Index Solutions

Factor-Based Indices

A sophisticated set of tools for the entire range of smart beta strategies

Bringing together the powerful indexing and analytics capabilities of Qontigo to target well-defined sources of equity risk premia.

Key indices

All Factor and ESG-X Factor Indices

STOXX Global 1800 Ax Momentum

STOXX Global 1800 ESG-X Ax Momentum

STOXX Europe 600 Ax Size

STOXX Europe 600 ESG-X Ax Size

STOXX USA 500 Ax Multi-Factor

STOXX USA 500 ESG-X Ax Multi-Factor

EURO STOXX 50 DVP

STOXX Global Maximum Dividend 40

DAX Dividend Point

STOXX Europe 600 Minimum Variance

STOXX USA 900 Minimum Variance

STOXX Global 1800 Minimum Variance

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

Key benefits

Powerful

Combine leading capabilities in factor analysis and indexing

Clear

Resort to factor clarity and strong definitions to efficiently target excess returns

Tradable

Optimize allocations and control for liquidity to create better, manageable portfolios

Sustainable

Adopt sustainability strategies in keeping with the same factor-based approach

Functional

Rely on an entire factor family designed to benchmark portfolios and underlie financial products

Whitepaper

Tax Management for Smart-Beta Indices

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