Blog Posts

This article aims to provide an update on the responsible-investing characteristics of the iSTOXX APG World Responsible Indices, and reaffirm that the process continues to create indices with substantial improvement in sustainability criteria without straying too much from the parent benchmark.

While ETF strategies focusing on the environment and general ESG have captured 39 billion euros this year, little to no money has gone to funds targeting principally social and governance issues, according to data from Qontigo’s Market Intelligence Team.

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.

At the Sustainable Investment Forum North America 2022, Saumya Mehrotra, Associate Principal, Sustainable Investment shares how the combination of our open ESG data and architecture, index platform and analytic capabilities enable our clients on their journey to full sustainability integration.

The STOXX Global 1800 index dropped 9.3% in dollars last month, taking its retreat in 2022 to 25.5%. The Federal Reserve, European Central Bank and Bank of England increased the cost of borrowing in the month, with the first two hiking by a larger-than-average 75 basis points.

Lukas Smart, Head of US iShares Sustainable and Factors Product Segments, and Arun Singhal, Qontigo’s Global Head of Index Product Management, discuss the recent update to BlackRock’s multi-factor offering and the outlook for factor investing.

We caught up with Zubin Ramdarshan, Head of Equity & Index Product Design at Eurex, and Yang Wang, Head of Thematic Index R&D at Qontigo, to learn more about the first-ever listing of thematics derivatives at the Frankfurt-based exchange.

The outcome of the STOXX Global ESG Leaders’ annual review is out. Qontigo’s broadest benchmark tracking the highest ESG-scoring companies now comprises 425 constituents: 280 from Europe, 79 from North America and 66 from Asia/Pacific.

Conventional wisdom has it that higher interest rates make a currency more attractive to foreign investors, whereas a weaker exchange rate can be good news for export-oriented economies. Neither is true for the United Kingdom right now.

In a new research paper, we showcase how a portfolio manager can replicate fixed income indices using the Axioma Portfolio Optimizer and the new Axioma Credit Factor Model to create optimal US high- yield portfolios. In the workflow, we replicate a US high yield index with liquid bonds and a set of derivatives and test the solution from a risk perspective. The end goal is to create a set of portfolios that is more cost efficient, as (or more) liquid and as diversified as the index.  

The new fund was listed on Sept. 7 and replicates the iSTOXX® Access Metaverse, an index tailored around a custom methodology aimed at tracking the key beneficiaries of a nascent theme in our modern world.

Changes were announced as part of the September regular review of the DAX 50 ESG, DAX ESG Target, DAX ESG Screened and DAX indices.