Whitepapers

This report, in partnership with ETF Stream, explores the macro and policy forces driving this momentum, the evolution of the DAX index family and how index innovation is helping investors express nuanced views across Germany’s growth story.

In this Perspectives report, we weigh the military sales exposures of a European defense portfolio, and examine its alignment with current sustainability regulations.

In this whitepaper, Hamish Seegopaul, Global Head of Index Product Innovation at STOXX, introduces a new metric — the tail-implied volatility (TIV) spread — to complement volatility, and help investors compare investments from the standpoint of timing risk.

A new STOXX whitepaper explores the relative performance behind a hypothetical European buffer index to assess its benefits and drawbacks. Using the EURO STOXX 50® benchmark as an underlying asset, the study analyzes the types of market drawdowns in which buffer strategies can perform the best, and how that performance evolves over the longer term.

In this Perspectives report, we look at alternative indicators that can diagnose a company’s position toward certain processes that regulate Earth’s systems. We then run the STOXX® Europe 600 index through some of those metrics to better understand the standing of European companies on such aspects.

The ability of minimum volatility indices to protect portfolios against major pullbacks and deliver stable returns gains relevance during market downturns.

An ISS ESG net-zero scenario alignment assessment shows the STOXX Global Artificial Intelligence index largely overshoots the IEA’s carbon emissions budget by 2050. Yet, that is not far from the case for the broader equities market, and technology advancements may help change the situation in coming years.

The STOXX Artificial Intelligence suite currently consists of five indices and is used to capture the different aspects and development stages of the targeted theme. This paper uses the AI theme to discuss thematic investing, and explore the identification of key subthemes and construction of thematic indices.

This paper explores the design of the STOXX U.S. Equity Factor index and the Multifactor signal that lies at the core of the STOXX Equity Factor suite designed in collaboration with BlackRock.

This whitepaper takes a comprehensive and in-depth look at the objective, methodology, coverage and calculation of the VSTOXX indices in the most complete study on the topic from STOXX to date. It also reviews the strategies and available derivatives tracking the main VSTOXX, which have underpinned volatility’s status as a separate asset class.

New regulation and industry efforts point to sources of portfolio risk — particularly of the Social ESG type — for both developers and deployers of AI systems. As the technology advances quickly, governments and companies are stepping up efforts to ensure it is not prone to misuse and abuse.

As the European Securities and Markets Authority (ESMA) tightens guidelines on fund names to mitigate greenwashing risks, fund managers face new challenges. In our latest report, we explore the implications of ESMA’s new rules on the use of terms like “ESG” and “sustainable” in fund names, and how these changes may impact both investment strategies and marketing practices.