ESG & Sustainability — December 1, 2020

EURO STOXX 50® ESG: Liquidity and Tradability Characteristics

In this paper, we evaluate the EURO STOXX 50® ESG Index’s liquidity and tradability characteristics compared to its benchmark, and make an estimation of execution cost of switching from the benchmark to the index. We believe this analysis would be of interest to market participants given the recent launch of derivatives on the EURO STOXX 50® ESG Index, and to those with exposure to the EURO STOXX 50® that may be seeking a more sustainable flagship alternative.

Authors

Anand Venkataraman

Head of Product Management – Index

Ladi Williams

Product Manager – Index