Summary
The iSTOXX® Global ESG Select 50 Index uses the STOXX Global ESG Leaders Index as an underlying to select the top dividend payers of each regions (Europe, North America, Asia/Pacific) while applying constrains on the minimum/maximum numbers of stocks per regions and industries. The selected companies are weighted according to the inverse of their 12-month historical volatility in EUR (with a minimum weight of 0.5% and a maximum of 4%).
The STOXX Global ESG Leaders Index provides access to global sustainability leaders through a quantitative selection process in the following areas: environmental, social and governance. The index consists of three subindices which roll into the STOXX Global ESG Leaders index. The three subindices are: STOXX® Global ESG Environment Leaders, STOXX® Global ESG Social Leaders and STOXX® Global ESG Governance Leaders Indices.
The iSTOXX Global ESG Select 50 Risk Control 10% RV indices are designed to control the risk profile of the underlying iSTOXX Global ESG Select 50 Indices. The STOXX Risk Control indices reflect a 10% target volatility strategy. This strategy involves a shift between a risk-free money market investment and a risky portfolio. The allocations of each STOXX Risk Control Indices are determined on the basis of the realized volatility of the underlying index.
Index Guides, Benchmark statement, and other reports are available under the Data tab.