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No site stoxx.com onde há índices de tudo e mais alguma coisa encontrei isto:

Faith-based Indices

The STOXX Faith-based indices offer investors access to companies that act in line with various religious values by taking into account ethical, social, environmental and economical criteria.
They are used as benchmarks for actively managed funds, or to underlie exchange-traded funds and other investable products.

Nesta categoria existem os seguintes:


Region Faith-based Indices

Europe
STOXX Europe Christian
STOXX Europe Islamic
STOXX Europe Islamic 50

Eurozone
EURO STOXX Islamic 50



Para o primeiro diz isto:

STOXX® Europe Christian

The STOXX Europe Christian Index provides a broad representation of companies selected by taking into account Christian values like ethical, social, environmental and economical responsibility.
The STOXX Europe Christian Index is derived from the STOXX Europe 600, a representation of large, mid and small capitalisation companies across Europe, according to screening procedures implemented by the Independent Committee.

E para os restantes diz isto:

EURO STOXX® Islamic 50

The EURO STOXX Islamic 50 Index represents the 50 largest Eurozone companies in the STOXX Europe Islamic Index, a representation of Eurozone companies that are compliant with Islamic values.
The Shariah Supervisory Board certifies the STOXX Europe Islamic Index and its subindices as Shariah-compliant through the issue of a Fatwa (Shariah Supervisory Board Opinion).

Para qualquer um destes índices, quando se clica nas componentes, aparece esta informação:

Components are currently unavailable for this index

Ou seja, alguém não quer que se saiba quais as empresas que respeitam os valores cristãos ou islâmicos.