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ESG and climate metrics can be used as signals to generate alpha either on a stand-alone basis or to strengthen traditional style factors, BlackRock’s Andrew Ang explained during the Qontigo Investment Intelligence Summit.
The idDAX 50 ESG NR Decrement 4.0% can be used to underlie structured products offering exposure to sustainability leaders in the German equity market. The decrement mechanism allows issuers to improve the coupon or capital-protection terms offered to clients.
Rebecca Chesworth, Senior Equities Strategist at State Street Global Advisors SPDR ETFs; and Hamish Seegopaul, Head of R&D for ESG and Quantitative Indices at Qontigo, discuss the change in underlying index for the SPDR® STOXX Europe 600 ESG Screened UCITS ETF and how clients’ ESG needs are shaping the product offering.
A webinar organized by Risk.net and Eurex addressed the surge in interest in ESG derivatives and explored what lies ahead for the market amid increasing regulation and continued improvements in data and index design.
We devised a series of co-branded indices that offer investors a spectrum of strategy tools and specific optionality, and gave our client flexibility, full support in index management, and the objectivity of a third-party index provider
The STOXX SRI (Socially Responsible Investing) indices are part of Qontigo's index-based sustainability solutions framework, which grew this year to address investors’ varied ESG needs and ambitions. The SRI indices seek to improve the ESG profile of the portfolio and lower its carbon emissions.
The futures are the world’s most popular sustainability-focused derivatives and have seen increasing demand as investors and traders turn to ESG-compliant instruments to hedge and manage portfolios. The ESG derivatives space at Eurex has beaten records in daily and monthly traded contracts this year.
The contracts are part of an expanding family of sustainability-focused listed derivatives designed to tap increasing demand as investors turn to ESG-compliant instruments to manage portfolios.
In this post, we explore the second category in Qontigo’s index-based sustainability solutions: our ‘Enhance’ ESG offering. The category is made up of STOXX and DAX indices that aim to maximize the sustainability profile of portfolios, given investors’ needs to balance risk, return and ESG integration.
We look at the STOXX index families that make up the first category in Qontigo’s index-based sustainability solutions. Our ‘Exclude’ category – consisting of the STOXX ESG-X, ESG Broad Market and ESG blue-chip indices – helps investors incorporate a varied degree of responsible engagement and risk mitigation into portfolios.
The futures, part of the broader ESG derivatives family traded on Eurex, reach records as investors turn to ESG-compliant instruments to manage portfolios.
Study explores the liquidity and tradability differences between the ESG index and the flagship EURO STOXX 50 benchmark, and their impact on returns.
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