Index Solutions

Sustainable Index Solutions

Our range of flexible ESG index solutions help you meet your sustainable investing goals.

Extended Choice to Match Your Sustainability Strategy

Our toolbox contains two index categories, each one with its own level of sustainability commitments and goals.

Qontigo’s ESG Categories

‘Exclude’ strategies – an efficient starting base

This category is a starting point in responsible engagement and risk mitigation, and comprises ESG exclusion and integration strategies. For investors seeking to raise the ESG profile of portfolios but maintain low tracking errors and similar risk-return characteristics to STOXX and DAX benchmarks.

‘Enhance’ strategies – optimizing sustainable investing

Our ‘Enhance’ category has been designed for investors who wish to maximize their portfolios’ ESG profiles while maintaining benchmark exposure. The category is made up of STOXX and DAX indices that aim to maximize the sustainability profile of portfolios.

Learn more about our Climate Index Solutions such as the Paris-Aligned Benchmark Indices >

The Role of Our Indices

STOXX and DAX ESG indices serve as underlyings for a wide range of investable products:

Advantages of our Open Architecture

Our ESG framework offers access to curated databases that allow for cutting-edge index creation.

This open architecture approach enables us to select and integrate the best-in-class third-party data from leading providers including:

Your ESG Index Families

ESG-X
Indices

ESG Broad
Market
ESG Blue Chip
Indices

I want to EXCLUDE companies or sectors based on specific criteria through the use of ESG screens while maintaining similar risk-return profiles to STOXX and DAX benchmark indices.

  • Our ESG-X methodology incorporates standard norm- and product-based exclusionary screens, for example, filtering out controversial weapons, thermal coal and tobacco (exclusion only).

  • Our STOXX ESG Broad Market Indices  exclude 20% of the parent index through a combination of negative exclusions and the removal of the poorest-scoring securities in terms of ESG criteria.

  • Our STOXX and DAX ESG blue-chip indices are derived from some of the world’s most iconic benchmarks. They combine negative exclusions with the positive integration of ESG scoring into stock selection, removing companies with the lowest ESG grades and replacing them with better-ranked peers. The EURO STOXX 50® ESG Index and the DAX® 50 ESG Index belong in this category.

ESG Target / Target TE
ESG Leaders
Indices
ESG SRI
Indices

I want to further ENHANCE my exposure to specific ESG criteria and support the transition to a more sustainable world, while maintaining benchmark exposure.

  • Our ESG Target Indices aim to reflect the benchmark’s performance and, at the same time, maximize the portfolio’s ESG score. The weighting of each constituent security is determined through an optimization process that ensures diversification and relies on Axioma’s risk modelling for tracking error calibration. The ESG Target Tracking Error Indices use a similar configuration, but have an even stricter tracking error objective.

  • Our STOXX ESG Leaders indices are made up of the best-in-class stocks in terms of E, S and G criteria based on specific indicators. The indices were introduced in 2011 and have earned a large following from investors seeking targeted sustainable returns.  

  • Our STOXX SRI (Socially Responsible Investing) indices track the best ESG performers from each industry group within a selection of STOXX benchmarks, and additionally apply a set of carbon emissions intensity, compliance and product involvement screens.

Key Benefits of Our Exclude and Enhance Indices

Superior Design

Accurate and transparent non-financial factors are used to identify material ESG risks and growth opportunities

Transparency and Simplicity

Clear and easy-to-explain, rules-based framework allows users to incorporate ESG considerations into their investment processes

Liquidity and Tradability

Liquidity is a crucial determinant in the selection of securities

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