Brining together the powerful indexing and analytics capabilities of Qontigo to target well-definied sources of equity risk premia.
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
Combine leading capabilities in factor analysis and indexing
Resort to factor clarity and strong definitions to efficiently target excess returns
Optimize allocations and control for liquidity to create better, manageable portfolios
Adopt sustainability strategies in keeping with the same factor-based approach
Rely on an entire factor family designed to benchmark portfolios and underlie financial products
Tax Management for Smart-Beta IndicesDownload >
STOXX® Factor and ESG-X Factor Indices
The STOXX Factor Indices deliver accurate insight, and transparent and liquid portfolio construction, to target five factors — value, quality, momentum, low risk and size — and a multi-factor option across various geographies.
EURO STOXX® Multi Premia® and Single Premium Indices
The Single Premium Indices draw upon a liquid universe of Eurozone equities — the EURO STOXX® Index — and each capture one of seven proven risk premia: value, size, momentum, residual momentum, reversal, low risk, and quality.
STOXX® Minimum Variance Indices
Based on Modern Portfolio Theory, the STOXX Minimum Variance indices aim to limit volatility using a consistently applied and rules-based methodology.
STOXX® Dividend Indices
STOXX’s Dividend Indices offer three broad approaches that enable income investors with diverse objectives to access cash flows within equity markets.