| Bloomberg Capital UK Gilt 15+ Year Index | -45.92% | -17.54% | -6.17% | -2.36% | 5.23% | 3.63% |
| WisdomTree US Efficient Core UCITS Index | n.a | n.a | 4.28% | 5.62% | 5.85% | 3.50% |
| Bloomberg UK Gilt Index | -24.03% | -3.57% | -2.40% | -0.97% | 2.09% | 2.01% |
| Bloomberg Sterling Gilt Float Adjusted Index | -27.81% | -6.54% | -4.75% | -3.28% | 1.30% | 2.00% |
| Bloomberg Sterling Gilt Float Adjusted Index | -26.07% | -4.29% | -2.46% | -0.95% | 2.08% | 2.00% |
| Refinitiv Qualified Global Convertible Monthly EUR Hedged Index | 17.87% | 40.83% | 16.52% | 18.57% | 6.66% | 1.98% |
| ICE U.S. Treasury 20+ Year Bond Index | -31.61% | -11.12% | -6.78% | -3.51% | 6.37% | 1.94% |
| ICE U.S. Treasury 20+ Year Bond Index | -40.07% | -7.41% | 0.35% | 5.41% | 5.06% | 1.83% |
| Bloomberg US 10+ Year Treasury Bond Index | n.a | n.a | n.a | n.a | 5.94% | 1.81% |
| Bloomberg US 10+ Year Treasury Bond Index | n.a | n.a | n.a | n.a | 5.94% | 1.81% |
|
| Bloomberg Sterling Corporate Bond Index | -4.36% | 13.71% | 1.16% | 0.74% | 1.58% | 1.66% |
| ICE US Treasury 10-20 Year Bond Index | n.a | n.a | n.a | n.a | 4.17% | 1.56% |
| Refinitiv Qualified Global Convertible Index | 26.12% | 33.25% | 9.31% | 10.27% | 6.83% | 1.50% |
| Markit iBoxx USD Liquid Investment Grade Index | 0.22% | 6.02% | -2.80% | -2.45% | 3.64% | 1.47% |
| Bloomberg US Long Treasury Index | n.a | -4.32% | 0.92% | 5.94% | 4.90% | 1.42% |
| Refinitiv Qualified Global Convertible Monthly Hedged (USD) Index | n.a | 33.78% | 8.26% | 8.51% | 7.28% | 1.36% |
| Bloomberg World Government Inflation-Linked Bond Index | -6.53% | -3.28% | -3.35% | -2.82% | 2.09% | 1.25% |
| Bloomberg Sterling Gilt Float Adjusted Index | -32.27% | -7.17% | 0.30% | 2.59% | 3.05% | 1.25% |
| ICE BofA Diversified Core Plus Fixed Rate Preferred Securities Index | -13.26% | 4.68% | -2.12% | 0.83% | -0.94% | 1.23% |
| Bloomberg MSCI US Corporate SRI Sustainable ex Fossil Fuel Bond Index | n.a | n.a | -3.15% | -3.16% | 3.15% | 1.21% |
| Bloomberg MSCI US Corporate SRI Sustainable ex Fossil Fuel Bond Index | n.a | n.a | -3.15% | -3.17% | 3.15% | 1.21% |
| Bloomberg US Liquid Corporate Index | 0.14% | 6.31% | -2.76% | -2.76% | 3.32% | 1.21% |
| FTSE Actuaries UK Conventional Gilts All Stocks Index | n.a | -4.89% | 0.82% | 2.75% | 2.92% | 1.16% |
| FTSE Actuaries UK Conventional Gilts All Stocks Index | n.a | n.a | n.a | n.a | 2.92% | 1.16% |
| Bloomberg Global Aggregate Bond GBP Hedged Index | 1.08% | 10.81% | -0.33% | -0.51% | 0.30% | 1.16% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | 2.94% | 6.19% | -3.06% | -3.17% | 3.16% | 1.13% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | 2.89% | 6.14% | -3.06% | -3.18% | 3.17% | 1.13% |
| Markit iBoxx Euro Eurozone 25+ Index | -47.71% | -14.67% | -10.86% | -7.53% | 2.93% | 1.13% |
| Bloomberg US Corporate Liquid Issuer Index | n.a | n.a | n.a | n.a | 2.23% | 1.11% |
| ICE U.S. Treasury 7-10 Year Bond Index | -4.83% | 0.04% | -2.15% | -1.96% | 3.63% | 1.11% |
| Bloomberg MSCI USD Liquid Investment Grade Corporate SRI PAB Index | -13.58% | 10.51% | 4.25% | 6.55% | 2.19% | 1.11% |
| ICE U.S. Treasury 7-10 Year Bond Index | -4.82% | 0.07% | -2.14% | -1.96% | 3.62% | 1.11% |
| Bloomberg USD Liquid Investment Grade Corporate Index | -11.99% | 11.23% | 4.31% | 6.55% | 2.25% | 1.11% |
| Bloomberg US Liquid Corporate EUR Hedged Index | -12.20% | 11.01% | 4.70% | 6.23% | 2.01% | 1.10% |
| Bloomberg US Corporate 10+ Year Index | -9.62% | 4.75% | -4.23% | -2.14% | 4.30% | 1.09% |
| Bloomberg Euro Treasury 50bn 25+ Year Bond Index | -49.03% | -15.17% | -11.52% | -8.40% | 2.77% | 1.07% |
| Bloomberg MSCI US Liquid Corporate Sustainable hedged to EUR Index | -12.87% | 10.55% | 4.61% | 6.16% | 1.92% | 1.06% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | -9.20% | 10.94% | 4.46% | 5.84% | 1.88% | 1.04% |
| Bloomberg MSCI US Corporate ESG SRI Index | n.a | n.a | n.a | n.a | 1.87% | 1.03% |
| JP Morgan ESG EMBI Global Diversified Composite Index | n.a | n.a | 5.52% | 5.79% | 2.56% | 1.03% |
| ICE U.S. Treasury 7-10 Year Bond Index | n.a | n.a | n.a | n.a | 2.34% | 1.01% |
| ICE U.S. Treasury 7-10 Year Bond Index | -15.90% | 4.64% | 5.31% | 7.04% | 2.32% | 1.01% |
| Bloomberg Global Aggregate Corporate Bond Index | 2.36% | 8.72% | -1.21% | -1.38% | 2.48% | 0.99% |
| Citi Time-Weighted US Fallen Angel Bond Select Index | 7.50% | 17.96% | 6.56% | 7.46% | 1.58% | 0.98% |
| Bloomberg Global Corporate ex EM Fallen Angels 3% Issuer Capped Index | 20.63% | 16.97% | 0.73% | 0.01% | 2.53% | 0.98% |
| Markit iBoxx Euro Eurozone 20yr Target Duration Index | n.a | n.a | -11.99% | -9.13% | 1.55% | 0.97% |
| Markit iBoxx Euro Eurozone 20yr Target Duration Index | -45.41% | -15.46% | -11.99% | -9.14% | 1.55% | 0.97% |
| Bloomberg Sterling Corporate 0-5 Year Bond Index | 14.21% | 17.17% | 1.30% | 0.22% | 0.17% | 0.97% |
| Markit iBoxx GBP Liquid Corporates Large Cap Index | n.a | n.a | 3.85% | 4.09% | 2.52% | 0.92% |
| Bloomberg US Aggregate Bond Index | 0.38% | 1.94% | -3.39% | -3.63% | 3.25% | 0.92% |
| ICE US Treasury 25+ Year Bond Index | n.a | n.a | -8.06% | -3.93% | 5.85% | 0.92% |
| Bloomberg Capital UK Gilt 1-5 Year Index | 5.07% | 8.22% | 0.05% | -0.61% | -0.08% | 0.92% |
| ICE US Treasury 25+ Year Bond Index | n.a | n.a | -8.06% | -3.93% | 5.85% | 0.92% |
| Bloomberg Euro Treasury 50bn 15+ Year Bond Index | -38.64% | -6.81% | -7.04% | -4.62% | 2.54% | 0.91% |
| Bloomberg Euro Treasury 50bn 15+ Year Bond Index | -38.64% | -6.81% | -7.04% | -4.62% | 2.54% | 0.91% |
| Markit iBoxx Euro Eurozone 15-30 Index | -35.22% | -4.80% | -6.05% | -3.56% | 2.60% | 0.90% |
| Markit iBoxx Euro Liquid Sovereigns Diversified 10+ Index | -38.53% | -6.47% | -5.76% | -3.49% | 2.51% | 0.88% |
| Bloomberg Euro Government Bond 30 Year Index | -35.70% | -5.27% | -6.20% | -3.87% | 2.51% | 0.88% |
| Bloomberg World Government Inflation-Linked Bond Index | -12.34% | -0.08% | 1.21% | 3.01% | 1.62% | 0.87% |
| Bloomberg World Government Inflation-Linked Bond Index | -12.43% | -0.18% | 1.16% | 2.96% | 1.60% | 0.86% |
| Bloomberg MSCI ESG US Corporate Select Index | n.a | 10.94% | 4.12% | 5.78% | 1.76% | 0.85% |
| Bloomberg MSCI USD Corporate Float-Adjusted Liquid Bond Screened Index | n.a | n.a | -0.15% | -2.95% | 5.33% | 0.85% |
| Bloomberg MSCI USD Corporate Float-Adjusted Liquid Bond Screened Index | n.a | n.a | -2.33% | -5.07% | 4.49% | 0.85% |
| Bloomberg Global Aggregate Corporate - United States Dollar Index | -8.35% | 12.26% | 4.44% | 6.01% | 1.91% | 0.83% |
| FTSE G7 Government Bond Index | -14.63% | -4.44% | -4.45% | -4.37% | 1.44% | 0.83% |
| ICE U.S. Treasury Core Bond Index | -3.71% | -1.90% | -3.86% | -4.16% | 3.09% | 0.83% |
| Bloomberg US Aggregate Bond Index | n.a | n.a | 4.02% | 5.26% | 1.95% | 0.83% |
| Bloomberg World Government Inflation-Linked Bond Index | -12.10% | -0.31% | 1.37% | 2.86% | 1.65% | 0.83% |
| Markit iBoxx Global Developed Markets Liquid High Yield Capped Index | 22.22% | 18.86% | 2.32% | 1.92% | 1.48% | 0.82% |
| JP Morgan ESG EMU Government Bond IG 10+ Year Index | n.a | n.a | -4.80% | -2.52% | 2.34% | 0.82% |
| Bloomberg Euro Government Bond 10+ Year Index | -32.21% | -2.11% | -4.47% | -2.28% | 2.39% | 0.82% |
| JP Morgan ESG EMU Government Bond IG 10+ Year Index | n.a | n.a | -4.80% | -2.52% | 2.34% | 0.82% |
| Markit iBoxx USD Liquid High Yield Capped Index | 26.96% | 13.77% | -1.77% | -2.61% | 2.43% | 0.79% |
| Bloomberg US Treasury 7-10 Year Bond Index | -16.21% | 4.74% | 4.95% | 7.09% | 2.16% | 0.79% |
| Bloomberg Global Aggregate Corporate Bond Index | n.a | n.a | 4.31% | 5.13% | 1.68% | 0.78% |
| Bloomberg Global Aggregate Corporate Bond Index | n.a | n.a | n.a | n.a | 1.70% | 0.78% |
| Bloomberg MSCI Global Corporate Fallen Angels Paris-Aligned Index | n.a | n.a | 6.12% | 6.64% | 1.83% | 0.78% |
| Bloomberg US Treasury 7-10 Year Bond Index | n.a | n.a | 4.76% | 6.93% | 2.13% | 0.78% |
| Bloomberg Global Aggregate Corporate Bond Index | -6.02% | 12.68% | 4.24% | 5.07% | 1.68% | 0.77% |
| Bloomberg US Treasury 10+ Year Bond Index | -28.96% | -8.72% | -6.41% | -3.25% | 5.41% | 0.77% |
| Bloomberg US Treasury 10+ Year Bond Index | -28.78% | -8.59% | -6.41% | -3.27% | 5.40% | 0.77% |
| Bloomberg US Long Treasury Index | n.a | n.a | -6.43% | -3.28% | 5.39% | 0.77% |
| Bloomberg Global Aggregate Corporate Bond Index | -6.28% | 12.60% | 4.21% | 5.05% | 1.65% | 0.77% |
| Bloomberg MSCI US Corporate High Yield ESG SRI Bond Index | 10.31% | 21.88% | 5.38% | 5.86% | 1.08% | 0.77% |
| Bloomberg US Government Inflation-Linked Bond Index | 9.60% | 1.38% | -3.25% | -3.47% | 2.11% | 0.75% |
| Bloomberg Global Aggregate Bond Index | -7.00% | 0.38% | -3.10% | -3.28% | 1.59% | 0.74% |
| Bloomberg MSCI ESG Euro Corporate High Yield Select Index | 4.39% | 21.58% | 5.67% | 6.16% | 1.11% | 0.74% |
| Bloomberg US Intermediate Credit Bond Index | 10.72% | 7.20% | -2.41% | -3.38% | 2.60% | 0.73% |
| Bloomberg Global Corporate ex EM Fallen Angels 3% Issuer Capped Index | 10.22% | 20.54% | 5.98% | 6.35% | 1.64% | 0.72% |
| Bloomberg US Long Treasury Index | n.a | n.a | -6.45% | -3.32% | 5.34% | 0.72% |
| Bloomberg World Government Inflation-Linked Bond Index | -6.35% | -2.76% | -3.52% | -3.08% | 1.58% | 0.72% |
| Markit iBoxx USD Liquid High Yield Capped Index | 11.66% | 19.00% | 5.82% | 6.43% | 1.14% | 0.70% |
| JP Morgan ESG Global Credit (GCI) Investment Grade USD Custom Maturity Index | n.a | n.a | 4.25% | 5.57% | 1.66% | 0.70% |
| ICE U.S. Treasury 3-7 Year Bond Index | 4.10% | 2.53% | -2.68% | -3.56% | 2.49% | 0.69% |
| ICE U.S. Treasury 3-7 Year Bond Index | 4.09% | 2.52% | -2.69% | -3.57% | 2.49% | 0.69% |
| Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Cap Index | 13.05% | 24.13% | 2.60% | 1.97% | 5.30% | 0.68% |
| Bloomberg US Long Treasury Index | n.a | -8.58% | -6.51% | -3.37% | 5.31% | 0.68% |
| Markit iBoxx USD Liquid High Yield 0-5 Capped Index | 30.66% | 11.60% | -2.14% | -3.21% | 2.11% | 0.68% |
| Bloomberg Euro Government Bond 10-15 Year Index | -18.16% | 6.75% | 0.30% | 1.56% | 2.25% | 0.67% |
| Bloomberg Euro Treasury 50bn 10-15 Year Bond Index | -18.79% | 6.38% | 0.11% | 1.38% | 2.17% | 0.67% |
