Whitepapers

In this paper, we evaluate the EURO STOXX 50® ESG Index’s liquidity and tradability characteristics compared to its benchmark, and make an estimation of execution cost of switching from the benchmark to the index. We believe this analysis would be of interest to market participants given the recent launch of derivatives on the EURO STOXX 50® ESG Index, and to those with exposure to the EURO STOXX 50® that may be seeking a more sustainable flagship alternative.

This study explores the impact of the reclassification, from a risk-oriented perspective, on the STOXX® Global 1800 and STOXX® Europe 600 indices. We focus our analysis on the highest two tiers of the classification: Industry and Supersectors.

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 have a deservedly good reputation for offering investors equity-like returns with less risk.

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.

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 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.

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.

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.

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.

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 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.