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At Qontigo, we partner with our clients to create solutions that empower investment intelligence to drive targeted sustainable returns.

With our award-winning STOXX and DAX indices and institutionally-proven Axioma analytics, we deliver sophisticated solutions at scale backed by modern technology, open architecture and unparalleled client focus.


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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

More Data
Updated daily.


The ongoing surge in US consumer prices remained at the top of investors’ minds in the second quarter of 2021, but persistent reassurances from the Federal Reserve meant that share prices kept rising to new highs, while bond markets once more benefitted from accommodative central-bank policies. The resulting co-movement of the two major asset classes led to reduced diversification opportunities, with the strengthening dollar and COVID-induced safe-haven flows providing only limited relief.

Join Christoph Schon in this webinar to hear how these changes in cross-asset interactions affected the risk of global multi-asset class portfolios.

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.

June 30, 2021

Qontigo’s David Antonio joins Charles River product experts Shashi Mahadik and Jared Martin to discuss our partnership and ways that investment firms and asset owners can leverage the Axioma Factor-based Fixed Income Risk Model to gain clearer insights into the drivers impacting portfolio performance.

June 16, 2021

Rodolphe Bocquet, Qontigo’s Global Head of Sustainable Investment, will be joining a panel discussing about: “The next chapter of the Sustainable Finance Disclosures Regulation (SFDR) story…key outcomes for investment”

July 6, 2021

The macroeconomy has dominated financial news for much of 2021, driven at least partly by the specter of rising inflation and corresponding back-up in long-term interest rates. But building macroeconomic risk models to quantify, and perhaps mitigate the impact is a daunting and sometimes unproductive pursuit.

Volatility has calmed considerably, compared with a year—and even six months—ago. Predicted market, currency, country, industry, and factor risks are almost all at the low ends of their 12-month ranges. In addition, many factors are behaving “as expected”, after having defied long-term expectations for a year or more. In this webinar, we delve into the current state of risk—as we attempt to determine if the “new normal” is, in fact, the “old normal”.

News & research


Cloud native vs. cloud hosted: The differences are big…and they matter

In the updated blog post, we answer some of the most frequently asked questions about cloud technology.

Portfolio Risk Management

Multi-Asset Class Risk Monitor Highlights | Week Ended July 23, 2021

Strong earnings and central-bank support lift European stocks and bonds alike; Dollar continues to strengthen, as stock market posts record high; Portfolio risk surges amid stock-market turbulence.

Portfolio Risk Management

The US Market Has Been Strong, but Not Investor Sentiment. What Is that Telling Us?

While the US market has hit multiple record highs in 2021, investor sentiment thus far has been more negative than positive.

Portfolio Risk Management

Equity Risk Monitor Highlights | Week Ended July 22, 2021

Spread between short-horizon statistical and fundamental forecasts widens in the US; Sector exposures to Momentum and Market Sensitivity have changed substantially this year; Market Sensitivity returns have reversed course.

Portfolio Risk Management

Qontigo ROOF™ Score Highlights: Week of July 26, 2021

Investors remain worried that the combination of inflationary pressures and COVID-19 variants will cancel the happy ending for the economy that markets have been hoping for.

ESG & Sustainability

Value of Sustainable Assets Outpaces Market Growth, Led by US Surge: GSIA Biennial Report

The world’s share of responsibly managed assets continued to expand in the two years through 2019, according to one of the most comprehensive industry studies. US-based ESG assets jumped 42% during the period. In Europe, sustainable assets dropped amid higher standards of what constitutes an ESG investment.

Index / ETFs

Northern Trust Asset Management’s Huemmer on Quality Factor ESG Strategies and Finding the Perfect Index Partnership

Chris Huemmer, Northern Trust Asset Management’s Senior Investment Strategist, discusses his firm’s innovative ETFs tracking multi-factor, ESG and climate strategies, and the role of an index provider in wrapping up a holistic investment approach.

Portfolio Risk Management

Video: Axioma Equity Linked Factor Risk Model

The best risk model is the one most closely aligned to your strategy. That’s why Qontigo offers you a range of Equity Factor Risk Models connected as a single linked risk model.


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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