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News & Research
Most Recent News & Research
Index | ESG & Sustainability
Want to incorporate SDG exposures into your portfolios? There’s no such thing as a (risk) free lunch, but here’s a way to do it…
This paper focuses on creating SDG portfolios that maximize exposure to one, two or all SDGs. The study shows that it is quite possible to create a portfolio that significantly improves the exposure to SDGs without taking on too much active risk. An optimizer can help manage that active risk.
Sustainable investing strategies vary. Some investors, for example, simply want to improve ESG alignment. Others seek to maximize their impact on society, by investing in those companies that contribute the most to certain goals. While the metrics that underlie these approaches have some overlap, there is not perfect correlation, in terms of how metrics are defined, how portfolios are constructed, what is being targeted, etc.
A Qontigo analysis shows that the DAX enlargement contributed to the German benchmark’s diversification, decrease in concentration, stability and market representation, and resulted in relatively limited changes to style exposures. In most cases, those changes were not of significant nature.
This whitepaper evaluates two thematic investment strategies – STOXX® Global Ageing Population (“Ageing Population”) and STOXX® Global Millennials (“Millennials”) – which seek exposure to these two distinct generations.
In this paper we analyzed four tech-oriented thematic indices’ performance and risk through a factor lens leveraging Axioma’s Worldwide Fundamental Factor Model, and also compared their characteristics to the broad market indices.
The STOXX® USA 500 ESG Broad Market, ESG Target, and ESG Target TE indices aim to provide alternatives for index investors and product issuers who are looking to switch to more sustainable versions of traditional benchmarks.
Index | ESG & Sustainability
The Best Bang for Your Climate-Aware Buck (Or Pound, Euro, Yen – You Name It)
In this paper we attempt to answer the following questions: in which region can you make the most impact, and how much active risk is required to achieve your climate goals?
Index | ESG & Sustainability
Risk, Return and Sustainability: Qontigo ESG Target Indices Provide an Optimal Solution
While sustainable investing is not a new concept, its growing popularity means a sharper focus is needed on how to achieve sustainability goals without sacrificing returns or taking on too much unintended risk.
Melissa Brown discusses the STOXX® Europe 600 Paris-Aligned Benchmark Index, and the strategy driving a higher return and lower volatility than its benchmark.
Index | ESG & Sustainability
The STOXX Europe 600 Paris-Aligned Benchmark: A Better Path to Success?
The STOXX® Europe 600 Paris-Aligned Benchmark Index was launched in June 2020. In backtested data since March 2018, we find that the strategy has offered a higher return and lower volatility versus its benchmark. This paper drills down into some of the factors driving those results.
The EURO STOXX 50® ESG Index was launched last year as an environmental, social and governance (ESG) version of the EURO STOXX 50® Index, the blue-chip Eurozone benchmark. The ESG index incorporates both standard exclusions and integrates companies’ ESG scores into stock selection. In other words, it excludes companies engaged in controversial activities and those with low ESG scores, and […]