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News & Research
Most Recent News & Research
![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.
![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.
![Mind the (Generation) Gap](jpg/mind-the-generation-gap-whitepaper-list.jpg)
This whitepaper evaluates two thematic investment strategies – STOXX® Global Ageing Population (“Ageing Population”) and STOXX® Global Millennials (“Millennials”) – which seek exposure to these two distinct generations.
![Tech-oriented Thematic Indices through a Factor Lens](jpg/tech-thematic-indices-intro-900x350.jpg)
In this paper we analyzed four tech-oriented thematic indices’ performance and risk through a factor lens leveraging Axioma’s Worldwide Fundamental Factor Model, and also compared their characteristics to the broad market indices.
![Three Different Flavors of Sustainable Investing in the US](jpg/three-different-flavors-of-sustainable-investing-in-the-us-900x350.jpg)
The STOXX® USA 500 ESG Broad Market, ESG Target, and ESG Target TE indices aim to provide alternatives for index investors and product issuers who are looking to switch to more sustainable versions of traditional benchmarks.
![The Best Bang for Your Climate-Aware Buck (Or Pound, Euro, Yen – You Name It)](jpg/thebestbangforyourclimateawarebuck_wp_intro-900x350.jpg)
Index | ESG & Sustainability
The Best Bang for Your Climate-Aware Buck (Or Pound, Euro, Yen – You Name It)
In this paper we attempt to answer the following questions: in which region can you make the most impact, and how much active risk is required to achieve your climate goals?
![Risk, Return and Sustainability: Qontigo ESG Target Indices Provide an Optimal Solution](jpg/rice-fields-abstract-intro-900x350.jpg)
Index | ESG & Sustainability
Risk, Return and Sustainability: Qontigo ESG Target Indices Provide an Optimal Solution
While sustainable investing is not a new concept, its growing popularity means a sharper focus is needed on how to achieve sustainability goals without sacrificing returns or taking on too much unintended risk.
![DAX<sup>®</sup> 50 ESG Index Outperforms as Markets Recover](jpg/green-building-abstract-intro-900x350.jpg)
In this paper, we have narrowed our focus and analyzed the performance of the DAX® 50 ESG Index over the period from March 20, 2020 (the end date of our analysis last time and which was around the beginning of the recovery from the market distress caused by the COVID-19 pandemic) until November 13, 2020. Our findings show that the DAX® 50 ESG Index has outperformed during this period, with the sustainability criteria applied as part of the index methodology contributing favorably to returns.
![EURO STOXX 50<sup>®</sup> ESG: Liquidity and Tradability Characteristics](jpg/liquidityriskmanagementandnportwhattoexpectaheadoftheapril2019deadline_intro-e1600866048591-900x350.jpg)
In this paper, we evaluate the EURO STOXX 50® ESG Index’s liquidity and tradability characteristics compared to its benchmark, and make an estimation of execution cost of switching from the benchmark to the index. We believe this analysis would be of interest to market participants given the recent launch of derivatives on the EURO STOXX 50® ESG Index, and to those with exposure to the EURO STOXX 50® that may be seeking a more sustainable flagship alternative.
![The STOXX Europe 600 Paris-Aligned Benchmark: A Better Path to Success?](jpg/nature-esg-intro-image-3-900x350.jpg)
Index | ESG & Sustainability
The STOXX Europe 600 Paris-Aligned Benchmark: A Better Path to Success?
The STOXX® Europe 600 Paris-Aligned Benchmark Index was launched in June 2020. In backtested data since March 2018, we find that the strategy has offered a higher return and lower volatility versus its benchmark. This paper drills down into some of the factors driving those results.
![STOXX European Flagship Indices For Overseas Investors](jpg/stocks-post-best-month-in-11-years-in-april-paring-2020-losses-into-900x350.jpg)
STOXX is synonymous with equity indexing in Europe. The EURO STOXX 50® Index, EURO STOXX® Index and STOXX® Europe 600 Index have for over 20 years provided liquid and effective access to the region’s stock market, based on transparent rules and an objective methodology.