Based on the SD-KPInform® database , STOXX® and SD-M® launched the iSTOXX® Europe 600 SD-KPI (Factsheet; Indexguide) in April 2016. 

The index covers all 600 components of the parent index STOXX® Europe 600. By overweighting or underweighting the components by -50%, -25%, 0%, 25%, 50% on the basis of their SD-KPIntegration® Scores, the tracking error against the parent index remains low. This allows for hedging through liquid STOXX® Europe 600 futures und 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.