Assess your climate change risk with FTSE Climate WGBI

Climate change is material and a growing source of risk for government bond investors

The FTSE Climate Risk-Adjusted World Government Bond Index measures the performance of fixed-rate, local currency, investment-grade sovereign bonds in the FTSE World Government Bond Index incorporating a tilting methodology that adjusts index weights according to each countries’ relative climate risk performance. A quantitative approach is used to asses relative climate risk across three pillars: transition risk, physical risk and resilience.

climate wgbi quadrant

We offer an innovative Sustainable solution to passive government bond investors

Climate WGBI closely emulates the index characteristics of WGBI to provide tangible GHG emissions savings while achieving minimal tracking error and turnover, and meaningful climate risk reduction benefits.

The climate is right for fixed income sustainability

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Climate WGBI incorporates forward-looking climate risk assessments at a country level to leverage best-in-class risk modeling from Beyond Ratings, a highly regarded provider of ESG data solutions, climate change research and modelling across asset classes, and part of the London Stock Exchange Group.