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News & Research
Most Recent News & Research
![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.
![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.
![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.”
![Using patent data to capture the greatest innovators in the Metaverse](jpg/shutterstock_2248570405-900x350.jpg)
In this paper, we explore the rationale and methodology behind the construction of the index. We start by explaining the concept of megatrends and how they can be captured through thematic indexing, using a multifaceted approach. We look as well at the index performance before concluding with an outlook on the opportunities for the Metaverse in the years to come.
![What’s in a name: The ESG edition](png/buildings_solar_900x350.png)
In this paper, our goal is to show how sustainability ETF exposures to a number of sustainability-related factors may vary. It is eminently clear to us that investors with a view about key sustainability features cannot rely on the fund name, but instead need to do more digging into whether their fund meets the required criteria.
![Unpacking the alpha components behind the STOXX U.S. Equity Factor Index](jpg/shutterstock_1735474220-900x350.jpg)
The recent launch of the STOXX U.S. Equity Factor Index, which underlies the iShares U.S. Equity Factor ETF (LRGF), highlights the real-world performance benefits of a factor-based approach that seeks to manage risk relative to a capitalization-weighted benchmark.
![The future of school and play: STOXX Global Digital Entertainment and Education Index](jpg/digital-entertainment-intro-image-1-900x350.jpg)
Index | Thematic Investing
The future of school and play: STOXX Global Digital Entertainment and Education Index
The STOXX Global Digital Entertainment and Education Index captures the global digital transformation of entertainment and education – a long-term structural change. The individual characteristics of the stocks in this index are what set it apart: the Specific Return factor made the largest positive contribution to the seven-year return of all the indices in the study.
![Term spread effects on the International Real Estate Index](jpg/real-estate-index_intro-900x350.jpg)
Term spreads have risen in multiple regions around the globe, as long-term sovereign yields soared amid rising (expected and actual) inflation but central banks took longer to raise short-term interest rates. The impact of this on international real estate has mostly been positive over the past two-and-a-half years.
![The International Real Estate Index — A hedge against expected inflation](jpg/sperandeo-blackrock-apg-intro-900x350.jpg)
Index | ESG & Sustainability
The International Real Estate Index — A hedge against expected inflation
Real estate has long had the reputation of being at least a partial hedge against inflation, since both rental income and property values typically respond positively to inflationary pressures. The iSTOXX Developed and Emerging Markets ex USA PK VN Index has lived up to this reputation historically and is continuing to do so in the current inflationary environment.
![Holding the world in your portfolio and considering climate transition risks](jpg/wtw-climate-indices-wp_intro-900x350.jpg)
Index | ESG & Sustainability
Holding the world in your portfolio and considering climate transition risks
The STOXX WTW Climate Transition Indices are a new approach to managing climate risk that offer investors a systematic and transparent way to incorporate climate transition risk into their investment decisions.
![Want to incorporate SDG exposures into your portfolios? There’s no such thing as a (risk) free lunch, but here’s a way to do it…](jpg/wtw-stoxx-indices-first-intro-900x350.jpg)
Index | ESG & Sustainability
Want to incorporate SDG exposures into your portfolios? There’s no such thing as a (risk) free lunch, but here’s a way to do it…
This paper focuses on creating SDG portfolios that maximize exposure to one, two or all SDGs. The study shows that it is quite possible to create a portfolio that significantly improves the exposure to SDGs without taking on too much active risk. An optimizer can help manage that active risk.
![Thematic investing in the current climate – A more focused approach to sustainable and future-proof investing](jpg/esg-green-building-intro-900x350.jpg)
Index | Thematic Investing
Thematic investing in the current climate – A more focused approach to sustainable and future-proof investing
The Russian invasion of Ukraine spooked equity investors around the world, but losses were not distributed equally across all sectors, with some industries even exhibiting positive returns. This opens up opportunities for more focused strategies such as thematic investing.