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News & Research
Most Recent News & Research
![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.
![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.”
![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 101: The Intuition Behind Measurement and Control](jpg/tracking-error-101-intro-900x350.jpg)
This article provides a high-level refresher of what tracking error means, and how we can embed it directly into portfolio construction.
![Green efficient frontiers. Part 1: Minimizing the risk impact of exclusions](jpg/blue-and-green-original-intro-900x350.jpg)
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.
![Why have emerging markets become less risky than developed markets?](jpg/wp_emdm-900x350.jpg)
Throughout 2022 and into 2023, the EM gauge has shown lower forecast and realized volatility than the global DM benchmark. A new whitepaper investigates the drivers of this anomaly.
![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.