STOXX provides ESG-screened versions of more than 40 benchmarks that meet the standard responsible-investing criteria of leading asset owners. The suite offers ESG-X versions of global, regional and emerging markets benchmarks, including ESG-X versions of the EURO STOXX 50® and the STOXX® Europe 600. The ESG-X indices incorporate standard norm- and product-based exclusions that aim to limit market and reputational risks while keeping a low tracking error and a similar risk-return profile to the respective benchmark.

ESG-X indices include the following exclusion criteria based on data from Sustainalytics:

• Non-Compliance UN Global Compact principles  
• Involvement in Controversial Weapons
  • Anti-personnel mines, biological and chemical weapons, cluster weapons, depleted uranium, nuclear weapons and white phosphorus
• Tobacco Producers (0% revenue threshold)
• Thermal Coal
  • >25% revenue threshold from thermal coal mining and exploration
  • >25% power generating capacity (coal-fired electricity, heat or steam generation capacity / thermal coal electricity production)

In addition, a company is excluded from the index if Sustainalytics increases the ESG controversy risk rating to Level 5 (fast exit rule).

All indices are suitable as underlying for mandates, passive funds, ETFs, structured products and listed derivatives, with the ambition to increase liquidity and lower the cost of trading.

In February 2019, the STOXX® Europe 600 ESG-X Index became the underlying for one of Europe’s first ESG futures contracts, listed on Eurex.

Overview ESG-X Indices

EURO STOXX 50® ESG-X
EURO STOXX® Banks ESG-X
EURO STOXX® ESG-X
EURO STOXX® Large ESG-X
EURO STOXX® Mid ESG-X
EURO STOXX® Small ESG-X
EURO STOXX® Total Market ESG-X
EURO STOXX® Total Market Large ESG-X
EURO STOXX® Total Market Mid ESG-X
STOXX® Asia/Pacific 600 ESG-X
STOXX® Australia 150 ESG-X
STOXX® Australia Total Market ESG-X
STOXX® Canada 240 ESG-X
STOXX® Canada 60 ESG-X
STOXX® Developed Markets 2400 ESG-X
STOXX® Developed Markets Total Market ESG-X
STOXX® Developed Markets Total Market Large ESG-X
STOXX® Developed Markets Total Market Mid ESG-X
STOXX® Emerging Markets 1500 ESG-X
STOXX® Emerging Markets 50 ESG-X
STOXX® Emerging Markets 800 LO ESG-X
STOXX® Emerging Markets Total Market Large ESG-X
STOXX® Emerging Markets Total Market Mid ESG-X
STOXX® Europe 50 ESG-X

STOXX® Europe 600 ESG-X
STOXX® Europe 600 Banks ESG-X
STOXX® Europe Large 200 ESG-X
STOXX® Europe Mid 200 ESG-X
STOXX® Europe Small 200 ESG-X
STOXX® Europe Total Market ESG-X
STOXX® France 90 ESG-X
STOXX® Global 1800 ESG-X
STOXX® Global 3000 ESG-X
STOXX® Italy 45 ESG-X
STOXX® Japan 600 ESG-X
STOXX® Nordic 30 ESG-X
STOXX® Nordic Total Market ESG-X
STOXX® North America 600 ESG-X
STOXX® Singapore 75 ESG-X
STOXX® Spain 30 ESG-X
STOXX® UK 180 ESG-X
STOXX® USA 500 ESG-X
STOXX® USA 900 ESG-X

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