Solutions

Strategy indices

STOXX Strategy indices provide sophisticated and transparent solutions to target risk and returns from equity markets

Our strategy indices push the envelope in innovation; all while adhering to rules-based and transparent methodologies. To help our clients meet their multiple investment objectives, we combine leading optimization and risk analytics capabilities with innovative index construction.

Strategy index categories

Currency Hedged

STOXX offers monthly and daily currency hedged indices, typically available in the following versions: AUD, CHF, EUR, GBP, JPY and USD.

Decrement

Decrement indices replicate the performance of their underlying index, assuming a constant deduction per annum. The performance deduction accrues constantly on a daily basis.

Leveraged

Leverage indices are linked to the changes in the underlying index, applying a leverage factor to movements in the underlying index.

Low Risk Weighted

These indices select and weight companies from their respective parent indices with a weighting factor based on the inverse of the 12-month volatility with a component capping.

Minimum Variance

Minimum Variance indices are derived from parent indices with a weighting that applies a minimum variance optimization.

Risk Control

Risk Control indices apply a target volatility concept.

Select

Select indices measure the performance of stocks with low volatility and high dividend yield.

Select Diversification

Select Diversification indices measure the performance of stocks with low correlation, low volatility and high dividend yield.

Sharpe Ratio

These indices include stocks from the respective parent indices that have the highest Sharpe ratios while excluding those with low dividend yields and low liquidity.

Short

Short indices are linked inversely to the changes in the underlying index, applying a negative leverage factor to movements in the underlying index.

Volatility

Volatility indices, including the EURO STOXX 50 Volatility Index (VSTOXX), measure implied volatility derived from option values.

Key benefits

Powerful solutions

The combination of superior index construction expertise with leading risk model and optimization tools allows for the creation of powerful and creative indices

Transparency

Index calculation and changes to the index composition follow publicly available transparent rules

Experience

Over 30 years of experience in developing liquid, rules-based indices to meet a wide range of investment goals

Customer-driven innovation

We partner with our clients throughout every step of the process to co-design index solutions that are both accessible and efficient

Key strategy indices

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Related news & research

Market trends

Mar 13

Germany-focused ETFs lure most inflows since 2015 – MDAX funds attract record EUR 1.4 bn (Update)

(Updates February 27 article with inflows through March 6). With the DAX index climbing to an all-time high and posting its best start to a year in a decade, interest in German equities is also backed up by fund flows. Net purchases of German assets ETFs listed in EMEA[1] have climbed to EUR 3.1 billion this […]

Index reviews

Mar 11

Unscheduled component change in SDAX (March 11, 2025)

STOXX Ltd. today announced the following unscheduled change to the SDAX index. ABOUT YOU Holding SE will leave the SDAX due to a breach of basic criteria as defined in chapter 5.4.2 of the DAX Equity Index Methodology Guide (Breach of basic criteria – minimum freefloat 10%).

Events, Conferences & Webinars

Mar 10

Eurex’s Derivatives Forum discusses index evolution, customization in growing investment landscape

The annual event showcasing the latest developments in the listed derivatives world offered a stage to discuss equity index strategies and index-based investing. STOXX participated in several insightful panels.