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A new whitepaper examines the methodology behind the benchmark of ESG corporate leaders and analyzes its composition following the latest annual review.
In this note, we take a look at the methodology behind the index, explore how its composition has changed over time and assess the impact of the 2020 annual index review.
Results of the annual review of STOXX’s broadest benchmark tracking the highest ESG-scoring companies are out.
The contracts are part of an expanding family of sustainability-focused listed derivatives designed to tap increasing demand as investors turn to ESG-compliant instruments to manage portfolios.
In this post, we explore the second category in Qontigo’s index-based sustainability solutions: our ‘Enhance’ ESG offering. The category is made up of STOXX and DAX indices that aim to maximize the sustainability profile of portfolios, given investors’ needs to balance risk, return and ESG integration.
We look at the STOXX index families that make up the first category in Qontigo’s index-based sustainability solutions. Our ‘Exclude’ category – consisting of the STOXX ESG-X, ESG Broad Market and ESG blue-chip indices – helps investors incorporate a varied degree of responsible engagement and risk mitigation into portfolios.
The futures, part of the broader ESG derivatives family traded on Eurex, reach records as investors turn to ESG-compliant instruments to manage portfolios.
Study explores the liquidity and tradability differences between the ESG index and the flagship EURO STOXX 50 benchmark, and their impact on returns.
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