ESG and Climate — July 8, 2020

The STOXX Europe 600 Paris-Aligned Benchmark: A Better Path to Success?

The STOXX® Europe 600 Paris-Aligned Benchmark Index was launched in June 2020. In backtested data since March 2018, we find that the strategy has offered a higher return and lower volatility versus its benchmark. This paper drills down into some of the factors driving those results.

Authors

Melissa Brown

Managing Director of Applied Research