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Most Recent Whitepapers
![New paper explores investor preferences through passive investment flows](jpg/po670-listing.jpg)
ETF flows can provide key information about the revealed preferences of investors. A STOXX paper analyzes fund purchases to determine the long-term choices across style, industry and regional exposures.
![What makes a blue chip in the digital assets space?](jpg/po672-listing.jpg)
A new report delves into the STOXX Digital Asset Blue Chip Index’s construction process to unpick the metrics used to select constituents that, much like in the equities world, stand for high quality and financial strength.
![STOXX Digital Asset Blue Chip Index: A Benchmark for the Crypto World](jpg/1110634118_900x350.jpg)
This report delves into the STOXX® Digital Asset Blue Chip Index’s construction process to unpick the crypto-native metrics used in asset selection. It also provides an analysis of what the index offers in terms of risk and returns and its prowess as a barometer of the underlying market.
![Natural capital ‘wake-up call’: Understanding portfolios’ impact and dependencies on biodiversity](jpg/matt-walsh-iwlmkdr-lko-unsplash_900x350.jpg)
Index | ESG & Sustainability
Natural capital ‘wake-up call’: Understanding portfolios’ impact and dependencies on biodiversity
As biodiversity garners increased attention and data availability expands, understanding its effect on portfolios becomes paramount. In our first edition of Perspectives, we spotlight how ISS ESG’s innovative methodologies can help assess a portfolio’s impact and natural capital dependencies.
![Understanding Investor Preferences through Passive Investment Flows](jpg/red-brick-wave-absctract-intro-900x350.jpg)
In this paper, we use the transparency afforded by ETFs to analyze investor flows, but also look through to the underlying holdings, to understand the time-varying preferences of passive investors. We have found that year on year, there is a great deal of variability in style, industry and regional exposures. However, these exposure preferences tend to be neutral over longer time frames. This is in contrast to a consistent preference for performance, reflected by flows going towards ETFs with strong in-year returns.
![Multifactor strategies: Proving their worth in the factor investment landscape](jpg/po490_listing.jpg)
Index | Factor Investing
Multifactor strategies: Proving their worth in the factor investment landscape
A new study from specialists at BlackRock and STOXX explores the potential benefits of low tracking-error, multifactor portfolios. While factor investing has historically been dominated by single-factor strategies with relatively strong tilts, the authors show that diversification across multiple factors with smaller tilts and less tracking error can pay off in the long run.
![New ISS STOXX whitepaper analyzes cost of portfolio “greening”](jpg/po644-intro-900x350.jpg)
Transaction costs play a crucial role for any investor considering adopting sustainable principles in their investments. A new study from ISS LiquidMetrix and STOXX investigates the costs, and cost efficiencies, of shifting a benchmark portfolio of European equities to climate-transition versions.
![The Cost of Going Green(er)](jpg/green-building-abstract-intro-900x350.jpg)
Transaction costs play a crucial role for any investor considering adopting sustainable principles in their investments. This study from ISS LiquidMetrix and STOXX investigates the costs, and cost efficiencies, of shifting a benchmark portfolio of European equities to climate-transition versions.
![New report examines rationale, methodology of ISS STOXX Biodiversity indices](jpg/po639-intro-900x350.jpg)
Index | ESG & Sustainability
New report examines rationale, methodology of ISS STOXX Biodiversity indices
The publication explores the integration of biodiversity considerations in an investment process at a time of emerging nature-related risks for investors. The authors review what metrics are available to measure companies’ biodiversity impact, and describe in detail the four-step process behind the ISS STOXX Biodiversity indices and its results at a portfolio level.
![ISS STOXX<sup>® </sup> Biodiversity Indices: How to Incorporate Biodiversity Considerations in Index Construction](jpg/22727164_listing_900x350.jpg)
Index | Whitepapers
ISS STOXX® Biodiversity Indices: How to Incorporate Biodiversity Considerations in Index Construction
Biodiversity is vital for our planet and society. With the emergence of the Kunming-Montreal Global Biodiversity Framework, investors are gaining a better understanding of biodiversity-linked risks and opportunities in their portfolios. This paper begins by exploring the current metrics available for assessing the biodiversity footprints of companies. It then describes the ISS STOXX framework for building biodiversity indices, based on three fundamental steps: “Avoid,” “Minimize,” and “Enable.”
![Green Efficient Frontiers: Practical Considerations in Constructing Sustainability Portfolios](jpg/valueesgvsvaluecomparison_intro-900x350.jpg)
Index | Whitepapers
Green Efficient Frontiers: Practical Considerations in Constructing Sustainability Portfolios
Our analysis shows how an optimized sustainability index can decrease active risk and free up more of the risk budget to be allocated to the desired sustainability metric(s), making the resulting portfolio a suitable replacement for a traditional benchmark.
![Tracking error: making sense of a key investment statistic](jpg/po610-listing-1.jpg)
A new Qontigo article revisits the concept of tracking error, a metric that’s gaining even more attention amid the growth of sustainable portfolios. Hamish Seegopaul, Global Head for Index Product Innovation at Qontigo, addresses some key questions, including: How should the various degrees of tracking error be interpreted? Does the metric tell us much in terms of the future? And can we control this?