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The market volatility and macroeconomic disruptions of 2022 have raised a challenge to the thematic investing boom, but also offer a chance to reappraise the benefits of the investment approach.
ESG and climate metrics can be used as signals to generate alpha either on a stand-alone basis or to strengthen traditional style factors, BlackRock’s Andrew Ang explained during the Qontigo Investment Intelligence Summit.
The iSTOXX® Global Climate Change ESG NR Decrement 4.5% offers exposure to a portfolio on a decarbonization pathway and is compliant with the European Union Climate Benchmarks regulation.
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.
One year after the introduction of Europe’s Sustainable Finance Disclosure Regulation, SFDR Arts. 8 and 9 funds increased their combined share of total European fund assets to 45.6%.
The Qontigo Investment Intelligence Summit held on May 5 was the stage for a discussion around index-based thematic investing. Two industry experts — from BlackRock and Qontigo — explained why assets are flowing into thematics and why the strategies can best target the upside of a world undergoing structural change.
A new Qontigo whitepaper analyzes the risk characteristics and factor exposures of the STOXX Willis Towers Watson Climate Transition Indices (CTIs). The study helps investors understand the implications of a portfolio that is aligned with the goals of the Paris Agreement and that manages the risks and opportunities from moving to a low-carbon economy.
The Index Industry Association (IIA) provides education and advocacy on behalf of independent index providers worldwide, CEO Rick Redding explains to Qontigo’s blog. With the transformation of the role and shape of indices in full swing, he sees huge possibilities for the industry and for investors ahead – as well as key challenges.
On February 24, Qontigo and Responsible Investor hosted a webinar to discuss the state of play in Europe’s ESG fund labeling landscape. A panel of experts analyzed the aims of the labels, their intersection with broader European regulation, and what it all means for the ultimate goal of achieving a more sustainable economy.
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.
Qontigo has licensed the iSTOXX MUTB Japan Low Carbon Risk 30 Index to Mitsubishi UFJ Morgan Stanley Securities Co., Ltd. (MUMSS).
It appears onerous and sometimes confusing, but the European Union’s Sustainable Finance Disclosure Regulation (SFDR) aims to enhance and protect participation in sustainable investments — a cause well worth the trouble.