Qontigo is an investment intelligence driver, OPTIMIZING IMPACTTM with our client partners.

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Qontigo combines the most sophisticated risk analytics and portfolio-construction tools in the market with globally recognized leadership in creating market-defining indices.


We partner with our clients to help them realize new investment strategies that push the boundaries for generating alpha in today’s changing investment landscape.


Bringing together Axioma, DAX and STOXX to form Qontigo represents a partnership beyond standard, creating an investment intelligence advantage with our clients, from risk to return.


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Key indices

Current performance from featured STOXX and DAX indices

All indices







STOXX Global 1800 Ax Momentum



Updated every 15 minutes during market hours.

Style factor performance

Track performance of top 3 and bottom 3 factors for the Axioma World Wide Model (AXWW4) over the past 3 months

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Updated daily.


March 17, 2021    4:00 p.m. (GMT) | 11:00 a.m. (ET)

Spread and rate term structures are one of the cornerstones of fixed income analytics, with applications in pricing, performance, risk, and investment strategy. However, the construction of these term structures, particularly issuer spread term structures, is very challenging for a variety of reasons.

In this webinar, David Antonio will present a top 10 rundown of these challenges and the solutions designed to address them, including outlier detection and removal, technology used for speed, and how to fit a curve with just one bond.

February 17, 2021    4:00 p.m. (GMT) | 11:00 a.m. (ET)

Sector-allocation decisions form an integral part of many equity and fixed income investment processes, but their significance is very different in both asset classes. While the divergences in regional stock-market returns in 2020 were largely due to the different sector makeups of the respective benchmark indices, the corresponding credit-market performances were much more consistent across the globe.

In this webinar, Christoph Schon will use Axioma’s new Factor-based Fixed Income Risk Model to demonstrate that while sectors do play a role in credit investment management, they do so to a much lesser extent than one might expect.

February 11, 2021 – 4:00 p.m. (GMT) | 11:00 a.m. (ET)

The extraordinary market movements of 2020 had a considerable impact on the correlations between major asset classes. Some long-established interactions decoupled or even (temporarily) reversed, while others remained remarkably stable and sometimes intensified as the crisis unfolded. In this webinar, Christoph Schon will take a closer look at these relationships and examine how they affected the risk of a global multi-asset class portfolio. He will also explore potential implications for hedging and diversification strategies in the year ahead.

February 18, 2021 – 10:00 a.m. (HKT)

Join the Qontigo Applied Research team as we review the key drivers of risk in the previous quarter and draw insights into what might be in store for investors in the next quarter. We will decompose market risk for equities, fixed income, and multi-asset class markets using Qontigo’s fundamental multi-factor risk models, and take a look at how they have shaped investor sentiment in the previous three months. Our goal will be to identify which risks paid-off, which ones didn’t and if investors are changing their minds about what has been working for them in the recent past versus what they believe will work for them in the near future.

This webinar will focus on how investors can handle – and build on – this momentum to enhance their strategies and further help combat climate change in 2021.

January 20, 2021 – 4:00 p.m. (GMT) | 11:00 a.m. (ET)

Style-factor risk premia have been well-documented (and harvested) in the equity world for decades, but they have proven a lot more elusive for bonds. In this webinar, Christoph Schon will demonstrate how a robust, issuer credit curve-based framework can be used to identify style factors – such as (low) beta, value, and momentum –all of which carry discernible premia. He will examine each factor in detail and provide an intuitive explanation behind their respective performances.

News & research

Factor Investing

New ESG-X Select Dividend Indices Combine Income Strategy with Sustainability Screenings

By selecting high-dividend stocks within universes screened for responsible-investing principles, the new suite broadens the possibilities for investors and showcases the versatility of index-based strategies.

Index / ETFs

ETF Express names Qontigo’s STOXX Best Index Provider for ESG ETFs

Zug (February 26, 2021) – Qontigo’s index provider STOXX was named Best European Index Provider for ESG ETFs at this year’s ETF Express Awards. STOXX indices have now received awards from ETF Express for the eleventh time. Voting for the awards was conducted via an online poll of the entire ETF Express readership of over […]

Portfolio Risk Management

Oil-price swings pushing your equity portfolios around? Consider using an Oil Sensitivity metric…

The surge in oil prices since November 2020 has highlighted the challenges—and even opportunities—of measuring and managing the impact of swings in oil prices on portfolios.


New DAX Rules, Part of Methodology Overhaul, Kick in Next Month

Changes to Germany’s flagship benchmarks were announced last November and seek to enhance the quality of component companies.

Portfolio Risk Management

Worried about inflation? Here’s how it impacts multi-asset portfolio risk…

Investors are getting jittery over inflation, thanks to continued fiscal stimulus, combined with the effects of prolonged monetary easing. This, in turn, has pushed long-term government rates to 12-month highs, while share prices continue to climb.

Portfolio Risk Management

Adding Emerging Markets Stocks to a Developed Markets Portfolio? A Linked Model Can Help Manage the Risk

This is the third installment of a series of posts highlighting the risk-measurement benefits of a model that links separate regional models, versus a single global model.

Portfolio Risk Management

Cross-Asset Correlations in the Corona Crisis

In this paper, we take a closer look at the pairwise interactions of some of the asset-class pairs and review how they affected the risk of a global multi-asset class portfolio over the past 14 months, with a particular focus on the most recent environment.

Factor Investing

Introducing the STOXX Industry Neutral Ax Factor Indices

A new variation of the STOXX Factor Indices, which leverage Axioma’s proven factor models, further restricts sector diversions from the benchmark.


Axioma is the most sophisticated suite of quantitative risk analytics and portfolio-construction tools available.

We partner with clients to create solutions that adapt to their unique needs, powered by best-of-breed APIs and cloud-native technology.


Our STOXX and DAX indices stand for quality, transparency and customization.

We have earned our reputation as the leading provider of European tradable indices thanks to an unsurpassed technology foundation.

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