| Bloomberg US Treasury Bills 1-3 Month Index | 76.87% | 29.93% | 12.13% | 9.98% | 4.48% | 1.41% |
| ICE U.S. Treasury 20+ Year Bond Index | -40.09% | -3.70% | 1.79% | 4.94% | 4.29% | 1.28% |
| Bloomberg US Long Treasury Index | n.a | -0.83% | 2.84% | 5.31% | 4.01% | 1.20% |
| ICE US Treasury 10-20 Year Bond Index | n.a | n.a | n.a | n.a | 3.53% | 1.13% |
| Bloomberg Euro Treasury 50bn 25+ Year Bond Index | -47.44% | -7.18% | -7.42% | -7.22% | 2.55% | 1.02% |
| Markit iBoxx Euro Eurozone 25+ Index | -46.16% | -6.80% | -6.85% | -6.41% | 2.50% | 0.97% |
| JP Morgan ESG EMBI Global Diversified Composite Index | n.a | n.a | 8.07% | 9.61% | 4.84% | 0.97% |
| Bloomberg Capital UK Gilt 15+ Year Index | -44.59% | -13.85% | -5.62% | -2.94% | 2.84% | 0.87% |
| 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 Euro Treasury 50bn 15+ Year Bond Index | -37.26% | -0.28% | -3.58% | -3.77% | 2.42% | 0.84% |
| Bloomberg Euro Treasury 50bn 15+ Year Bond Index | -37.26% | -0.27% | -3.58% | -3.77% | 2.42% | 0.84% |
| Markit iBoxx Euro Eurozone 20yr Target Duration Index | n.a | n.a | -8.24% | -7.90% | 1.82% | 0.83% |
| Markit iBoxx Euro Eurozone 20yr Target Duration Index | -43.95% | -8.94% | -8.24% | -7.91% | 1.82% | 0.83% |
| Bloomberg Euro Government Bond 30 Year Index | -34.37% | 1.08% | -2.78% | -3.09% | 2.40% | 0.77% |
| Markit iBoxx Euro Eurozone 15-30 Index | -33.89% | 1.41% | -2.62% | -2.78% | 2.39% | 0.76% |
| JP Morgan ESG EMU Government Bond IG 10+ Year Index | n.a | n.a | -1.81% | -1.87% | 2.27% | 0.73% |
| Bloomberg MSCI ESG Global Aggregate 500MM ex Securitized 1-5 Year Sector Neutral Select Index | n.a | n.a | 2.00% | 2.53% | 1.91% | 0.73% |
| JP Morgan ESG EMU Government Bond IG 10+ Year Index | n.a | n.a | -1.81% | -1.88% | 2.27% | 0.73% |
| Bloomberg Euro Government Bond 10+ Year Index | -31.01% | 3.45% | -1.53% | -1.66% | 2.31% | 0.72% |
| Bloomberg US Treasury 7-10 Year Bond Index | -16.62% | 4.93% | 5.77% | 6.29% | 1.97% | 0.71% |
| Bloomberg US Treasury 7-10 Year Bond Index | n.a | n.a | 5.58% | 6.14% | 1.96% | 0.70% |
| ICE U.S. Treasury 7-10 Year Bond Index | -16.51% | 4.84% | 5.71% | 6.26% | 1.98% | 0.70% |
| Markit iBoxx Euro Liquid Sovereigns Diversified 10+ Index | -37.25% | 0.08% | -2.51% | -2.85% | 2.33% | 0.70% |
| ICE U.S. Treasury 7-10 Year Bond Index | n.a | n.a | n.a | n.a | 2.01% | 0.70% |
| Bloomberg Emerging Markets Local Currency Liquid Government Bond Index | -7.41% | 17.43% | 9.92% | 11.32% | 0.77% | 0.62% |
| ICE U.S. Treasury 20+ Year Bond Index | -32.25% | -7.92% | -4.66% | -4.03% | 5.15% | 0.59% |
| ICE US Treasury 25+ Year Bond Index | n.a | n.a | -5.28% | -4.39% | 5.08% | 0.57% |
| ICE US Treasury 25+ Year Bond Index | n.a | n.a | -5.28% | -4.39% | 5.08% | 0.57% |
| Bloomberg USD Liquid Investment Grade Corporate Index | -11.24% | 13.98% | 4.54% | 5.83% | 1.89% | 0.57% |
| Bloomberg MSCI USD Liquid Investment Grade Corporate SRI PAB Index | n.a | 13.53% | 4.47% | 5.86% | 1.86% | 0.57% |
| JP Morgan ESG EMBI Global Diversified Composite Index | n.a | n.a | n.a | 5.57% | 5.02% | 0.57% |
| Bloomberg US Corporate Liquid Issuer Index | n.a | n.a | n.a | n.a | 1.89% | 0.56% |
| Markit iBoxx USD Treasuries Index | -13.73% | 5.20% | 3.91% | 4.32% | 1.66% | 0.56% |
| Bloomberg Sterling Gilt Float Adjusted Index | -31.06% | -5.17% | 1.86% | 2.84% | 2.44% | 0.55% |
| Bloomberg Euro Government Bond 10-15 Year Index | -17.44% | 10.30% | 2.27% | 1.77% | 2.19% | 0.55% |
| Bloomberg Euro Treasury 50bn 10-15 Year Bond Index | -18.06% | 9.89% | 2.10% | 1.60% | 2.15% | 0.55% |
| Bloomberg Euro Treasury 50bn 10-15 Year Bond Index | -18.06% | 9.89% | 2.10% | 1.60% | 2.15% | 0.55% |
| JP Morgan Emerging Market Enhanced Multi-Factor Local Currency Bond Index | 12.25% | 23.85% | 6.91% | 5.80% | 3.84% | 0.55% |
| Solactive Euro Government Green Bond Index | n.a | 1.42% | -0.45% | -0.70% | 1.74% | 0.54% |
| iBoxx EUR Eurozone Sovereigns Green Bonds Capped Index | n.a | 3.72% | -0.41% | -0.61% | 1.77% | 0.54% |
| Bloomberg US Treasury Index | n.a | 5.08% | 3.93% | 4.26% | 1.59% | 0.54% |
| Bloomberg Global Aggregate US Treasury Float Adjusted Index | -13.80% | 4.80% | 3.84% | 4.19% | 1.57% | 0.54% |
| FTSE Actuaries UK Conventional Gilts All Stocks Index | n.a | -3.20% | 2.18% | 2.93% | 2.33% | 0.53% |
| FTSE Actuaries UK Conventional Gilts All Stocks Index | n.a | n.a | n.a | n.a | n.a | 0.53% |
| Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Cap EUR Hedged Index | -0.72% | 33.52% | 10.74% | 11.26% | 3.98% | 0.51% |
| Bloomberg US Aggregate Bond Index | n.a | n.a | 4.34% | 4.81% | 1.81% | 0.51% |
| Bloomberg US Long Treasury Index | n.a | -8.84% | -3.84% | -3.81% | 4.79% | 0.50% |
| Bloomberg US Treasury 10+ Year Bond Index | -29.26% | -5.86% | -3.84% | -3.79% | 4.79% | 0.50% |
| Bloomberg US 10+ Year Treasury Bond Index | n.a | n.a | n.a | n.a | 4.78% | 0.50% |
| Bloomberg US Long Treasury Index | n.a | n.a | -3.82% | -3.80% | 4.79% | 0.50% |
| Bloomberg US Long Treasury Index | n.a | n.a | -3.85% | -3.80% | 4.78% | 0.50% |
| Bloomberg US Treasury 10+ Year Bond Index | -29.06% | -8.97% | -3.82% | -3.80% | 4.78% | 0.50% |
| Bloomberg US 10+ Year Treasury Bond Index | n.a | n.a | n.a | n.a | 4.78% | 0.50% |
| Swiss Bond Index ESG Foreign AAA-BBB 1-5 Index | 18.14% | 15.45% | 2.86% | 2.81% | 1.77% | 0.50% |
| Bloomberg US Government Inflation-Linked Bond Index | -2.48% | 6.49% | 4.35% | 5.22% | 1.25% | 0.47% |
| Bloomberg US Liquid Corporate EUR Hedged Index | -11.84% | 13.20% | 4.58% | 5.57% | 1.69% | 0.47% |
| Bloomberg MSCI US Corporate ESG SRI Index | n.a | n.a | n.a | n.a | n.a | 0.47% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | -8.98% | 13.14% | 4.44% | 5.24% | 1.59% | 0.46% |
| Bloomberg MSCI US Liquid Corporate Sustainable hedged to EUR Index | -12.59% | 12.98% | 4.49% | 5.53% | 1.62% | 0.46% |
| Bloomberg MSCI ESG US Corporate Select Index | n.a | 13.06% | 4.38% | 5.21% | 1.55% | 0.46% |
| Bloomberg US Treasury 3-7 Year Bond Index | n.a | 6.79% | 4.85% | 4.77% | 1.09% | 0.46% |
| ICE U.S. Treasury 3-7 Year Bond Index | -8.08% | 7.10% | 4.92% | 4.78% | 1.13% | 0.46% |
| Bloomberg Global Aggregate Corporate - United States Dollar Index | -7.76% | 14.41% | 4.72% | 5.46% | 1.72% | 0.46% |
| Bloomberg World Government Inflation-Linked Bond Index | -10.89% | 0.68% | 1.75% | 3.00% | 1.61% | 0.45% |
| Bloomberg World Government Inflation-Linked Bond Index | -10.93% | 0.54% | 1.73% | 2.95% | 1.63% | 0.45% |
| Bloomberg World Government Inflation-Linked Bond Index | -10.97% | 0.58% | 1.69% | 2.95% | 1.60% | 0.45% |
| JP Morgan Emerging Markets Risk-Aware Bond Index | -3.85% | 21.98% | 8.61% | 10.19% | 3.62% | 0.45% |
| JP Morgan ESG Global Credit (GCI) Investment Grade USD Custom Maturity Index | n.a | n.a | 4.54% | 5.07% | 1.58% | 0.44% |
| Bloomberg Sterling Gilt Float Adjusted Index | -26.57% | -3.11% | -4.30% | -3.49% | -0.14% | 0.44% |
| Bloomberg Sterling Gilt Float Adjusted Index | -25.12% | -1.20% | -2.41% | -1.59% | 0.62% | 0.44% |
| Bloomberg UK Gilt Index | -23.17% | -0.64% | -2.40% | -1.62% | 0.62% | 0.44% |
| JP Morgan EMBI Global Core EUR Hedged Index | -2.92% | 28.25% | 9.48% | 10.32% | 3.65% | 0.44% |
| Bloomberg MSCI Global Corporate Fallen Angels Paris-Aligned Index | n.a | n.a | 5.82% | 6.28% | 2.11% | 0.44% |
| JP Morgan EMBI Global Core Index | -2.97% | 28.26% | 9.56% | 10.45% | 3.65% | 0.44% |
| Refinitiv Qualified Global Convertible Monthly EUR Hedged Index | 25.32% | 43.05% | 19.48% | 20.37% | 9.79% | 0.43% |
| Markit MSCI iBoxx ESG USD Emerging Markets Sovereigns Quality Weighted Index | -11.31% | 14.77% | 6.70% | 8.61% | 2.96% | 0.42% |
| J.P. Morgan Emerging Markets Bond Index Global Diversified 1Bn Country | n.a | 30.14% | 8.77% | 9.92% | 3.65% | 0.40% |
| J.P. Morgan Emerging Markets Bond Index Global Diversified 1Bn Country | -4.52% | 30.37% | 8.87% | 10.02% | 3.76% | 0.40% |
| JP Morgan ESG EMBI Global Diversified Index | n.a | 26.63% | 9.14% | 9.87% | 3.50% | 0.39% |
| FTSE World Broad Investment-Grade USD Multilateral Development Bank Bond Capped Index | -5.11% | 7.25% | 4.33% | 4.06% | 1.00% | 0.39% |
| JP Morgan ESG Emerging Markets Bond Index Global Diversified | -5.53% | 26.58% | 9.13% | 10.00% | 3.50% | 0.39% |
| JP Morgan GBI Emerging Markets Global Diversified 10% Cap 1% Floor Index | 7.06% | 16.50% | 5.26% | 4.80% | 3.17% | 0.38% |
| JP Morgan Government Bond Index-Emerging Markets Global Div 10% Cap 0.25% Floor Index | n.a | n.a | 5.48% | 4.59% | 3.22% | 0.38% |
| Bloomberg Euro Treasury 50bn 7-10 Year Bond Index | -11.30% | 9.45% | 2.88% | 2.39% | 1.61% | 0.38% |
| Bloomberg Euro Treasury 50bn 7-10 Year Bond Index | -11.30% | 9.45% | 2.88% | 2.39% | 1.61% | 0.38% |
| Bloomberg US High Yield Very Liquid Index ex 144A | n.a | 23.97% | 5.43% | 5.67% | 1.51% | 0.38% |
| Bloomberg Euro Government Inflation-Linked Bond Index | 4.78% | 5.09% | 1.73% | 1.95% | 1.27% | 0.38% |
| Bloomberg Euro Government Inflation-Linked Bond Index | 4.86% | 5.02% | 1.74% | 1.97% | 1.27% | 0.37% |
| Bloomberg Euro Government Inflation-Linked Bond Index | 4.86% | 5.02% | 1.74% | 1.97% | 1.27% | 0.37% |
| Bloomberg Euro Government Inflation-Linked Bond Index | 4.73% | 5.20% | 1.69% | 1.93% | 1.28% | 0.37% |
| Bloomberg Euro Government Bond 10 Year Term Index | -12.33% | 9.18% | 2.76% | 2.34% | 1.61% | 0.37% |
| Bloomberg Euro Government Bond 10 Year Term Index | -12.34% | 9.17% | 2.76% | 2.33% | 1.61% | 0.37% |
| Citi Time-Weighted US Fallen Angel Bond Select Index | 9.67% | 19.07% | 5.75% | 6.82% | 2.13% | 0.37% |
| Markit iBoxx Euro Sovereigns Eurozone Yield Plus Index | -7.52% | 12.04% | 2.71% | 2.23% | 1.49% | 0.37% |
| Markit iBoxx Euro Sovereigns Eurozone Yield Plus Index | -7.52% | 12.04% | 2.72% | 2.24% | 1.49% | 0.37% |
| Bloomberg Euro Government Select 7-10 Year Index | n.a | n.a | n.a | n.a | 1.61% | 0.37% |
| Bloomberg Euro Government Select 7-10 Year Index | -11.94% | 9.46% | 2.78% | 2.34% | 1.60% | 0.37% |
| Markit iBoxx Euro Liquid Sovereigns Diversified 7-10 Index | -12.42% | 9.32% | 2.84% | 2.35% | 1.65% | 0.37% |
| Deutsche Boerse EUROGOV Germany 10+ Index | -36.04% | -5.48% | -5.58% | -5.65% | 1.68% | 0.36% |
