Based on the SD-KPInform® database, STOXX® and SD-M® GmbH collaboratively developed the iSTOXX® Europe 50 SD-KPI Index (Factsheet; Indexguide), which was launched on 25.09.2013 (see press release).

The iSTOXX® Europe 50 SD-KPI covers all 50 components of the STOXX® Europe 50. By slightly overweighting or underweighting the components (i.e. -10%, -5%, 0%, 5%, 10%) on the basis of their SD-KPIntegration Scores, the tracking error against the parent indices remains low. This allows for hedging through liquid STOXX® Europe 50 futures and options at the leading derivatives exchange Eurex (operated by Deutsche Boerse). 

The publication SD-KPIndex: How to integrate material ESG indicators into mainstream indices and benchmarks defines the 
SD-KPIndex® methodology, which is copyrighted by SD-M®.

 

 

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