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Creation of two leading value propositions combined in Deutsche Börse Group’s new Investment Management Solutions segment

As part of the strategy to maximize benefits and serve clients better, two leading value propositions have been formulated within the Investment Management Solutions (IMS) segment.

  • The integration of ISS and STOXX emphasizes data and analytics-powered investment management solutions, ensuring a robust and comprehensive offering for our clients.
  • Simultaneously, the alliance between SimCorp and Axioma is designed to create a powerful front-to-back offering, enhancing SimCorp’s existing capabilities in front-office, middle-office, and back-office operations.

Leading quality-focused ESG, data, index, and analytics provider

ISS STOXX is a leading provider of comprehensive and data-centric research and technology solutions that help capital market participants identify investment opportunities, detect qualitative and quantitative portfolio company risks, and meet evolving regulatory requirements. The STOXX index business sits under the ISS STOXX umbrella. Find out more about STOXX’s index solutions.

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Fully integrated front-to-back investment management solution

The combination of SimCorp and Axioma provides full front-to-back investment industry services, excelling in front-office and risk management as well as middle- and back-office services. By joining forces, both organizations can harness each other’s strengths and resources to develop a future product and strategy roadmap that will deliver even better value and support.

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Key indices

Current performance from featured STOXX and DAX indices

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STOXX Global 1800 Ax Momentum



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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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Join Christoph Schon in this webinar to hear his thoughts on how things could play out over the coming year.

Join us to look at how investors have navigated this environment in the last three months and for a look-ahead to what the next three month might have in store for them.

Join Melissa Brown in this webinar, where she will discuss the drivers of market volatility, factor returns and other elements of equity portfolio performance.

As a wealth manager or RIA, you need to ensure your client portfolios reflect the best investment ideas while adhering to individual client requirements and customization needs. Historically, tools have not existed that allow for this to be accomplished consistently at scale. What if there was a solution that could solve these challenges across your entire workflow – a single place for sophisticated factor risk analytics, portfolio management and rebalancing, in a crisp, intuitive interface with workflows designed for your use case?

The race to net-zero is ramping up and regulatory pressures continue to increase in the Asia-Pacific region, with the Monetary Authority of Singapore and Hong Kong Monetary Authority recently announcing requirements for climate risk monitoring.

Therefore, if you’re an asset manager, asset owner or a hedge fund, understanding the impact of extreme weather and future climate pathways on your multi-asset class portfolios, is only going to become more crucial.

The presentations will be followed by a short Q&A.

The race to net-zero is ramping up and regulatory pressures continue to increase, worldwide. If you’re an asset manager, asset owner or a hedge fund, understanding the impact of extreme weather and future climate pathways on your multi-asset class portfolios is only going to become more crucial.

Join us for this webinar we are hosting with Ortec Finance, a leader in climate scenario analysis. Find out how to measure the drivers of climate risk, assess climate resilience of your portfolio and incorporate scenarios that align with your overall portfolio risk assessments.

The presentations will be followed by a short Q&A.

News & research

Index / ETFs

Changes in composition of the STOXX Europe 600 Index

Results of the fourth regular quarterly review 2023 of benchmark indices will be effective December 18, 2023.

Portfolio Risk Management

Infographic: Stress testing known unknowns in 2024/2025

Get ready for the next 18 months – it could be a bumpy ride. And if it is, you’ll be well prepared for some of the most potentially disruptive ESG events (Economic, Security and Geopolitical!) with well thought-out stress tests. Below, we highlight what’s coming up, alongside some examples of comparable events you can use to help construct the most meaningful stress tests.

Portfolio Risk Management

The way forward: Delivering an institutional investment process to the mass affluent

The rise of the mass affluent market and its rapidly changing customer behaviour and preferences have been the driving force behind digital acceleration in the wealth management ecosystem. In this blog, Tanya Bartolini, Co-Founder of multi-asset investment technology provider Jacobi, explains how wealth management organizations can use institutional-grade technology to ‘lift the lid’ on investment decision-making and provide richer insights to clients.

Portfolio Risk Management

Equity Risk Monitor Highlights | Week Ended November 24, 2023

Country risk in developed markets has risen across the board; Diversification ratio declines on higher asset correlations; US Sectors with Momentum have shifted.

Portfolio Risk Management

Multi-Asset Class Risk Monitor Highlights | Week Ended November 24, 2023

Gilt yields soar after autumn statement; Pound benefits from higher-for-longer rates; Four-week equity winning streak helps reduce portfolio risk.

Portfolio Risk Management

Qontigo ROOF™ Score Highlights: Week of November 27, 2023

Investor sentiment continued to recover last week with only one market (Asia ex-Japan) remaining bearish as of last Friday. Investors in China remained bullish (or hopeful?), despite the market’s reluctance to rise without further evidence of a credible economic recovery. Elsewhere, sentiment was still negative in Global developed markets, Global emerging markets, and Europe, neutral in Global developed ex-US markets, Japan, and the US, and turned positive in Australia and the UK.


DAX capping will be adjusted to 15 per cent

STOXX Ltd. will adjust the capping in the DAX index family from 10 to 15 per cent. This was preceded by a broad market consultation which lasted from 11 October to 8 November 2023. The responses reflected a wide range of considerations from different stakeholders. A majority of participants were in favour of raising the capping limit to 15 percent.

Portfolio Risk Management

Equity Risk Monitor Highlights | Week Ended November 17, 2023

Volatilities and correlations climb in Europe; US small caps among the big winners of last week; UK Earnings Yield style factor takes off.

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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.