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Derivatives on STOXX ESG Indices

factoresg The global evolution in responsible investing entered a new chapter with the launch of ESG derivatives on STOXX indices tracking sustainable strategies.

 

Eurex offers listed futures contracts on the following indices:

 

  • STOXX® Europe 600 ESG-X (launch Feb. 18, 2019)
  • STOXX® USA 500 ESG-X (launch Feb. 10, 2020)
  • STOXX® Europe ESG Leaders Select 30 EUR (launch Oct. 21, 2019)
  • STOXX® Europe Climate Impact (launch Feb. 18, 2019)
  • EURO STOXX® 50 Low Carbon (launch Feb. 18, 2019)

 

Please click here to view more information on the futures contracts available at Eurex.

 

Exchange-traded options on the following indices are available from Oct. 21, 2019:

 

  • STOXX® Europe 600 ESG-X
  • STOXX® Europe ESG Leaders Select 30 EUR

 

Please click here to view more information on the options contracts available at Eurex.

 

Responsible investing continues to grow at a fast pace, transforming the way the asset-management industry allocates capital and leaving a mark on our world. Providing the right ESG tools to investors means more power to drive change and to impact societies.

 

Derivatives facilitate the implementation of ESG strategies, increase liquidity and reduce trading costs. Investors and asset managers with responsible mandates can benefit from the use of derivatives that meet their sustainable principles and avoid portfolio tracking error. 

 

 

STOXX® Europe 600 ESG-X Index

The STOXX®Europe 600 ESG-X Index is an ESG-screened version of the well-established pan-European benchmark, the STOXX® Europe 600 Index, with added exclusion criteria based on responsible policies of leading asset owners. The index allows investors to meet standard sustainable practices while keeping a low tracking error and a similar risk-return profile to the benchmark.

Watch index methodology video

 

STOXX® USA 500 ESG-X

The STOXX® USA 500 ESG-X offers exposure to a liquid universe of US large-capitalization stocks that is aligned with the responsible principles of leading asset owners. Like the STOXX® Europe 600 ESG-X Index, it allows investors to use an index that observes sustainability criteria to benchmark a core portfolio.

 

STOXX® Europe ESG Leaders Select 30 EUR

The STOXX®Europe ESG Leaders Select 30 EUR Index captures the performance of stocks with low volatility and high dividends from the STOXX® Global ESG Leaders Index, the universe of companies leading the way for their sustainability credentials. The component selection process first excludes all stocks whose 3- or 12-month historical volatilities are the highest. Among the remaining stocks, the 30 stocks with the highest 12-month historical dividend yields are selected to be included in the index.

 

EURO STOXX® 50 Low Carbon Index

The EURO STOXX® 50 Low Carbon Index has the same 50 constituents as the flagship Eurozone blue-chip index, the EURO STOXX 50® Index, Weightings are tilted based on carbon intensities. The index reduces the carbon footprint of the EURO STOXX® 50 by more than 50%, without exclusions and also keeping a similar risk-return profile to its benchmark.

Watch index methodology video

 

STOXX® Europe Climate Impact Ex Global Compact Controversial Weapons & Tobacco Index

The STOXX® Europe Climate Impact Ex Global Compact Controversial Weapons & Tobacco Index is part of a next generation of low-carbon indices. Based on CDP climate scoring methodology, it selects companies from the STOXX® Europe 600 Index that are transitioning towards a low-carbon economy by analyzing the implementation of forward-looking indicators as carbon pricing and science-based targets.

Watch index methodology video

 

Explore our broader families of ESG - X and Factor ESG indices.

 

Introducing the STOXX® Europe ESG-X Index - Q&A with Willem Keogh, STOXX Product Development