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

The EURO iSTOXX® 50 SD-KPI covers all 50 components of the EURO STOXX 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 EURO STOXX 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®.



We use cookies on our website. Some of them are essential for the operation of the site, while others help us to improve this site and the user experience (tracking cookies). You can decide for yourself whether you want to allow cookies or not. Please note that if you reject them, you may not be able to use all the functionalities of the site.