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
Category
Thematic
Megatrend
ESG
Asset Class
Credit
Region
Europe
Weighting
Overweight
transitional
opportunities
# Constituents
1000
Key Facts
- Investable CTB credit index
- EU Compliant climate benchmark
- Seize transitional opportunities avoiding risks throughout the Carbon Risk Rating
- 7% YoY self-decarbonization of the portfolio
- 30% relative decarbonization at inception with respect to the parent index
Disclaimer
DISCLAIMER Solactive
The financial instrument is not sponsored, promoted, sold or supported in any other manner by Solactive AG nor does Solactive AG offer any express or implicit guarantee or assurance either with regard to the results of using the Index and/or Index trade mark or the Index Price at any time or in any other respect. The Index is calculated and published by Solactive AG. Solactive AG uses its best efforts to ensure that the index is calculated correctly. Irrespective of its obligations towards the Issuer, Solactive AG has no obligation to point out errors in the Index to third parties including but not limited to investors and/or financial intermediaries of the financial instrument. Neither publication of the Index by Solactive AG nor the licensing of the Index or Index trade mark for the purpose of use in connection with the financial instrument constitutes a recommendation by Solactive AG to invest capital in said financial instrument nor does it in any way represent an assurance or opinion of Solactive AG with regard to any investment in this financial instrument.