Solutions

Climate indices

Designed to facilitate the shift towards a low carbon economy

STOXX’s range of Climate indices are transparent, liquid and diversified indices that help investors reduce exposure to climate-related financial risks and allow for increased allocations to companies well positioned to capture opportunities in the transition to a low-carbon economy.

Climate indices categories

Low Carbon

STOXX Low Carbon indices are designed to help investors decarbonize their portfolios and limit the exposure to climate-related risks, such as stricter regulations and physical damage, while participating in the low-carbon economic growth. We offer four families of low carbon indices: Low Carbon, Reported Low Carbon, Industry Leaders and Low Carbon Footprint.

Climate Change

STOXX Climate Change indices incorporate the CDP climate change scoring methodology which evaluates companies based on their progress in the transition towards a low carbon economy. There are three categories of Climate Change indices: Climate Awareness, Climate Impact, Climate Leaders.

Paris-Aligned Benchmark

STOXX Paris-Aligned Benchmark Indices (PABs) are constructed to follow and exceed the EU Climate Benchmarks requirements. The indices encourage climate stewardship and corporate engagement to meet carbon reduction goals. STOXX Paris-Aligned Benchmark Indices indices incorporate stringent carbon emission limitations in stock selection, in line with the global warming target of the Paris Climate Agreement. They aim for 60% greenhouse gas (GHG) intensity reduction.

Climate Transition Benchmark

STOXX Climate Transition Benchmark Indices (CTBs) are constructed to follow and exceed the EU Climate Benchmarks requirements. STOXX Climate Transition Benchmark Indices allow for more sectorial diversification and help investors adopt a portfolio decarbonization trajectory. They aim for 40% greenhouse gas (GHG) intensity reduction.

WTW Climate Transition

STOXX Willis Towers Watson Climate Transition Indices employ a unique Climate Transition Value at Risk (CTVaR) methodology that quantifies the anticipated impact of an economic transition on equity valuations.

Key benefits

State-of-the-art index construction

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

Open architecture

Our open architecture approach allows us to integrate climate data from recognized and well-regarded data providers

Benchmark universes

We work with familiar indices including the EURO STOXX 50®, STOXX® Europe 600, STOXX® USA 500 and DAX® as starting universes

Diversified and liquid

Take advantage of diversification and tradability provided by constraints at the single-stock, country, industry, turnover and asset weight levels

Key climate indices

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Related news & research

Regulation

Dec 16

ESMA fund naming rules: STOXX sees large impact on issuers

To better understand what impact the ESMA guidelines will have on the ETF market, ETF Insider caught up with STOXX’s Antonio Celeste, Head of Sustainability, Index Product Management, and Saumya Mehrotra, Associate Vice President, Index Product Management.

Index reviews

Dec 06

Fuchs, Aurubis among companies joining DAX ESG indices

Changes were announced as part of the December regular review of the DAX 50 ESG, DAX 50 ESG+, DAX 30 ESG, DAX ESG Target, DAX ESG Screened, MDAX ESG+, MDAX ESG Screened and DAX indices.

Benchmarks

Dec 04

Monthly Index News: November 2024

The STOXX Global 1800 index posted its best month so far this year in November as investors reacted positively to Donald Trump’s decisive victory for a second term as US president.