| ICE U.S. Treasury 20+ Year Bond Index | -42.45% | -13.15% | -8.14% | 4.76% | 5.29% | 3.49% |
| ICE US Treasury 25+ Year Bond Index | n.a | n.a | n.a | -5.75% | 3.62% | 3.25% |
| ICE US Treasury 25+ Year Bond Index | n.a | n.a | n.a | -5.75% | 3.62% | 3.25% |
| ICE U.S. Treasury 20+ Year Bond Index | -35.31% | -19.45% | -11.26% | -5.41% | 3.79% | 3.21% |
| Bloomberg US Government Inflation-Linked 10+ Year Bond Index | -23.79% | -20.06% | -8.91% | -5.39% | 4.32% | 3.11% |
| Bloomberg US Long Treasury Index | n.a | n.a | -6.35% | 5.17% | 5.12% | 3.06% |
| Bloomberg US Long Treasury Index | n.a | n.a | -9.78% | -5.19% | 3.54% | 2.86% |
| Bloomberg US Treasury 10+ Year Bond Index | -32.38% | -16.92% | -9.79% | -5.17% | 3.57% | 2.78% |
| Bloomberg US Long Treasury Index | n.a | n.a | -9.79% | -5.18% | 3.55% | 2.78% |
| Bloomberg US Treasury 10+ Year Bond Index | -32.20% | -16.79% | -9.76% | -5.18% | 3.56% | 2.77% |
|
| Refinitiv Qualified Global Convertible Monthly EUR Hedged Index | 26.53% | 31.93% | 19.95% | 14.72% | 8.34% | 2.55% |
| Bloomberg US Corporate 10+ Year Index | -8.25% | -0.52% | -3.80% | -3.41% | 4.66% | 2.49% |
| Refinitiv Qualified Global Convertible Index | 34.72% | 21.96% | 16.05% | 6.03% | 6.88% | 2.47% |
| JPM ESG EMBI Global Diversified Composite Index | n.a | n.a | n.a | 3.67% | 4.64% | 2.45% |
| Bloomberg Capital UK Gilt 15+ Year Index | -46.82% | -16.13% | -13.69% | -5.34% | -3.29% | 2.38% |
| ICE BofA Diversified Core Plus Fixed Rate Preferred Securities Index | -7.72% | 4.50% | -0.59% | 4.33% | 7.51% | 2.29% |
| Refinitiv Qualified Global Convertible Monthly Hedged (USD) Index | n.a | 20.99% | 15.72% | 3.69% | 6.72% | 2.28% |
| Bloomberg Euro Treasury 50bn 25+ Year Bond Index | n.a | -13.93% | -11.31% | -8.94% | -3.94% | 2.27% |
| Markit iBoxx EUR Eurozone 25+ Index | -45.06% | -13.74% | -11.00% | -8.30% | -4.23% | 2.03% |
| Bloomberg Euro Treasury 50bn 15+ Year Bond Index | n.a | -6.77% | -6.90% | -5.39% | -2.50% | 1.82% |
| Bloomberg Euro Treasury 50bn 15+ Year Bond Index | -36.37% | -6.77% | -6.90% | -5.39% | -2.50% | 1.82% |
| JPM ESG EMBI Global Diversified Composite Index | n.a | n.a | 4.15% | 7.22% | 5.01% | 1.82% |
| Bloomberg Euro Government Bond 30 Year Index | -33.45% | -5.42% | -6.08% | -4.74% | -2.40% | 1.78% |
| J.P. Morgan Emerging Markets Risk-Aware Bond Index | -2.85% | 16.78% | 5.70% | 9.08% | 5.82% | 1.77% |
| FTSE Australian Government Bond Index | -14.34% | -10.30% | -4.26% | -1.19% | 0.52% | 1.72% |
| Markit iBoxx EUR Eurozone 20 Target Duration Index | -43.56% | -15.38% | -11.94% | -9.13% | -4.25% | 1.71% |
| Markit iBoxx EUR Eurozone 20yr Target Duration Index | n.a | n.a | -11.94% | -9.12% | -4.24% | 1.71% |
| JPM ESG EMBI Global Diversified Composite Index | n.a | n.a | 5.63% | 5.10% | 3.39% | 1.67% |
| Markit iBoxx ESG USD Emerging Markets Sovereigns Quality Weighted Index | -10.87% | 8.43% | 2.50% | 7.79% | 4.96% | 1.66% |
| WisdomTree US Efficient Core UCITS Index | n.a | n.a | 11.43% | 1.58% | 8.29% | 1.65% |
| Markit iBoxx EUR Eurozone 15-30 Index | -33.03% | -5.12% | -6.05% | -4.53% | -2.52% | 1.59% |
| ICE Catholic Principles ESG Emerging Markets External Sovereign Index | n.a | 7.55% | 1.54% | 0.05% | 3.60% | 1.59% |
| J.P. Morgan ESG EMU Government Bond IG 10+ Year Index | n.a | n.a | -4.87% | -3.34% | -1.74% | 1.56% |
| J.P. Morgan ESG EMU Government Bond IG 10+ Year Index | n.a | n.a | -4.87% | -3.34% | -1.74% | 1.56% |
| Bloomberg MSCI USD Liquid Investment Grade Corporate SRI PAB Index | n.a | 8.87% | 1.57% | 6.49% | 4.40% | 1.56% |
| Bloomberg Euro Government Bond 10+ Year Index | -30.20% | -2.54% | -4.55% | -3.17% | -1.69% | 1.55% |
| Bloomberg USD Liquid Investment Grade Corporate Index | -10.38% | 9.68% | 1.68% | 6.42% | 4.44% | 1.54% |
| J.P. Morgan Emerging Markets Risk-Aware Bond Index | 9.01% | 7.87% | 2.08% | -1.45% | 4.27% | 1.51% |
| J.P. Morgan Emerging Markets Risk-Aware Bond Index | 8.62% | 7.87% | 2.08% | -1.45% | 4.27% | 1.51% |
| J.P. Morgan EMBI Global Core Index | -3.73% | 21.32% | 7.11% | 8.78% | 5.25% | 1.50% |
| J.P. Morgan EMBI Global Core EUR Hedged Index | -3.66% | 21.46% | 7.05% | 8.65% | 5.26% | 1.49% |
| J.P. Morgan ESG EMBI Global Diversified Index | -6.78% | 19.37% | 6.33% | 8.34% | 4.87% | 1.48% |
| Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Cap EUR Hedged Index | -2.01% | 26.48% | 9.14% | 9.46% | 5.69% | 1.47% |
| J.P. Morgan ESG EMBI Global Diversified Index | n.a | 19.56% | 6.33% | 8.18% | 4.88% | 1.45% |
| Markit iBoxx EUR Liquid Sovereigns Diversified 10+ Index | -36.37% | -6.34% | -6.06% | -4.45% | -2.27% | 1.43% |
| FTSE Emerging Markets USD Government and Government-Related Bond Select Index | n.a | 21.56% | 6.47% | 8.22% | 5.17% | 1.40% |
| FTSE Emerging Markets USD Government and Government-Related Bond Select Index | -5.30% | 21.69% | 6.47% | 8.21% | 5.17% | 1.40% |
| iBoxx MSCI ESG USD Emerging Markets Sovereigns Quality Weighted index | n.a | 0.37% | -0.98% | -2.62% | 3.39% | 1.38% |
| iBoxx ESG USD Emerging Markets Sovereigns Quality Weighted Index | 0.25% | 0.36% | -0.97% | -2.61% | 3.39% | 1.38% |
| Bloomberg Euro Government Inflation-Linked 10+ Year Index | -10.05% | -3.34% | -3.26% | -2.08% | -1.61% | 1.37% |
| Bloomberg Euro Treasury 50bn 10-15 Year Bond Index | -17.30% | 4.83% | -0.10% | 0.12% | -0.56% | 1.32% |
| Bloomberg Euro Treasury 50bn 10-15 Year Bond Index | n.a | 4.83% | -0.10% | 0.12% | -0.56% | 1.32% |
| Bloomberg MSCI USD Liquid Investment Grade Corporate Sustainable and SRI Index | -1.44% | 0.77% | -1.86% | -3.79% | 2.85% | 1.29% |
| Bloomberg UK Gilt Index | -23.39% | -2.02% | -5.84% | -2.14% | -1.83% | 1.28% |
| Bloomberg Sterling Gilt Float Adjusted Index | -24.97% | -1.88% | -5.42% | -2.11% | -1.82% | 1.28% |
| Bloomberg Sterling Gilt Float Adjusted Index | -26.61% | -4.03% | -7.49% | -3.68% | -2.97% | 1.28% |
| Markit iBoxx USD Liquid Investment Grade Index | 0.15% | 1.06% | -1.91% | -3.89% | 2.91% | 1.28% |
| Bloomberg USD Liquid Investment Grade Corporate Index | 0.72% | 1.57% | -1.73% | -3.84% | 2.91% | 1.27% |
| Bloomberg USD Liquid Investment Grade Corporate Index | 0.73% | 1.58% | -1.72% | -3.83% | 2.91% | 1.27% |
| Bloomberg US Corporate Liquid Issuer Index | 3.23% | 1.53% | -1.70% | -3.81% | 2.87% | 1.26% |
| Bloomberg US Corporate Liquid Issuer Index | 3.23% | 1.53% | -1.70% | -3.81% | 2.87% | 1.26% |
| Deutsche Boerse EUROGOV Germany 10+ Index | -35.78% | -11.65% | -8.48% | -6.27% | -2.36% | 1.23% |
| J.P. Morgan EMBI Global Core Index | 8.65% | 12.28% | 3.32% | -1.85% | 3.72% | 1.22% |
| J.P. Morgan EMBI Global Core Index | 8.62% | 12.25% | 3.31% | -1.86% | 3.71% | 1.22% |
| Bloomberg Global Government AAA-AA Capped Bond Index | -12.97% | -2.59% | -2.03% | -1.29% | -0.44% | 1.21% |
| J.P. Morgan ESG EMBI Global Diversified Index | 5.11% | 10.42% | 2.58% | -2.23% | 3.35% | 1.20% |
| Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Cap Index | 10.47% | 16.76% | 5.22% | -1.30% | 4.13% | 1.19% |
| Bloomberg US Liquid Corporate EUR Hedged Index | -11.28% | 9.19% | 2.18% | 5.93% | 3.77% | 1.18% |
| J.P. Morgan ESG EMBI Global Diversified Index | n.a | 10.16% | 2.54% | -2.38% | 3.31% | 1.17% |
| Bloomberg MSCI US Liquid Corporate Sustainable hedged to EUR Index | -12.30% | 8.86% | 2.13% | 5.92% | 3.71% | 1.16% |
| Bloomberg MSCI USD Corporate Float-Adjusted Liquid Bond Screened Index | n.a | n.a | 2.07% | 5.67% | 3.57% | 1.16% |
| Bloomberg Euro Government Bond 10-15 Year Index | -16.85% | 5.49% | -0.34% | 0.44% | -0.31% | 1.15% |
| Bloomberg Global Aggregate Corporate - United States Dollar Index | -7.21% | 10.11% | 2.20% | 5.67% | 3.69% | 1.14% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | -8.59% | 9.20% | 1.93% | 5.60% | 3.59% | 1.14% |
| FTSE Emerging Markets USD Government and Government-Related Bond Select Index | 7.11% | 12.88% | 2.90% | -2.17% | 3.64% | 1.13% |
| FTSE Emerging Markets USD Government and Government-Related Bond Select Index | 7.12% | 12.87% | 2.91% | -2.17% | 3.65% | 1.12% |
| Bloomberg Sterling Corporate Bond Index | -0.41% | 15.73% | 0.13% | -0.22% | -0.61% | 1.12% |
| J.P. Morgan USD EM IG ESG Diversified Bond EUR Hedged Index | -12.30% | 8.33% | 2.36% | 6.41% | 3.75% | 1.11% |
| Solactive Euro Government Green Bond Index | n.a | -2.21% | -2.81% | -1.76% | -1.10% | 1.11% |
| Bloomberg MSCI US Corporate ESG Sustainability EUR Hedged Index | n.a | 9.21% | 1.85% | 5.54% | 3.51% | 1.10% |
| Bloomberg World Government Inflation-Linked Bond Index | -6.15% | -7.23% | -3.03% | -3.48% | 0.33% | 1.09% |
| iBoxx EUR Eurozone Sovereigns Green Bonds Capped Index | n.a | n.a | -2.86% | -1.72% | -1.16% | 1.06% |
| Bloomberg Sterling Gilt Float Adjusted Index | -34.47% | -7.19% | -5.47% | 0.60% | -0.41% | 1.06% |
| J.P. Morgan Emerging Market Enhanced Multi-Factor Local Currency Bond Index | 12.67% | 15.30% | 5.22% | 2.83% | 2.45% | 1.05% |
| Bloomberg Emerging Markets Local Currency Liquid Government Bond Index | -4.78% | 15.56% | 6.36% | 11.58% | 2.90% | 1.03% |
| Solactive Paris Aware Global Government USD Index | n.a | n.a | -2.07% | -2.43% | -1.30% | 1.03% |
| Markit iBoxx USD Liquid Emerging Markets Sovereigns Mid Price TCA Index | 3.59% | 2.74% | -2.31% | -3.42% | 2.62% | 0.99% |
| J.P. Morgan ESG Global Credit (GCI) Investment Grade USD Custom Maturity Index | n.a | n.a | 2.37% | 5.25% | 3.36% | 0.99% |
| Bloomberg MSCI USD Liquid Corporate ESG Weighted Bond Index | 2.76% | 1.11% | -1.25% | -4.40% | 2.21% | 0.99% |
| Bloomberg MSCI US Corporate SRI Sustainable ex Fossil Fuel Bond Index | n.a | n.a | -1.78% | -4.60% | 2.12% | 0.99% |
| Bloomberg MSCI US Corporate SRI Sustainable ex Fossil Fuel Bond Index | n.a | n.a | -1.78% | -4.59% | 2.12% | 0.99% |
| FTSE Actuaries UK Conventional Gilts All Stocks Index | n.a | n.a | -4.50% | 0.82% | -0.29% | 0.96% |
| Bloomberg World Government Inflation-Linked Bond Index | -12.71% | -3.03% | -1.06% | 2.46% | 1.59% | 0.95% |
| J.P. Morgan Global Government ESG Liquid Bond Index | -12.82% | -5.76% | -3.78% | -3.30% | -0.72% | 0.95% |
| ICE U.S. Treasury 7-10 Year Bond Index | -17.66% | 0.99% | 0.18% | 6.39% | 3.54% | 0.95% |
| Bloomberg SASB US Corporate ESG Ex-Controversies Select Index | n.a | 0.51% | -1.85% | -4.69% | 2.22% | 0.94% |
| Bloomberg US Treasury 7-10 Year Index | n.a | n.a | 0.00% | 6.27% | 3.49% | 0.94% |
| Bloomberg US Treasury 7-10 Year Bond Index | -17.79% | 0.99% | 0.22% | 6.40% | 3.53% | 0.93% |
| Bloomberg MSCI Global Liquid Corporate ESG Weighted SRI Bond Index | n.a | n.a | 0.63% | -1.92% | 1.58% | 0.93% |
| Bloomberg Global Aggregate Corporate Bond Index | n.a | n.a | 2.67% | 4.70% | 2.79% | 0.93% |
