Index Solution

Climate Benchmark Indices

STOXX Climate Transition Benchmark (CTB) and STOXX Paris-Aligned Benchmark (PAB) Indices

Creating intelligent climate investment solutions

STOXX Climate Benchmark Indices are designed to facilitate the shift towards a low-carbon economy and align investments with the Paris Climate Agreement.

Climate change investing continues to gain weight as a key consideration in investment portfolios. Our STOXX Climate Transition Benchmark Indices and STOXX Paris-Aligned Benchmark Indices are constructed to follow and exceed the EU Climate Benchmarks¹ requirements. The indices encourage climate stewardship and corporate engagement to meet carbon reduction goals.

STOXX Paris-Aligned Benchmark Indices (PABs) – These indices incorporate stringent carbon emission limitations in stock selection, in line with the global warming target of the Paris Climate Agreement². They aim for 60% greenhouse gas (GHG) intensity reduction.
STOXX Climate Transition Benchmark Indices (CTBs) – These indices allow for more sectorial diversification and help investors adopt a portfolio decarbonization trajectory. They aim for 40% greenhouse gas (GHG) intensity reduction.

We also partner with clients, to develop innovative, customized climate-related index solutions such as the STOXX Willis Towers Watson Climate Transition Indices that employ a unique Climate Transition Value at Risk (CTVaR) methodology that quantifies the anticipated impact of an economic transition on equity valuations.

STOXX’s CTB and PAB indices and underlying benchmark indices

STOXX^® Climate Transition Benchmark Indices	STOXX^® Paris-Aligned Benchmark Indices	Underlying STOXX^® Benchmark Indices
EURO STOXX^® Climate Transition Benchmark	EURO STOXX^® Paris-Aligned Benchmark	EURO STOXX^®
EURO STOXX^® Total Market Climate Transition Benchmark	EURO STOXX^® Total Market Paris-Aligned Benchmark	EURO STOXX^® Total Market
STOXX^® Europe 600 Climate Transition Benchmark	STOXX^® Europe 600 Paris-Aligned Benchmark	STOXX^® Europe 600
STOXX^® Global 1800 Climate Transition Benchmark	STOXX^® Global 1800 Paris-Aligned Benchmark	STOXX^® Global 1800
STOXX^® USA 500 Climate Transition Benchmark	STOXX^® USA 500 Paris-Aligned Benchmark	STOXX^® USA 500
STOXX^® USA 900 Climate Transition Benchmark	STOXX^® USA 900 Paris-Aligned Benchmark	STOXX^® USA 900

Key indices

All Climate Indices

EURO STOXX CTB

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EURO STOXX PAB

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STOXX Europe 600 CTB

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STOXX Europe 600 PAB

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Updated upon page load and reflects the latest available data with a 15 minute delay.

EU climate benchmarks objectives

Superior design criteria sets STOXX indices apart

The construction of STOXX indices adds vital steps that emphasize the climate objectives

Scope 3 Inclusion³

Scope 3 data is used from inception to account for companies’ direct and indirect emissions

Sustainable Development Goals 13, Climate Action⁴

Securities that have significant obstruction to SDG 13 Climate Action are not eligible

Science-Based Targets

Qontigo aspires to influence companies to set and have approved science-based targets and therefore only includes companies that will fulfill the Science-Based Targets initiative (SBTi) by March 2030 in the indices

Climate Leaders

Indices will reward energy-efficient companies that are ready to seize opportunities arising from the transition to a low-carbon economy, and those that are well-positioned to meet their carbon budget targets

Our open architecture allows us to integrate the world’s leading climate data from our data partner ISS ESG. This includes the most complete set of carbon data, science-based targets and emission scenarios, which are used to overweight climate leaders and underweight the laggards. In addition, the indices are screened for controversial activities involvement.