STOXX’ range of Climate indices are transparent, liquid and diversified indices that help investors reduce exposure to climate-related financial risks and allow for increased allocations to companies well positioned to capture opportunities in the transition to a low-carbon economy.
Climate indices categories
STOXX Low Carbon indices are designed to help investors decarbonize their portfolios and limit the exposure to climate-related risks, such as stricter regulations and physical damage, while participating in the low-carbon economic growth. We offer four families of low carbon indices: Low Carbon, Reported Low Carbon, Industry Leaders and Low Carbon Footprint.
STOXX Climate Change indices incorporate the CDP climate change scoring methodology which evaluates companies based on their progress in the transition towards a low carbon economy. There are three categories of Climate Change indices: Climate Awareness, Climate Impact, Climate Leaders.
STOXX Paris-Aligned Benchmark Indices (PABs) are constructed to follow and exceed the EU Climate Benchmarks requirements. The indices encourage climate stewardship and corporate engagement to meet carbon reduction goals. STOXX Paris-Aligned Benchmark Indices indices incorporate stringent carbon emission limitations in stock selection, in line with the global warming target of the Paris Climate Agreement. They aim for 60% greenhouse gas (GHG) intensity reduction.
Climate Transition Benchmark
STOXX Climate Transition Benchmark Indices (CTBs) are constructed to follow and exceed the EU Climate Benchmarks requirements. STOXX Climate Transition Benchmark Indices allow for more sectorial diversification and help investors adopt a portfolio decarbonization trajectory. They aim for 40% greenhouse gas (GHG) intensity reduction.
WTW Climate Transition
STOXX Willis Towers Watson Climate Transition Indices employ a unique Climate Transition Value at Risk (CTVaR) methodology that quantifies the anticipated impact of an economic transition on equity valuations.
State-of-the-art index construction
The combination of superior index construction expertise with leading risk model and optimization tools allows for the creation of powerful and creative indices
Our open architecture approach allows us to integrate climate data from recognized and well-regarded data providers
We work with familiar indices including the EURO STOXX 50®, STOXX® Europe 600, STOXX® USA 500 and DAX® as starting universes
Diversified and liquid
Take advantage of diversification and tradability provided by constraints at the single-stock, country, industry, turnover and asset weight levels
Key climate indices
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