| Citi Time-Weighted US Fallen Angel Bond Select Index | 22.10% | 12.91% | -2.70% | 1.18% | 1.03% | 1.18% |
| Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select Index | 31.15% | 17.51% | -4.96% | 1.02% | 0.73% | 1.02% |
| Bloomberg Sterling Corporate Bond Index | -2.83% | 20.32% | 4.38% | 0.97% | 2.88% | 0.97% |
| Bloomberg MSCI ESG Euro Corporate Select Index | n.a | 8.98% | -6.75% | 0.95% | 0.31% | 0.95% |
| ICE BofAML US High Yield Constrained Index | n.a | 17.23% | -4.19% | 0.93% | 1.28% | 0.93% |
| Markit iBoxx USD Liquid High Yield Capped Index | 28.63% | 14.10% | -3.47% | 0.93% | 1.31% | 0.93% |
| Markit iBoxx USD Liquid High Yield 0-5 Capped Index | 32.89% | 12.05% | -4.14% | 0.92% | 1.22% | 0.92% |
| Bloomberg MSCI ESG US Corporate High Yield Select Index | 25.34% | 15.77% | -3.90% | 0.88% | 1.35% | 0.88% |
| Bloomberg Global Corporate ex EM Fallen Angels 3% Issuer Capped Index | 20.54% | 16.32% | -0.39% | 0.79% | 1.49% | 0.79% |
| iBoxx MSCI ESG USD FRN Investment Grade Corporates TCA Index | 26.63% | 7.13% | -7.36% | 0.75% | 0.76% | 0.75% |
|
| Bloomberg MSCI ESG Global Corporate A+ 1-5 Year Select Index | n.a | n.a | -6.52% | 0.74% | 0.58% | 0.74% |
| Bloomberg Global Aggregate Corporate Bond Index 1-3 Year | 18.69% | 5.63% | -6.68% | 0.73% | 0.72% | 0.73% |
| Bloomberg Global Aggregate Corporate Bond Index 1-3 Year | 15.39% | 2.70% | -9.28% | 0.73% | -0.05% | 0.73% |
| Bloomberg US Corporate 0-3 Year Bond Index | 20.19% | 5.13% | -7.07% | 0.72% | 0.69% | 0.72% |
| Bloomberg MSCI US Corporate 0-3 Sustainable SRI Index | 19.89% | 4.97% | -7.09% | 0.70% | 0.69% | 0.70% |
| Markit iBoxx USD Liquid Investment Grade 0-5 Index | 17.43% | 5.40% | -6.44% | 0.70% | 0.67% | 0.70% |
| Bloomberg Sterling Corporate 0-5 Year Bond Index | 16.33% | 21.69% | 2.62% | 0.70% | 1.58% | 0.70% |
| Markit iBoxx Global Developed Markets Liquid High Yield Capped Index | 22.89% | 18.99% | 1.39% | 0.69% | 1.34% | 0.69% |
| Bloomberg USD Corporate bonds 1-5 years Index | n.a | n.a | n.a | 0.67% | 0.69% | 0.67% |
| JP Morgan Global Credit Index (GCI) ESG Investment Grade USD Custom Maturity Index | n.a | 6.07% | -4.85% | 0.65% | 0.20% | 0.65% |
| Bloomberg US Liquid Corporate 1-5 Year Index | 16.06% | 6.32% | -5.64% | 0.64% | 0.62% | 0.64% |
| Bloomberg US Intermediate Corporate Bond Index | 14.01% | 7.35% | -4.74% | 0.60% | 0.64% | 0.60% |
| Markit iBoxx USD Liquid Investment Grade Index | 2.46% | 4.28% | -4.15% | 0.58% | -0.22% | 0.58% |
| Bloomberg MSCI ESG US Corporate Select Index | 5.30% | 4.65% | -4.83% | 0.55% | 0.10% | 0.55% |
| Bloomberg SASB US Corporate ESG Ex-Controversies Select Index | 4.76% | 4.59% | -4.59% | 0.53% | 0.06% | 0.53% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | 5.39% | 4.70% | -4.78% | 0.53% | 0.10% | 0.53% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | 5.43% | 4.75% | -4.77% | 0.53% | 0.09% | 0.53% |
| Bloomberg MSCI USD Liquid Corporate ESG Weighted Bond Index | 5.66% | 4.95% | -4.65% | 0.52% | -0.07% | 0.52% |
| Citi Time-Weighted US Fallen Angel Bond Select Index | 4.75% | 17.45% | 7.97% | 0.50% | 0.89% | 0.50% |
| JP Morgan GCI Ultra Short ex Banks 2% Issuer Capped Index | n.a | n.a | -4.88% | 0.49% | 0.55% | 0.49% |
| BofAML 0-5 Year Euro Developed Markets High Yield 2% Constrained Index | 15.91% | 22.25% | 5.26% | 0.48% | 1.17% | 0.48% |
| BofAML 0-5 Year Euro Developed Markets High Yield 2% Constrained Index | 16.30% | 22.57% | 5.60% | 0.48% | 1.51% | 0.48% |
| Bloomberg US Liquid Corporate Index | 2.88% | 4.91% | -4.53% | 0.48% | -0.05% | 0.48% |
| Bloomberg MSCI Euro Corporate High Yield ESG SRI Bond Index | 14.15% | 24.91% | 6.42% | 0.45% | 1.39% | 0.45% |
| Bloomberg Global Aggregate Corporate Bond Index | 3.82% | 7.66% | -2.38% | 0.44% | 0.26% | 0.44% |
| Bloomberg MSCI Global Liquid Corporate ESG Weighted SRI Bond Index | n.a | n.a | -1.83% | 0.43% | 0.21% | 0.43% |
| Bloomberg MSCI ESG Euro Corporate High Yield Select Index | 11.61% | 23.30% | 6.25% | 0.43% | 1.32% | 0.43% |
| iBoxx EUR Liquid High Yield Index | n.a | n.a | n.a | 0.41% | 1.32% | 0.41% |
| Bloomberg Liquidity Screened Euro High Yield Bond Index | 14.43% | 24.20% | 5.52% | 0.39% | 1.28% | 0.39% |
| Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel Index | n.a | 24.24% | 5.41% | 0.38% | 1.34% | 0.38% |
| Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel Index | n.a | 24.24% | 5.41% | 0.38% | 1.34% | 0.38% |
| Markit iBoxx Euro Liquid High Yield Index | 15.62% | 23.70% | 5.24% | 0.38% | 1.37% | 0.38% |
| Bloomberg US Corporate 10+ Year Index | -7.10% | 1.44% | -4.09% | 0.37% | -1.08% | 0.37% |
| iBoxx MSCI ESG EUR High Yield Corporates TCA Index | 10.68% | 22.39% | 5.82% | 0.37% | 1.23% | 0.37% |
| Bloomberg Global Corporate ex EM Fallen Angels 3% Issuer Capped Index | 8.39% | 19.78% | 7.28% | 0.37% | 1.36% | 0.37% |
| Bloomberg MSCI Global Corporate Fallen Angels Paris-Aligned Index | n.a | n.a | 7.61% | 0.36% | 1.42% | 0.36% |
| Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select Index | n.a | 22.79% | 5.59% | 0.35% | 0.59% | 0.35% |
| Bloomberg MSCI 7-10 Year Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB Index | n.a | n.a | 3.49% | 0.35% | -0.22% | 0.35% |
| Bloomberg MSCI 7-10 Year Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB Index | n.a | n.a | 3.48% | 0.35% | -0.22% | 0.35% |
| Markit iBoxx Global Developed Markets Liquid High Yield Capped Index | n.a | n.a | 6.09% | 0.33% | 1.30% | 0.33% |
| Markit iBoxx Global Developed Markets Liquid High Yield Capped Index | 12.90% | 21.62% | 6.11% | 0.33% | 1.30% | 0.33% |
| Bloomberg Euro Universal Corporate ex Financials Hybrid Capital Securities 8% Capped Bond Index | 8.96% | 28.08% | 6.05% | 0.31% | 0.89% | 0.31% |
| Bloomberg Euro Universal Corporate ex Financials Hybrid Capital Securities 8% Capped Bond Index | 8.96% | 28.07% | 6.06% | 0.31% | 0.90% | 0.31% |
| Markit iBoxx Euro Liquid Non-Financials Diversified Index | -4.92% | 12.55% | 3.59% | 0.29% | 0.16% | 0.29% |
| iBoxx SD-KPI EUR Liquid Corporates index | -1.93% | 13.79% | 3.41% | 0.28% | 0.07% | 0.28% |
| Markit iBoxx Euro Liquid Corporates Diversified Index | -1.56% | 14.13% | 3.63% | 0.28% | 0.04% | 0.28% |
| ICE BofAML US High Yield Constrained Index | n.a | n.a | n.a | 0.26% | 1.15% | 0.26% |
| ICE BofAML US High Yield Constrained Index | n.a | n.a | 6.49% | 0.26% | 1.15% | 0.26% |
| Markit iBoxx GBP Corporates 0-5 Index | n.a | n.a | 4.72% | 0.26% | 1.28% | 0.26% |
| Bloomberg MSCI Euro Corporate Paris Aligned Green Tilted Index | -1.67% | 14.08% | 3.59% | 0.25% | 0.20% | 0.25% |
| Bloomberg MSCI Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB Index | n.a | 14.63% | 3.66% | 0.25% | 0.09% | 0.25% |
| Markit iBoxx USD Liquid High Yield Capped Index | 10.66% | 18.98% | 7.19% | 0.25% | 1.16% | 0.25% |
| Bloomberg MSCI Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB Index | -2.92% | 14.63% | 3.66% | 0.25% | 0.09% | 0.25% |
| Bloomberg MSCI US Corporate High Yield ESG SRI Bond Index | 9.41% | 21.40% | 6.55% | 0.25% | 1.21% | 0.25% |
| Bloomberg MSCI ESG Euro Corporate Select Index | -2.01% | 14.41% | 3.72% | 0.24% | 0.21% | 0.24% |
| Bloomberg Euro Corporate Bond Index | -0.78% | 15.09% | 3.85% | 0.24% | 0.24% | 0.24% |
| Bloomberg MSCI ESG Euro Corporate Select Index | -1.27% | 14.44% | 3.72% | 0.24% | 0.21% | 0.24% |
| Bloomberg MSCI Euro Corporate ESG Sustainability SRI Index | -1.27% | 14.44% | 3.72% | 0.24% | 0.21% | 0.24% |
| Bloomberg Euro Aggregate Financials Index | 1.53% | 17.40% | 4.10% | 0.24% | 0.25% | 0.24% |
| Bloomberg MSCI Euro Corporate ESG SRI Index | -0.93% | 14.67% | 3.71% | 0.24% | 0.19% | 0.24% |
| Bloomberg Euro Corporate Bond Index | -1.40% | 15.10% | 3.80% | 0.24% | 0.22% | 0.24% |
| Bloomberg Euro Corporate Bond Index | -1.40% | 15.10% | 3.80% | 0.24% | 0.22% | 0.24% |
| Bloomberg MSCI Euro Corporate ESG SRI Index | n.a | 14.70% | 3.71% | 0.24% | 0.19% | 0.24% |
| Markit iBoxx USD Liquid High Yield 0-5 Capped Index | n.a | n.a | n.a | 0.24% | 1.07% | 0.24% |
| Bloomberg MSCI Euro Area Liquid Corporate Sustainable Index | -2.50% | 16.10% | 4.05% | 0.24% | 0.19% | 0.24% |
| Bloomberg MSCI Euro Area Liquid Corporate Sustainable Index | -2.49% | 16.12% | 4.06% | 0.24% | 0.19% | 0.24% |
| Markit iBoxx Euro Liquid Corporates Large Cap Index | -2.79% | 13.87% | 3.68% | 0.24% | 0.20% | 0.24% |
| Bloomberg Euro Corporate ex Financials Bond Index | -2.64% | 13.09% | 3.43% | 0.24% | 0.16% | 0.24% |
| Bloomberg Euro Corporate ex-Financials Bond Index | n.a | 13.10% | 3.43% | 0.24% | 0.16% | 0.24% |
| Solactive Global Green Bond Select Index | n.a | n.a | 3.17% | 0.23% | 0.52% | 0.23% |
| Markit iBoxx Euro Corporates BBB-BB (5% Issuer Cap) Index | 2.14% | 17.06% | 4.13% | 0.23% | 0.46% | 0.23% |
| Bloomberg MSCI 3-5 Year Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB Index | 2.06% | 15.45% | 4.14% | 0.22% | 0.36% | 0.22% |
| Bloomberg MSCI 3-5 Year Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB Index | n.a | 15.45% | 4.14% | 0.22% | 0.36% | 0.22% |
| Bloomberg MSCI Euro Liquid Corporate ESG Weighted Bond Index | -1.09% | 14.55% | 3.74% | 0.21% | 0.18% | 0.21% |
| Bloomberg Euro Corporate Bond Index | -0.69% | 14.98% | 3.74% | 0.20% | 0.19% | 0.20% |
| Bloomberg Euro Corporate Bond Index | -2.68% | 12.67% | 1.66% | 0.20% | -0.38% | 0.20% |
| Bloomberg Euro Corporate Bond Index | -1.15% | 15.05% | 3.78% | 0.20% | 0.20% | 0.20% |
| Bloomberg MSCI ESG Euro Corporate 1-5 Year Select Index | 4.67% | 14.25% | 3.65% | 0.19% | 0.39% | 0.19% |
| Bloomberg Euro Corporate 1-5 Year Bond Index | 5.07% | 14.24% | 3.77% | 0.19% | 0.42% | 0.19% |
| Bloomberg Euro Corporate 1-5 Year Bond Index | n.a | 14.25% | 3.77% | 0.18% | 0.42% | 0.18% |
| Bloomberg MSCI Euro Corporate ex-Financials 1-5 Year ESG SRI Index | 3.34% | 11.69% | 3.37% | 0.17% | 0.39% | 0.17% |
| Bloomberg MSCI ESG Euro Corporate High Yield Select Index | 3.03% | 20.78% | 6.69% | 0.17% | 1.22% | 0.17% |
| Bloomberg MSCI 1-3 Year Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB Index | 6.40% | 12.78% | 3.36% | 0.14% | 0.44% | 0.14% |
| Bloomberg MSCI Euro Corp 0-3 ESG SRI Index | n.a | 12.24% | 3.19% | 0.12% | 0.50% | 0.12% |
| Bloomberg MSCI Euro Corp 0-3 ESG SRI Index | 7.81% | 12.23% | 3.19% | 0.12% | 0.50% | 0.12% |
| Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index | 13.07% | 17.50% | 4.16% | 0.12% | 0.70% | 0.12% |
| Bloomberg Euro Corporate 0-3 Year Bond Index | 7.65% | 12.06% | 3.14% | 0.10% | 0.49% | 0.10% |
| Bloomberg Euro 0-3 Year Corporate Bond Index | n.a | n.a | 3.13% | 0.10% | 0.49% | 0.10% |
| Bloomberg MSCI Euro FRN Corporate 3% Issuer Cap Bond Sustainable SRI Index | n.a | n.a | n.a | 0.07% | 0.60% | 0.07% |
| iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index | 10.14% | 11.13% | 2.76% | 0.07% | 0.59% | 0.07% |
