iSTOXX^® L&G North America Multi-Factor ESG

The EURO iSTOXX® 50 ESG Focus Index tracks the composition of the EURO STOXX 50® Index and reweights its constituents according to a pre-defined scheme that allocates the highest weights to companies that rank highest in Environmental, Social and Governance areas, based on ESG indicators provided by ISS ESG.

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

The STOXX Europe Sustainability Index ex AGTAFA offers a consistent, flexible and investable representation of the largest European sustainability leaders, excluding companies which generate revenues from alcohol, gambling, tobacco, armaments, firearms and adult entertainment. With a variable number of components, the STOXX Europe Sustainability Index ex AGTAFA covers stocks from 17 European countries: Austria, Belgium, Denmark, Finland, France, Germany, Ireland, Italy, Luxembourg, the Netherlands, Norway, Poland, Portugal, Spain, Sweden, Switzerland and the United Kingdom.

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

The iSTOXX Europe 600 BDFG ESG Index components will have the components of the parent STOXX Europe 600 Index as of the review effective date excluding the stocks in the BDF Gestion exclusion lists. These are companies that do not meet BDF Gestion’s ESG and climate criteria. The exclusion lists will be provided to STOXX on the Wednesday before the second Friday of April and October.

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

The iSTOXX APG Developed Real Estate -X and Responsible Indices start from a broad free float market cap weighted index (iSTOXX APG Developed Real Estate Index) and exclude companies based on various criteria such as APG Product Exclusion Flag, APG Real Estate ESG-Leader Flag, APG Real Estate Sound Governance Flag etc. Those indices incorporate these exclusions while seeking to maintain a similar profile to its parent index. The weighting of each constituent security is determined through an optimization process that is designed to minimize predicted tracking error to the parent index while controlling for subsector / country/ style factor active ex-posures, turnover, liquidity, absolute and relative issuer weights.

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