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Solactive 360 Euro IG Corporate CTB

 

Overview

The index is a fixed income thematic investment strategy that applies a rules-based methodology to capture alpha from the exposure to EUR denominated investment grade corporate debt while increasing transparency on investors’ alignment with the needs of ambitious climate scenario.

Provides exposure to a portfolio lined up with a 1.5°C above pre industrial levels scenario through 2050. At the same time the index has very similar credit and interest rate risk distributions compared to its parent index: Solactive EUR IG Corporate Index.

The Index follows the requirements outlined in the Commission delegated regulation on minimum standards for EU Climate-Transition Benchmarks.

Finally, to achieve the 1.5ºC scenario, the index optimises the Modified Carbon Risk Rating​, which combines the Carbon Risk Rating with the Sustainable Development Scenario.

 

Key metrics

Family Theme Asset Class Region Weighting # Constituents
Thematic ESG Credit Europe Overweight transitional opportunities 1000

 

Key facts

  • Investable CTB credit index
  • EU Compliant climate benchmark
  • Seize transitional opportunities avoiding risks throught the Carbon Risk Rating
  • 7% YoY self-decarbonization of the portfolio
  • 30% relative decarbonization at inception with respect to the parent index

 


 

Documentation