Compare Indices
Index Finder
- Americas
- Asia
- Asia/Pacific
- EMEA
- Europe
- Global
- Artificial Intelligence
- Benchmark
- Blue Chip
- Bond
- Calculation Products
- Centenary
- Christian
- Customised
- Demography
- Dividend
- ESG & Sustainability
- Factor & Strategy
- Factor ESG
- Hedged
- Industry
- Infrastructure
- Leveraged/Short
- Low Carbon
- Megatrends
- Minimum Variance
- Optimised
- Other Themes
- Real Estate
- Reference Rates
- Risk Based
- Sector
- Size
- Specialized
- Spot Rate
- Strategy
- Style
- Supersector
- Technology
- Theme
- Tomorrow Next Rate
Select to Compare
Register/Login to compare more than 2 Indices
Please select a currency / calculation for each index to compare
Click on compare button to see updated comparison chart.
- Solutions
- ESG & Sustainability ESG & Sustainability
- News & Research INSIGHTS & RESEARCHNEWSLETTERSNEWS & EVENTS
- Index Data & Resources INDEX DATAIndex Regulations
- Company
EURO STOXX® ESG-X & Ex Nuclear Power Multi Factor, Single Factor and Minimum Variance Indices
Add to reference list
ESG-X meets factor investing
STOXX is merging two of the strongest passive investing trends of recent times: a responsible approach combined with the power of factor-based stock selection.
The Eurozone’s first ESG + factor indices are based on the EURO STOXX® Index, with standardized ESG exclusion screens applied for Global Compact Principles, controversial weapons, thermal coal, nuclear power and tobacco producers.
EURO iSTOXX® ESG-X & Ex Nuclear Power Multi Factor Index
The index aims to diversify across the factors of profitability, earnings yield, leverage, value and low volatility, with the weighting determined by a multi-factor optimization process.
EURO STOXX® ESG-X & Ex Nuclear Power Single Factor Indices
The three Single Factor Indices in this family each aim to extract one of the following risk premia, while controlling for risk and focusing on tradability: value (earnings yield and value), quality (leverage and profitability) and medium-term momentum.
EURO STOXX® ESG-X & Ex Nuclear Power Minimum Variance Unconstrained Index
This is an ESG-screened version of the EURO STOXX Index with weighting determined by a minimum-variance optimization.
ESG screening and factor/minimum-variance optimization is provided by our award-winning partners Sustainalytics and Axioma, respectively.
Here is the list of indices:
- EURO iSTOXX® ESG-X & Ex Nuclear Power Multi Factor
- EURO STOXX® ESG-X & Ex Nuclear Power Minimum Variance Unconstrained
- EURO STOXX® ESG-X & Ex Nuclear Power Momentum
- EURO STOXX® ESG-X & Ex Nuclear Power Quality
- EURO STOXX® ESG-X & Ex Nuclear Power Value
Explore our ESG derivatives and further ESG - X indices.
EURO STOXX® ESG-X & Ex Nuclear Power Minimum Variance Unconstrained
1Y RETURN
13.46%
1Y VOLATILITY
10.56%
EURO iSTOXX® ESG-X & Ex Nuclear Power Multi Factor
1Y RETURN
13.07%
1Y VOLATILITY
13.51%
EURO STOXX® ESG-X & Ex Nuclear Power Momentum
1Y RETURN
11.87%
1Y VOLATILITY
15.72%
EURO STOXX® ESG-X & Ex Nuclear Power Quality
1Y RETURN
9.38%
1Y VOLATILITY
15.08%
EURO STOXX® ESG-X & Ex Nuclear Power Value
1Y RETURN
10.82%
1Y VOLATILITY
14.93%