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Latest Whitepapers
Index | Thematic Investing
Thematic investing in the current climate – A more focused approach to sustainable and future-proof investing
The Russian invasion of Ukraine spooked equity investors around the world, but losses were not distributed equally across all sectors, with some industries even exhibiting positive returns. This opens up opportunities for more focused strategies such as thematic investing.
Index | ESG & Sustainability
Sustainable investment fund labeling frameworks: An apples-to-apples comparison
The list of sustainable investment (SI) frameworks guiding portfolio design is long and keeps growing. Rarely a day goes by without intense discussion of some or all of them, and their often-conflicting implications for fund design. The authors of this paper aim to contribute towards this intensifying debate by examining in detail (as of October 2021) the criteria used in the 12 most important European pieces of legislation, country-specific fund labels and other standards guiding SI product design.
Index | ESG & Sustainability
Quantifying corporate societal impact using United Nations’ Sustainable Development Goals
This is the second in a series of Qontigo and Clarity AI research papers, which focuses on the challenge of measuring impact as a key means of bridging the gap between impact investment theory and practice.
Index | ESG & Sustainability
On the Way to Impact Investment: Mind the Gap between Theory and Practice
For this paper Qontigo’s Sustainable Investment Team collaborated with Clarity AI’s research team to deep dive into the theory and practice of impact investment, define the gaps and propose the reconciliation methods between the two.
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
Forward-looking Climate Metrics: An introduction to the current global landscape
In this paper we review some of the most prominent forward-looking climate metrics (FLCMs) that are currently available to investors, including proprietary methodologies developed by dedicated providers.
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.
Tax alpha is an often-overlooked source of improving passive and smart-beta index performance with direct indexing offering an approach to harvest tax alpha in practice. Once confined to high-net worth investors, direct indexing is open to a much lower threshold, allowing wealth managers to help their clients harvest losses and defer gains on individual securities in the portfolio while tracking a parent index and satisfying each client’s personal needs.
Analytics | Index | Portfolio Risk Management
New ICB Classification: Impact from a Risk-Oriented Perspective
This study explores the impact of the reclassification, from a risk-oriented perspective, on the STOXX® Global 1800 and STOXX® Europe 600 indices. We focus our analysis on the highest two tiers of the classification: Industry and Supersectors.
Analytics | Factor Investing
Where is There Room to Grow? Assessing the Capacity of Factor Investing Strategies
Factor investing has gained popularity in recent years and large asset flows have been recorded into so-called smart beta and risk premia themed products.
In this paper, we analyze the performance of the EURO STOXX 50® ESG Index spanning the turbulent market conditions caused by the COVID-19 pandemic.