Latest Blog Posts

Index | Index / ETFs
Trading in STOXX, DAX listed derivatives jumps in H1 2022 amid market volatility
Futures and options enable investors to take directional views and hedge portfolios as markets pull back and price swings increase this year.

This year’s market volatility and macro shocks have raised a challenge to the thematic investing boom, but also offer a chance to reappraise the benefits of the investment approach. Overall, the funds continue to attract net inflows as investors seek alternatives to traditional sector-based portfolios in their search for long-term outperformance.

The ROOF portfolios use sector and style ROOF Scores to construct sentiment-tracking portfolios designed to capture the returns from the implementation of a bullish or bearish strategy. In a difficult first half of the year, aligning portfolios with the overall negative sentiment in the market generated significant outperformance relative to ‘holding’ the entire market or ignoring the average investor’s outlook.

Index | Benchmarks
DAX indices to change rules around corporate actions, keep single-stock capping at 10%
Changes follow a market consultation with stakeholders and were devised to bring the German equity benchmarks in line with international standards.

Courtney Scharff, Qontigo’s Global Head of Strategic Partnerships recently spoke with RepRisk’s CEO, Dr. Philipp Aeby to discuss the partnership. The conversation touched on how RepRisk differentiates its ESG data offerings through full transparency, the challenges of creating ESG data and how asset managers should think about ESG.

Index | Index / ETFs
The future of school and play: a look at the STOXX Global Digital Entertainment and Education Index
We examine the composition and profile of the STOXX Global Digital Entertainment and Education Index, a thematic index that underlies a new iShares ETF, for investors interested in understanding the portfolio’s composition and drivers of returns.

Index | ESG & Sustainability
MIT Prof. Rigobon: Dealing with confusion and incongruity in the ‘ESG data zoo’
MIT Professor of Applied Economics Roberto Rigobon took the stage at the recent Qontigo Investment Intelligence Summit in New York to explain how inconsistencies in measurement, scope and priorities are leading to vast discrepancies in ESG ratings. To avoid confusion and mismanagement, he said, decision-makers must strive to understand what’s behind the data and carefully choose what best fits their goals.