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

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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    3:00 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.

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

Regulatory Reporting

Managing Derivative Securities? Top 5 Questions to Ask Your Risk Management Provider Ahead of the New Derivatives Rule?

The countdown has begun. The Securities and Exchange Commission (SEC) adopted the 18f-4 Derivatives Rule in October last year, which means most SEC-registered companies will now have to make sure they don’t fall foul of the rule by August 19, 2022. While it seems a long time away, it’ll be here before you know it. To that end, we’ve put together a few questions you should ask your existing – or potential – risk solutions provider.

Index / ETFs

Dividend Yield strategies rebound but European banks are not part of the picture

Dividend Yield strategies are starting to stage a comeback, no thanks to European banks. After banks stopped paying dividends and exited the STOXX Europe Select Dividend 30 index, the index saw large changes in its profile, with Real Estate contributing the largest proportion of dividend yield to the index, followed by Insurance. The tracking error […]

Portfolio Risk Management

Equity Risk Monitor Highlights | Week Ended March 4, 2021

Factor volatility drives up US market risk; US small-cap stocks hold on to their advantage; Asset return dispersion widens in Asia Pacific ex-Japan.

Index / ETFs

Qontigo Names Arun Singhal as Global Head of Index Product Management

Qontigo announced today the appointment of Arun Singhal as Global Head of Index Product Management.

Portfolio Risk Management

Qontigo ROOF™ Score Highlights: Week of March 8, 2021

Sentiment continued to decline ending in bearish territory for all major markets except the UK. Markets seem to be responding to the recent lack of risk appetite as they did back in October 2020.

Celebrating Women’s Advancement and the Role of Financial Markets

International Women’s Day presents an opportunity to acknowledge how far the asset-management industry has come in advancing women’s rights in recent years, and to recognize how much more needs to be done.


Correction: Changes in SDAX

(Zug, 6 March 2021) – On Wednesday, 3 March 2021, Qontigo’s global index provider STOXX Ltd. announced that Leoni AG replaces SNP Schneider-Neureither & Partner SE in SDAX. This information is not correct. Instead, SGL CARBON SE replaces SNP Schneider-Neureither & Partner SE in SDAX, and Leoni AG replaces Deutsche Beteiligungs AG in SDAX (regular […]


Siemens Energy to Join DAX, Replace Beiersdorf

The former Siemens unit will take the slot of the 139-year-old personal-care company in the German blue-chip benchmark. The index is this month undergoing changes to its methodology.


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

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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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