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STOXX has launched the Eurozone’s first set of indices combining a factor strategy with responsible-investing screens that meet the standard sustainable policies of investors.
Multi-factor ESG is probably more successful as a marketing term than it is at providing a coherent approach to mixing ESG and other factors in a portfolio-construction methodology.
The DAX 30 ESG index is the latest introduction to a family of German ESG benchmarks. It tracks the country’s large-caps with the highest ESG scores determined by ISS ESG.
STOXX Ltd., part of the ISS STOXX GmbH group of companies and a leading provider of index solutions for institutional investors worldwide, has licensed a new ESG benchmark for the German equity market to DZ BANK. The DAX 30 ESG index expands the options for ESG (Environmental, Social, Governance) investing in German equities and, as of today, forms the basis for several discount certificates that are tradable on the Frankfurt Stock Exchange.
In the beginning, there was only beta. Then in the 70s, the multi-factor concept was born. And investment managers (eventually) caught on to the fact that factors are particularly useful to explain persistent drivers of risk and return. But as time went on, the numbers of factors grew and grew and now, there are hundreds. Sometimes, you can have too much of a good thing.
Axioma has announces an expanded partnership with Equity Data Science (EDS), to deliver hedge funds and asset managers access to its market-leading Axioma Equity Factor Risk Model Suite.
The first collaboration between Postal Savings Bank of China and Qontigo will allow the lender’s clients to access a portfolio of large Chinese equities chosen for their sustainability scores and optimized to limit deviations from the benchmark in terms of risk and industry allocation.
The customized index is an optimized solution that balances multiple investment objectives and uses various inputs, including LGIM’s proprietary ESG data.
ESG funds can target very different objectives and their names mean very different things. So, what, in reality, are their overall achievements when it comes to broad sustainability metrics? What active risk are investors taking on to accomplish them? And can optimization help balance sustainability and risk? A new whitepaper from Qontigo examines these matters.
In this paper, our goal is to show how sustainability ETF exposures to a number of sustainability-related factors may vary. It is eminently clear to us that investors with a view about key sustainability features cannot rely on the fund name, but instead need to do more digging into whether their fund meets the required criteria.
Saumya Mehrotra from Qontigo’s Sustainable Investment team joined a panel of experts during the recent Sustainable Investment Forum North America in New York, to discuss how ESG data and applications are evolving. In her words, while sustainability information is becoming more specialized, so are investors’ approaches to it.
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