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Solutions

STOXX® Factor and ESG-X Factor Indices

Factor clarity and managed implementation to access sources of risk and returns

The STOXX Factor Indices deliver accurate insight and transparency to target institutionally tested factors – derived from Factor Risk Models – across various geographies. The STOXX ESG-X Factor Indices additionally exclude stocks based on sustainability principles.

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

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

Coverage at launch

The STOXX Index Suite includes 42 factor indices and over 30 ESG-X factor indices covering multiple factors and universes.


FACTORS

  • Value
  • Quality
  • Momentum
  • Low Risk
  • Size
  • Multi-Factor (Premium)

UNIVERSES

  • Global 1800
  • Global 1800 (ex. US)
    Factor Indices only
  • Europe 600
  • USA 900
  • USA 500
  • APAC 600
  • Japan 600

Key benefits

Powerful combination

Bringing together state-of-the art indexing and the institutionally tested analytics of Axioma Factor Risk Models

Robust definitions

Target factors supported by extensive academic and practitioner research

Explicitly managed

Maximize the allocation to the desired factor while constraining the exposure to other factors, attributes and unintended sources of risk

Tradable

Aim for higher capacity and reduced trading costs by managing turnover, limiting index constituency and avoiding potentially problematic illiquid positions

Geographic scope

Implement your factor strategy across seven global, regional and country universes

Sustainable focus

Incorporate sustainable principles to the factor methodology with the STOXX® ESG-X Factor Indices, which exclude stocks based on the responsible criteria of leading asset owners