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Whitepapers
Latest Whitepapers
![STOXX<sup>®</sup> Global ESG Leaders 2020 Annual Index Review Analysis](https://stoxx.com/wp-content/uploads/2020/09/ICB-changes-1-intro-1400x350-1-900x350.jpg)
In this note, we take a look at the methodology behind the index, explore how its composition has changed over time and assess the impact of the 2020 annual index review.
![Low Volatility Strategies: Why the Wheels Came Off (Temporarily) in 2020](https://stoxx.com/wp-content/uploads/2020/08/insightfulnewspreadcurvesahead_intro-e1600865835210-900x350.jpg)
Index | Portfolio Risk Management
Low Volatility Strategies: Why the Wheels Came Off (Temporarily) in 2020
Low Volatility strategies have a deservedly good reputation for offering investors equity-like returns with less risk.
![EURO STOXX 50 ESG Index – Delivering on its Objectives?](https://stoxx.com/wp-content/uploads/2020/08/nature-esg-intro-image-2-900x350.png)
In this paper, we analyze the performance of the EURO STOXX 50® ESG Index spanning the turbulent market conditions caused by the COVID-19 pandemic.
![STOXX<sup>®</sup> ESG-X Indices Outperform During Market Distress](https://stoxx.com/wp-content/uploads/2020/09/usmarketcanthankitsfaangs_intro-e1600863215815-900x350.jpg)
In this paper, we analyze the performance of some of the flagship ESG-X indices underlying exchange-traded derivatives (ETDs) and exchange-traded funds (ETFs).
![The STOXX Europe 600 Paris-Aligned Benchmark: A Better Path to Success?](https://stoxx.com/wp-content/uploads/2020/08/nature-esg-intro-image-3-900x350.jpg)
The STOXX® Europe 600 Paris-Aligned Benchmark Index was launched in June 2020. In backtested data since March 2018, we find that the strategy has offered a higher return and lower volatility versus its benchmark. This paper drills down into some of the factors driving those results.
![Introducing STOXX<sup>®</sup> Factor and ESG-X Factor Indices: Get More From Your Premia Exposures](https://stoxx.com/wp-content/uploads/2020/08/lobby-intro-image-900x350.jpg)
ESG & Sustainability
Introducing STOXX® Factor and ESG-X Factor Indices: Get More From Your Premia Exposures
STOXX Factor Indices are designed for investors who want to reap factor premia while avoiding the noise that pervades many other such products that allow undesired exposures.
![DAX<sup>®</sup> 50 ESG – The New Standard in German ESG Investing](https://stoxx.com/wp-content/uploads/2020/08/nature-esg-intro-image-5-900x350.jpg)
The DAX® 50 ESG Index is the flagship index for sustainable equity investments in Germany and the most recent addition to the DAX® index offerings. The DAX® 50 ESG tracks the performance of a diversified portfolio of 50 largest, most liquid eligible German market stocks screened for Global Standards Screening, involvement in controversial weapons, tobacco, thermal coal, nuclear power and military contracting.
![STOXX<sup>®</sup> USA 500 ESG-X Index](https://stoxx.com/wp-content/uploads/2020/08/us-economy-intro-image-900x350.png)
Following on from the successful derivatives launches in 2019, STOXX Ltd. (now part of Qontigo) has recently licensed the STOXX® USA 500 ESG-X Index as an underlying for listed futures on Eurex.
![STOXX Factor Indices: Targeted Factor Exposures with Managed Liquidity and Risk Profiles](https://stoxx.com/wp-content/uploads/2020/01/introducing-factor-indices-intro-900x350.jpg)
Factor Investing
STOXX Factor Indices: Targeted Factor Exposures with Managed Liquidity and Risk Profiles
The STOXX Factor Index suite is comprised of five single-factor indices and a multifactor index engineered to deliver the excess returns associated with each factor using a diversified index of securities with carefully managed exposure, liquidity and risk characteristics.
![STOXX European Flagship Indices For Overseas Investors](https://stoxx.com/wp-content/uploads/2020/04/Stocks-Post-Best-Month-in-11-Years-in-April-Paring-2020-Losses-into-900x350.jpg)
STOXX is synonymous with equity indexing in Europe. The EURO STOXX 50® Index, EURO STOXX® Index and STOXX® Europe 600 Index have for over 20 years provided liquid and effective access to the region’s stock market, based on transparent rules and an objective methodology.
![Minimum Variance: A Leg Up on Geopolitical Risk?](https://stoxx.com/wp-content/uploads/2020/08/running-intro-image-900x350.png)
In this paper, we take a look at how minimum variance performed vis-à-vis its core market counterpart during nine recent geopolitical risk events. The nature of these events is that they tend to push correlations towards 1.0.
![EURO STOXX 50<sup>®</sup> ESG – Integrating Sustainability](https://stoxx.com/wp-content/uploads/2020/07/esg-indices-enhansing-profile-intro-e1600863112643-900x350.jpg)
Earlier this year, STOXX introduced the EURO STOXX 50® ESG Index, a ESG version of the iconic EURO STOXX 50® that follows standard responsible investment exclusions and integrates companies’ ESG scores into stock selection.