Our strategy indices push the envelope in innovation all while keeping our rules-based and transparent methodologies model.
Key indices
Select & Select Diversification
STOXX Select and STOXX Diversification Select index families are specifically designed as liquid underlyings for financial products such as exchange-traded funds and structured products. These indices are derived from major STOXX benchmarks, measure the performance of companies with low volatility, high dividend yield, and – in case of the STOXX Diversification Select Indices – low correlations. Index components are weighted by the inverse of their volatility.
Hedged
STOXX Hedged indices measure the performance of an underlying index while at the same time eliminating foreign currency fluctuations. The indices combine the performance of the underlying STOXX index with a hypothetical, rolling investment into one-month foreign exchange forward contracts.
Liability-Driven Investment
Liability-driven investment (LDI) strategies aim to minimize the diversion between the present value of assets and financial commitments, providing a solution to the funding gap problem. With LDI, liability cash flows became the actual benchmark for performance.
Risk-Control
Qontigo offers a wide range of STOXX indices to mitigate risk for global and regional markets and for several countries. These include the STOXX Risk Control, the STOXX Equal Risk and the STOXX Low Risk Weighted index families.
With Dividend Points (DVP), Qontigo provides additional data linked to STOXX indices as an underlying for derivative products.
Dividend Points provide pure dividend data of the respective indices and increases investors’ ability to focus on fundamentals that determine equity values. The indices track gross cumulative cash dividends (i.e. the sum of the individual cash dividends) that are announced and paid by constituents of the respective indices during the annual period.