The iSTOXX Northern Trust Developed Markets Low Volatility Climate ESG Index is designed to feature a high-quality universe of companies that exhibit lower overall absolute volatility and to achieve climate and sustainability targets. It derives from the STOXX Global 1800 Index and uses the proprietary Northern Trust Quality factor to identify companies that exhibit strength in profitability, management expertise and cash flow. The weighting of each constituent security is determined through optimizing processes that are designed to reduce total variation compared to the STOXX Global 1800 and transactions costs.

 

Index Guides, Benchmark statement, and other reports are available under the Data tab.