STOXX® ESG Leaders Indices
STOXX® ESG Leaders indices are a group of sustainability indices based on a fully transparent and rules-based selection process. You will find a link to the selection list with ratings in the download area below.
These indices can help investors integrate ESG research into their portfolios and offer them a view that conventional research might not uncover.
STOXX's partner in the ESG space is Sustainalytics, a leading global provider of ESG research and analysis with nearly 20 years of experience in the responsible investment (RI) and socially responsible investment (SRI) markets.
The STOXX® ESG Leaders offering comprises broad and blue-chip indices:
|Broad Indices||Blue-chip Indices|
|STOXX® Global ESG Leaders||STOXX® North America ESG Leaders 50|
|STOXX® Global ESG Environmental Leaders||STOXX® Asia/ Pacific ESG Leaders 50|
|STOXX® Global ESG Social Leaders||STOXX® Europe ESG Leaders 50|
|STOXX® Global ESG Governance Leaders||EURO STOXX® ESG Leaders 50|
|To determine the individual rating, a standardized rating system consisting of 128 KPIs* is used. Each KPI receives a score from 0 to 100 in each category: environmental, social, and governance.||For the Blue-chip indices, the 50 largest stocks by free float market capitalization are selected, which are part of the STOXX® Global ESG Leaders index as well as part of the respective regional broad index.|
|To be included in one of the specialized indices, e.g. the STOXX® Global ESG Social Leaders index, companies must receive a rating of at least 75 in that category and at least 50 in the other two (governance, environmental).||For the EURO STOXX® ESG Leaders 50 index it means that the 50 largest joint components of the EURO STOXX® and the STOXX® Global ESG Leader indices.|
|The overall STOXX® Global ESG Leaders index is an aggregation of the three sub-indices.|| |
As only liquid stocks are included, full investability for derivatives and other financial products is ensured.
|The roll-up feature enables investors to adjust the definition of sustainability across the three criteria by allocating their investment across the sub-indices accordingly.|
* key performance indicators
ESG Leaders indices key facts:
» 128 KPIs are used to assess sustainability and to rate companies
» Indicators and KPIs are made public in guidebooks
» Weighting and computation metrics fully disclosed in guidebooks
» Index components are weighted according to their ESG-rating
» Scores and ratings for each index to be published on index selection lists (see link in download area)
» Access to raw data for index licensees
» The rating model is based on the KPI for ESG 3.0 standard by DVFA, the Society of Investment Professionals in Germany, and EFFAS (European Federation of Financial Analysts Societies)
» An independent advisory committee offers advice on the ESG methodology underlying the family of indices.
To learn more about the indices please use our download area or get in touch with our customer service: firstname.lastname@example.org.
- » Selection Lists
- » Flyer
- » Transparency and flexibility stand out in the flood of "sustainable" products (by Konrad Sippel)
- » Videos
- » Methodology
- » STOXX launches Global ESG Leaders indices in collaboration with Sustainalytics
- » STOXX launches ESG Leaders Blue-chip indices and become UNPRI signatory