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Blog posts
Latest blog posts
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.
There is growing interest in the social pillar of ESG, especially on gender balance – a criterion often overlooked by responsible investors. On the occasion of International Women’s Day, we talked to Equileap’s Diana van Maasdijk about how gender equality is being integrated into portfolios, and why progress on this front is so slow.
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 STOXX Global 1800 index fell 2.6% in dollars last month, with only basic-resources and energy companies posting a positive return among 20 sectors. Climate indices struggle to match benchmark returns, while factor, dividend and minimum-variance strategies outperform.
European and emerging-markets shares took the biggest hit following the start of military action against Ukraine, with the STOXX Europe 600 Index paring its outperformance to the STOXX USA 900 Index for the year. Energy and mining stocks have fared the best this year as concerns about supply disruptions have lifted the price of commodities.
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 | Benchmarks
VSTOXX futures see increased activity amid market pullback and ahead of French elections
The futures’ price and trading volume have jumped this year. If the French presidential elections this April were to trigger market volatility as did the vote five years ago, activity in VSTOXX futures could pick up further in coming weeks.
The STOXX Global 1800 index fell 5.5% in dollars and 4.1% in euros last month, the worst January since 2016, as investors assessed the potential impact of interest-rate hikes by the Federal Reserve. US, Momentum and Quality shares led losses, while dividend and Value stocks appeared as relative winners.
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.
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.
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).
Index | Index / ETFs
Ossiam’s Lacroix: Maximizing the benefits of an ESG index strategy with an equal-weight approach
We talk to Paul Lacroix, Ossiam’s Head of Structuring, about the switch of index underlying the Ossiam STOXX® Europe 600 Equal Weight NR ETF, and why an equal-weighted ESG strategy can boost both the ESG profile and price returns of a portfolio.