To help ETF issuers meet today’s multiple investment objectives, we combine innovative index construction with leading optimization and risk analytics capabilities. Our open architecture approach to integrating external data allows us to work with a range of best-in-class data from globally leading providers as well as client data. As investment strategies are becoming increasingly complex, investors face tradeoffs balancing numerous objectives that not only include traditional risk-return considerations, but also sustainability criteria. We design indices that incorporate sustainability objectives related to sustainability performance (typically measured by an ESG score), specific climate criteria or contributions to the United Nation’s Sustainable Development Goals. We are also a leading provider of factor-based and thematic indices.
We partner with clients throughout every step of the process to co-design index solutions that are available and efficient
The combination of superior index construction expertise with leading risk model and optimization tools allows for the creation of powerful and creative indices
Open architecture framework
Our strategic open-architecture framework leverages leading third-party data and transforms qualitative objectives into quantifiable results
Over 30 years of designing liquid, rules-based indices that suit a variety of investment goals
Case studies and research
Developing an ESG enhanced version of DAX for BlackRock
The DAX ESG Target index was developed in collaboration with BlackRock, the world’s largest asset management firm. The index combines a tracking error target relative to the parent DAX index with ESG filters and carbon reduction targets. ESG data is provided by Sustainalytics.
Customized sustainable climate indices created for Northern Trust’s FlexShares
We designed four indices that integrate FlexShares’ proprietary ESG and factor scores. The indices aim to capture the excess returns associated to factors such as quality, low volatility and dividend yield while adjusting for sector, region, country and security-level biases.
BlackRock and Qontigo’s collaboration: iShares multi-factor ETFs track STOXX indices to deliver consistent, risk-managed exposure for a portfolio’s core
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.
STOXX Benchmark indices cover global, regional and country markets, offering efficient exposure to each investable universe
Enhanced by advanced optimization and portfolio construction
Our range of flexible index solutions helps clients meet their sustainable and responsible investing goals
Position portfolios for growth, leveraging broad, disruptive and forward-looking trends changing our society