| JPM ESG EMBI Global Diversified Composite Index | n.a | n.a | n.a | 0.96% | 3.18% | 1.64% |
| FTSE Australian Government Bond Index | -15.13% | -13.44% | -5.85% | -2.57% | -0.49% | 1.39% |
| Bloomberg US Government Inflation-Linked 10+ Year Bond Index | -25.28% | -27.57% | -10.33% | -8.74% | 0.50% | 0.99% |
| ICE U.S. Treasury 7-10 Year Bond Index | -18.34% | -2.58% | 0.40% | 5.00% | 2.77% | 0.96% |
| Bloomberg US High Yield Very Liquid Index ex 144A | n.a | 18.84% | 5.88% | 4.95% | 3.18% | 0.83% |
| Bloomberg USD Liquid Investment Grade Corporate Index | -11.40% | 4.77% | 1.08% | 4.41% | 3.59% | 0.73% |
| Markit iBoxx TIPS Inflation-Linked Index | n.a | n.a | -0.75% | -5.37% | 0.15% | 0.72% |
| Bloomberg US Treasury 7-10 Year Index | n.a | n.a | -2.44% | -5.23% | 0.30% | 0.72% |
| ICE U.S. Treasury 7-10 Year Bond Index | -8.51% | -10.57% | -2.35% | -5.17% | 0.34% | 0.71% |
| Bloomberg MSCI USD Liquid Investment Grade Corporate SRI PAB Index | n.a | 3.89% | 1.00% | 4.46% | 3.54% | 0.71% |
|
| Bloomberg US Long Treasury Index | n.a | n.a | -9.64% | -8.32% | 0.42% | 0.68% |
| Bloomberg World Government Inflation-Linked Bond Index | -7.20% | -13.01% | -3.37% | -4.59% | -0.64% | 0.66% |
| Bloomberg World Government Inflation-Linked Bond Index | -12.69% | -7.92% | -1.31% | 1.52% | 1.30% | 0.65% |
| Bloomberg World Government Inflation-Linked Bond Index | -12.77% | -8.00% | -1.36% | 1.49% | 1.28% | 0.65% |
| Bloomberg World Government Inflation-Linked Bond Index | -12.78% | -8.14% | -1.36% | 1.46% | 1.27% | 0.65% |
| JPM ESG EMBI Global Diversified Composite Index | n.a | n.a | 3.10% | 5.51% | 4.01% | 0.64% |
| Markit iBoxx USD Treasuries Index | -15.48% | -1.31% | -0.17% | 3.01% | 1.91% | 0.62% |
| Bloomberg Global Aggregate Corporate - United States Dollar Index | n.a | 6.32% | 1.91% | 4.15% | 3.11% | 0.60% |
| ICE U.S. Treasury Inflation Linked Bond Index 0-5 Years Index | n.a | 5.92% | 4.41% | 4.16% | 1.64% | 0.60% |
| ICE US Fallen Angel High Yield Constrained Index | n.a | n.a | 1.93% | -5.50% | 1.08% | 0.58% |
| Bloomberg US High Yield Very Liquid Index ex 144A | 26.26% | 8.99% | 2.84% | -5.28% | 0.69% | 0.58% |
| FTSE World Broad Investment-Grade USD Multilateral Development Bank Bond Capped Index | -5.97% | 3.96% | 2.06% | 3.57% | 1.79% | 0.58% |
| Solactive UBS Global Multilateral Development Bank Bond USD 25% Issuer Capped EUR Hedged Index | -6.27% | 3.81% | 1.91% | 3.49% | 1.65% | 0.58% |
| JPM ESG EMBI Global Diversified Composite Index | n.a | n.a | 4.34% | 3.50% | 2.15% | 0.53% |
| Bloomberg MSCI Global High Yield Liquid Corporate ESG Weighted SRI Bond Index | n.a | n.a | 6.01% | 4.68% | 2.63% | 0.52% |
| Bloomberg World Government Inflation-Linked Bond Index | -7.10% | -12.65% | -3.17% | -4.81% | -0.70% | 0.52% |
| J.P. Morgan Emerging Markets Risk-Aware Bond Index | -4.23% | 12.62% | 3.89% | 6.86% | 5.03% | 0.52% |
| iBoxx MSCI ESG USD Asia ex-Japan High Yield Capped Index | n.a | 15.47% | 6.87% | 6.30% | 3.26% | 0.51% |
| ICE Global Fallen Angel High Yield 10% Constrained Index | 25.23% | 11.03% | 3.27% | -2.71% | 1.34% | 0.48% |
| Bloomberg USD Liquid Investment Grade Corporate Index | 0.10% | -3.27% | -1.61% | -5.66% | 1.11% | 0.48% |
| Bloomberg USD Liquid Investment Grade Corporate Index | n.a | -3.28% | -1.63% | -5.67% | 1.11% | 0.48% |
| Bloomberg US Corporate Liquid Issuer Index | 2.46% | -2.84% | -1.58% | -5.63% | 1.08% | 0.47% |
| Bloomberg US Corporate Liquid Issuer Index | 2.47% | -2.84% | -1.58% | -5.63% | 1.08% | 0.47% |
| Bloomberg MSCI USD Liquid Investment Grade Corporate Sustainable and SRI Index | n.a | -4.14% | -1.73% | -5.64% | 1.05% | 0.45% |
| Bloomberg MSCI USD Corporate and Agency Green Bond Index | n.a | 5.55% | 2.39% | 3.77% | 2.70% | 0.45% |
| Bloomberg Emerging Markets USD Sovereign & Agency 3% Country Cap EUR Hedged Index | -3.01% | 22.42% | 7.50% | 7.54% | 5.43% | 0.44% |
| Bloomberg MSCI Global Aggregate Sustainable and SRI Currency Neutral Index | -8.10% | -6.84% | -2.21% | -4.31% | -0.77% | 0.43% |
| Bloomberg US Liquid Corporate 1-5 Year EUR Hedged Index | 0.28% | 8.82% | 3.44% | 3.82% | 1.93% | 0.43% |
| Bloomberg US Treasury 3-7 Year | n.a | n.a | -0.93% | -5.89% | -0.51% | 0.43% |
| Markit iBoxx ESG USD Emerging Markets Sovereigns Quality Weighted Index | -12.05% | 4.72% | 1.06% | 5.77% | 3.93% | 0.42% |
| Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral Index | n.a | -7.27% | -2.42% | -4.11% | -1.03% | 0.41% |
| Bloomberg MSCI Global Green Bond 1-10 Year Sustainability Select Index | n.a | n.a | 2.65% | 0.82% | 0.46% | 0.41% |
| Bloomberg Global Aggregate Bond Index | -6.82% | -6.42% | -1.96% | -4.67% | -0.86% | 0.41% |
| Swiss Bond Index ESG Foreign AAA-BBB 5-10 Index | 14.82% | 16.20% | 3.70% | 1.47% | 0.11% | 0.41% |
| PIMCO Emerging Markets Advantage Local Currency Bond Index | 20.35% | 9.35% | 2.75% | 0.32% | 0.64% | 0.40% |
| Bloomberg MSCI Global Aggregate Sustainable and SRI Currency Neutral Index | -9.97% | 2.12% | 0.67% | 1.85% | 1.21% | 0.40% |
| Bloomberg MSCI US High Yield Sustainable and SRI Index | n.a | 7.47% | 3.03% | -5.19% | 0.40% | 0.40% |
| Bloomberg MSCI Global Corporate Float-Adjusted Liquid Bond Screened Index | n.a | 6.22% | 1.15% | 1.75% | 0.94% | 0.40% |
| Bloomberg MSCI Global Corporate Float-Adjusted Liquid Bond Screened Index | n.a | 7.93% | 2.75% | 3.37% | 2.12% | 0.39% |
| FTSE Emerging Markets USD Government and Government-Related Bond Select Index | -6.13% | 17.11% | 5.09% | 6.45% | 4.72% | 0.39% |
| FTSE Emerging Markets USD Government and Government-Related Bond Select Index | n.a | 17.00% | 5.09% | 6.46% | 4.72% | 0.39% |
| Bloomberg 2030 Maturity USD Corporate Bond Screened Index | n.a | n.a | 0.31% | -5.23% | 0.17% | 0.37% |
| Swiss Bond Index ESG Foreign AAA-BBB 1-5 Index | 16.70% | 11.52% | 2.83% | 1.52% | 0.15% | 0.37% |
| FTSE World Government Bond Index Developed Markets | -13.92% | -1.31% | -0.53% | 0.85% | 0.61% | 0.37% |
| FTSE World Government Bond Index Developed Markets | -13.94% | -1.32% | -0.53% | 0.84% | 0.60% | 0.37% |
| Solactive Paris Aware Global Government USD Index | n.a | n.a | -1.94% | -3.28% | -1.97% | 0.37% |
| Bloomberg Global Aggregate Bond Index | -8.09% | 3.45% | 1.20% | 1.83% | 1.16% | 0.36% |
| Markit iBoxx USD Treasuries Index | -5.71% | -9.63% | -2.93% | -6.96% | -0.55% | 0.36% |
| Bloomberg MSCI Global Aggregate Sustainable and Green Bond SRI Index | n.a | 3.06% | 1.14% | 1.79% | 1.15% | 0.36% |
| Markit iBoxx EUR Germany Index | -15.43% | -3.42% | -0.60% | -1.08% | -0.59% | 0.36% |
| Markit iBoxx EUR Germany Index | -15.43% | -3.43% | -0.60% | -1.08% | -0.59% | 0.36% |
| Bloomberg MSCI Global High Yield Liquid Corporate ESG Weighted SRI Bond Index | n.a | n.a | 3.66% | -3.28% | 0.83% | 0.35% |
| Bloomberg Global Aggregate Corporate Bond Index | 1.90% | -3.99% | -2.75% | -7.73% | -0.71% | 0.35% |
| Bloomberg Global Aggregate Corporate Bond Index | 3.81% | -2.19% | -0.93% | -6.00% | 0.64% | 0.35% |
| Bloomberg MSCI Global High Yield Liquid Corporate ESG Weighted SRI Bond Index | n.a | n.a | 3.52% | -3.29% | 0.77% | 0.35% |
| ICE U.S. Treasury Inflation Linked Bond 0-5 Index | 22.05% | -3.38% | 1.43% | -5.96% | -0.83% | 0.35% |
| Bloomberg MSCI Global Aggregate 500MM ex Securitized Sustainable SRI Sector Neutral EUR Hedged Index | n.a | 2.06% | 0.59% | 1.47% | 0.88% | 0.34% |
| Bloomberg Euro Government Inflation-Linked 1-10 Year Index | 12.21% | 2.70% | 2.87% | 2.00% | 0.54% | 0.33% |
| FTSE Japanese Government Bond Index | -39.11% | -31.18% | -13.38% | -10.71% | -6.10% | 0.33% |
| FTSE World Broad Investment-Grade USD Multilateral Development Bank Bond Capped Index | 4.86% | -4.88% | -0.82% | -6.49% | -0.67% | 0.33% |
| Solactive UBS Global Multilateral Development Bank Bond USD 25% Issuer Capped Index | 4.66% | -5.07% | -0.91% | -6.56% | -0.80% | 0.32% |
| Solactive UBS Global Multilateral Development Bank Bond USD 25% Issuer Capped Index | 4.64% | -5.08% | -0.91% | -6.56% | -0.80% | 0.32% |
| J.P. Morgan EMBI Global Core EUR Hedged Index | -4.64% | 17.44% | 5.68% | 6.80% | 4.81% | 0.32% |
| Bloomberg MSCI USD Corporate SRI 0-5 Years PAB Index | 1.68% | 8.11% | 3.15% | 3.04% | 1.44% | 0.31% |
| Markit iBoxx Global Developed Markets Liquid High Yield Capped Index | n.a | n.a | 6.26% | 4.35% | 2.35% | 0.31% |
| Markit iBoxx Global Developed Markets Liquid High Yield Capped Index | 15.91% | 19.62% | 6.27% | 4.37% | 2.35% | 0.31% |
| Bloomberg Spain Treasury Bond Index | -9.85% | 3.54% | 2.01% | 0.41% | -0.10% | 0.30% |
| Markit iBoxx Global Developed Markets Liquid High Yield Capped Index | 24.28% | 15.12% | 4.75% | 0.43% | 1.27% | 0.30% |
| Bloomberg Euro Government Bond 5-7 Year Index | -5.86% | 4.44% | 3.08% | 1.78% | 0.14% | 0.29% |
| J.P. Morgan ESG EMBI Global Diversified Index | n.a | 16.11% | 5.20% | 6.48% | 4.46% | 0.29% |
| FTSE ESG Select World Government Bond Index - DM Index | n.a | -2.96% | -1.04% | 0.29% | 0.20% | 0.29% |
| Bloomberg MSCI Euro Corporate September 2034 SRI Index | n.a | n.a | n.a | 1.72% | 1.24% | 0.28% |
| Markit iBoxx EUR Eurozone 5-7 Index | -5.64% | 4.63% | 3.08% | 1.85% | 0.16% | 0.28% |
| Markit iBoxx EUR Eurozone 7-10 Index | -11.96% | 2.41% | 1.58% | 1.00% | -0.18% | 0.28% |
| Bloomberg China Treasury + Policy Bank Index | n.a | n.a | -1.80% | -8.94% | -2.48% | 0.28% |
| Bloomberg MSCI December 2034 Maturity Euro Corporate Bond ESG screened Index | n.a | n.a | n.a | 1.61% | 1.10% | 0.28% |
| Bloomberg MSCI Global Green Bond 1-10 Year Index | -6.52% | 4.63% | 2.56% | 0.22% | 0.34% | 0.28% |
| J.P. Morgan USD EM Diversified 3% Capped 1-5 Year Bond 100% EUR Hedged Index | 4.61% | 16.30% | 6.28% | 5.27% | 2.72% | 0.28% |
| Bloomberg MSCI December 2034 Maturity Euro Corporate Bond ESG screened Index | n.a | n.a | n.a | 1.61% | 1.10% | 0.28% |
| Bloomberg MSCI December 2033 Maturity Euro Corporate Bond ESG screened Index | n.a | n.a | n.a | 1.84% | 1.25% | 0.28% |
| J.P. Morgan USD EM Diversified 3% Capped 1-5 Year Bond 100% EUR Hedged Index | 4.56% | 16.31% | 6.28% | 5.27% | 2.72% | 0.28% |
| Bloomberg MSCI December 2033 Maturity Euro Corporate Bond ESG screened Index | n.a | n.a | n.a | 1.84% | 1.25% | 0.27% |
| FTSE Chinese Government and Policy Bank Bond 1-10 Years Capped Index | 16.86% | -8.81% | -2.30% | -8.75% | -2.25% | 0.27% |
| Bloomberg Euro Government Inflation-Linked Bond Index | 4.87% | -0.97% | 0.85% | 0.43% | -0.16% | 0.27% |
| J.P. Morgan USD EM IG ESG Diversified Bond EUR Hedged Index | -13.03% | 5.20% | 1.66% | 5.08% | 3.37% | 0.27% |
| Bloomberg MSCI Euro Corporate September 2033 SRI Index | n.a | n.a | n.a | 1.96% | 1.27% | 0.27% |
| Bloomberg MSCI Euro Corporate September 2033 SRI index | n.a | n.a | 4.11% | 1.96% | 1.27% | 0.27% |
| Bloomberg 2029 Maturity USD Corporate Bond Screened Index | n.a | n.a | 0.17% | -5.89% | -0.39% | 0.27% |
| Bloomberg Euro Government Inflation-Linked Bond Index | 4.91% | -0.96% | 0.90% | 0.49% | -0.14% | 0.27% |
| J.P. Morgan Emerging Market Enhanced Multi-Factor Local Currency Bond Index | 12.20% | 13.33% | 4.42% | 1.68% | 1.54% | 0.27% |
