News & Research

Stocks fell in September as rising bond yields pressured equity valuations and raised concerns that economic growth could slow. US indices outperformed European ones over the month as technology stocks rose.

The STOXX Future Water ESG index underlies the Deka STOXX Future Water ESG UCITS ETF and tracks companies driving innovation in water infrastructure, management and technology. Deka Investment’s Head of ETF Product Management explains how the strategy helps alleviate the water crisis and offers a long-term investment theme.

STOXX Ltd., part of the ISS STOXX group and a leading provider of benchmark and customized index solutions for global institutional investors, has announced an unscheduled adjustment to the SDAX Index.

STOXX Ltd., part of the ISS STOXX group of companies, and Osmosis Investment Management (“Osmosis”) today announced the launch of the iSTOXX Osmosis Multi Factor Transition Indices, a new family of 48 indices designed to bring factor investing into line with a changing economy and today’s markets.

The DAX® Women Leadership index, which selects German companies with the highest proportion of women on executive and supervisory boards, has outperformed the DAX® by an annualized 300 basis points since March 2018. 

The STOXX Focus indices build portfolios based on constituents’ geographic revenue sources rather than their country of domicile, providing a more accurate representation of regional risk at a time of rising geopolitical tensions and global trade frictions. BlackRock’s iShares has expanded an ETF suite tracking the indices with a pair of APAC ex-Japan strategies, adding to coverage of Europe and the UK.

Historical market environments can provide valuable clues about what may happen next. Identifying past periods most similar to today and analyzing how Value, Quality and Momentum factors behaved during those times help guide dynamic factor tilts within the iSTOXX Ang Research Enhanced index family.

As STOXX assumes administration and publication of the USD AXI and USD FXI credit-spread benchmarks, we revisit a recent article by Alex Roever, Senior Advisor to the SOFR Academy and former JPMorgan Head of US Rates Strategy, on why transparent, transaction-based credit-spread supplements can make the SOFR-centered system more resilient and provide greater visibility into emerging financial risks.

STOXX Ltd., part of the ISS STOXX group of companies, today announced the launch of the iSTOXX® USD Across-the-Curve Credit Spread Index (AXI) and the iSTOXX® USD Financial Conditions Credit Spread Index (FXI), in collaboration with SOFR Academy, Inc. The transparent, rules-based indices are designed to complement the Secured Overnight Financing Rate (SOFR).

Results of September’s regular review of the DAX 50 ESG, DAX 50 ESG+, DAX 30 ESG, DAX ESG Target, DAX ESG Screened, MDAX ESG+, MDAX ESG Screened indices have been announced.

Four iShares thematic UCITS ETFs tracking STOXX indices were launched in 2016 and have grown into a range of 25 funds with EUR 12.4 billion in assets from investors all over the world. The collaboration behind them also traces a decade of innovation in index-based stock selection, from revenue analysis to patents and, most recently, AI.

STOXX Ltd., part of the ISS STOXX group of companies and leading provider of benchmark and custom index solutions to global institutional investors, today announced the new composition of the DAX blue-chip indices.