean Care 40 Index follows on the success of the EURO iSTOXX® Ocean Care 40 Index and tracks companies whose operations and programs are helping stem the degradation of the world’s water bodies, marine ecosystems and the environment.
Index | Index / ETFs
Q&A with Eurex: Switching OTC swaps to a capital-efficient alternative under Uncleared Margin Rules
Designed to facilitate equity financing, Eurex is introducing new equity total return futures (ETRFs) that replicate popular OTC equity swaps and incorporate the benefits of an exchange-listed product. Stuart Heath from Eurex explains what advantages ETRFs bring to banks and investors, and describes the role of indices in creating the new contracts.
Index | ESG & Sustainability
APG, BlackRock and the SDI AOP: Ways to align portfolios with the UN SDGs
Aligning portfolios with the UN Sustainable Development Goals is a fast-growing segment of responsible investing (RI), one with a different profile and outcome to ESG or climate considerations. A recent webinar explored how investors can employ the SDGs for portfolio management, index construction, reporting and more, using the Sustainable Development Investments Asset Owner Platform (SDI AOP).
The exchange-traded fund started trading on the Korean Stock Exchange on December 22 and provides domestic investors direct exposure to Europe’s biggest economy and a means of geographic and industry diversification.
Futures on the two European blue-chip indices are now listed on B3, the Brazilian stock exchange, giving local investors direct access to the European market without leaving their home market framework.
The idDAX 50 ESG NR Decrement 4.0% can be used to underlie structured products offering exposure to sustainability leaders in the German equity market. The decrement mechanism allows issuers to improve the coupon or capital-protection terms offered to clients.