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FTSE ESG Government Bond Index Series

The FTSE ESG Government Bond Index Series measure the performance of fixed-rate, local currency, investment-grade sovereign bonds while incorporating a tilting methodology that adjusts index weighs according to each country’s relative Environmental, Social and Governance (ESG) performance. The series comprises of:

  • • FTSE ESG World Government Bond Index (FTSE ESG WGBI)
  • • FTSE ESG European Monetary Union (EMU) Government Bond Index (FTSE ESG EGBI)
  • • FTSE ESG Emerging Markets US Dollar Government Bond Index (ESG EMUSDGBI)
  • • FTSE ESG Emerging Markets Government Bond Capped Index (ESG EMGBI-Capped)

The FTSE ESG Government Bond Index Series weights each country based on the market capitalization of its index eligible debt, as well as its relative ESG performance, measured across three distinct and quantitative pillars: Environmental, Social & Governance.

The unique ESG performance assessment that underpins the FTSE ESG Government Bond Index Series is designed to achieve improved ESG performance for the sovereign bond asset class utilizing innovative geometric tilts on E, S & G pillars. The ESG pillars are based on ESG factors developed by Beyond Ratings as part of the Sovereign Risk Monitor (SRM) model.

Index rules should be read in conjunction with supportingFTSE Russell noticesThese notices advise of advance changes in index methodology, which may not be reflected in index rules until the change effective date. The notices may also communicate revisions in index treatment in the period up to a rule change.