| Citi Time-Weighted US Fallen Angel Bond Select Index | 2.35% | 16.44% | 8.37% | -1.06% | -1.77% | 1.41% |
| Bloomberg Global Corporate ex EM Fallen Angels 3% Issuer Capped Index | 7.34% | 18.14% | 8.56% | -0.05% | -0.56% | 1.07% |
| Bloomberg MSCI Global Corporate Fallen Angels Paris-Aligned Index | n.a | n.a | 8.78% | -0.09% | -0.62% | 1.05% |
| Bloomberg MSCI ESG Euro Corporate High Yield Select Index | 2.55% | 20.28% | 8.20% | -0.13% | -0.41% | 1.01% |
| Bloomberg MSCI US Corporate High Yield ESG SRI Bond Index | 8.67% | 20.92% | 8.26% | 0.04% | -0.30% | 0.98% |
| Markit iBoxx USD Liquid High Yield Capped Index | 9.62% | 19.10% | 8.22% | 0.17% | -0.19% | 0.97% |
| Markit iBoxx Global Developed Markets Liquid High Yield Capped Index | n.a | n.a | 7.38% | 0.03% | -0.38% | 0.93% |
| Markit iBoxx Global Developed Markets Liquid High Yield Capped Index | 11.33% | 20.29% | 7.38% | 0.04% | -0.37% | 0.93% |
| ICE BofAML US High Yield Constrained Index | n.a | 21.84% | 8.68% | 0.25% | -0.10% | 0.92% |
| ICE BofAML US High Yield Constrained Index | n.a | n.a | n.a | 0.28% | -0.06% | 0.92% |
|
| Bloomberg Liquidity Screened Euro High Yield Bond Index | 12.02% | 21.04% | 6.86% | -0.36% | -0.80% | 0.91% |
| Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel Index | 10.82% | 21.89% | 6.29% | -0.38% | -0.84% | 0.90% |
| Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel Index | 10.81% | 21.89% | 6.29% | -0.38% | -0.84% | 0.90% |
| iBoxx MSCI ESG EUR High Yield Corporates TCA Index | 8.17% | 19.76% | 6.32% | -0.59% | -1.02% | 0.87% |
| Bloomberg MSCI ESG Euro Corporate High Yield Select Index | 10.01% | 21.28% | 6.93% | -0.39% | -0.89% | 0.87% |
| iBoxx EUR Liquid High Yield Index | n.a | n.a | n.a | -0.45% | -0.90% | 0.86% |
| Markit iBoxx Euro Liquid High Yield Index | 13.04% | 20.25% | 6.10% | -0.49% | -0.92% | 0.82% |
| Bloomberg MSCI Euro Corporate High Yield ESG SRI Bond Index | 12.03% | 22.57% | 7.06% | -0.29% | -0.81% | 0.81% |
| Bloomberg Sterling Corporate Bond Index | -4.76% | 15.11% | 6.63% | -0.59% | -1.90% | 0.79% |
| Bloomberg Euro Universal Corporate ex Financials Hybrid Capital Securities 8% Capped Bond Index | 8.74% | 26.48% | 6.35% | -0.12% | -0.49% | 0.78% |
| Bloomberg Euro Universal Corporate ex Financials Hybrid Capital Securities 8% Capped Bond Index | 8.75% | 26.49% | 6.36% | -0.12% | -0.50% | 0.78% |
| Bloomberg MSCI Euro Corporate High Yield Climate Paris Aligned ESG Select Index | n.a | n.a | 7.15% | -0.08% | -0.64% | 0.78% |
| Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select Index | n.a | 21.24% | 7.80% | -0.38% | -0.80% | 0.76% |
| Markit iBoxx USD Liquid High Yield 0-5 Capped Index | n.a | n.a | n.a | 0.40% | 0.10% | 0.72% |
| iBoxx MSCI ESG EUR High Yield Corporates 1-3 TCA Index | 13.94% | 16.88% | 4.28% | -0.33% | -0.66% | 0.59% |
| Markit iBoxx GBP Liquid Corporates Large Cap Index | n.a | 8.13% | 5.01% | -1.22% | -1.99% | 0.58% |
| Bloomberg Sterling Corporate 0-5 Year Bond Index | 11.94% | 18.39% | 4.64% | 0.38% | -0.48% | 0.56% |
| Markit iBoxx Euro Liquid Corporates Diversified Index | -1.41% | 12.30% | 2.96% | -0.17% | -0.51% | 0.46% |
| Bloomberg MSCI Euro Area Liquid Corporates 1-5 Year Sustainable Index | 4.74% | 13.57% | 2.79% | -0.22% | -0.52% | 0.45% |
| Bloomberg Euro Area Liquid Corp Index | n.a | n.a | n.a | -0.22% | -0.52% | 0.45% |
| Bloomberg MSCI 7-10 Year Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB Index | n.a | n.a | 3.73% | -0.31% | -0.74% | 0.45% |
| Bloomberg MSCI 7-10 Year Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB Index | n.a | n.a | 3.73% | -0.31% | -0.74% | 0.45% |
| Markit iBoxx Euro Corporates BBB-BB (5% Issuer Cap) Index | 2.01% | 14.94% | 3.68% | -0.19% | -0.46% | 0.44% |
| Bloomberg MSCI 3-5 Year Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB Index | 4.73% | 17.20% | 5.87% | -0.35% | -0.61% | 0.43% |
| Bloomberg MSCI 3-5 Year Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB Index | n.a | 13.70% | 2.71% | -0.35% | -0.61% | 0.43% |
| Bloomberg MSCI Euro Area Liquid Corporate Sustainable Index | -2.15% | 14.43% | 3.35% | -0.28% | -0.58% | 0.43% |
| Bloomberg MSCI Euro Area Liquid Corporate Sustainable Index | -2.13% | 14.44% | 3.36% | -0.28% | -0.58% | 0.43% |
| Markit iBoxx Euro Liquid Corporates Large Cap Index | -2.24% | 12.03% | 3.02% | -0.18% | -0.47% | 0.43% |
| Bloomberg Euro Aggregate Financials Index | 1.41% | 15.75% | 3.18% | -0.28% | -0.57% | 0.42% |
| Bloomberg MSCI Euro Liquid Corporate ESG Weighted Bond Index | -0.91% | 12.92% | 2.93% | -0.29% | -0.55% | 0.42% |
| Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index | 13.48% | 17.38% | 4.84% | 0.54% | 0.40% | 0.41% |
| Bloomberg MSCI ESG Euro Corporate Select Index | -1.05% | 12.87% | 2.99% | -0.23% | -0.52% | 0.41% |
| Bloomberg MSCI Euro Corporate ESG Sustainability SRI Index | -1.05% | 12.87% | 2.99% | -0.23% | -0.52% | 0.41% |
| Bloomberg MSCI ESG Euro Corporate Select Index | -1.40% | 12.84% | 2.99% | -0.23% | -0.52% | 0.41% |
| Bloomberg Euro Corporate Bond Index | -1.10% | 13.23% | 3.13% | -0.19% | -0.48% | 0.41% |
| Bloomberg Euro Corporate Bond Index | -1.10% | 13.23% | 3.13% | -0.19% | -0.48% | 0.41% |
| Bloomberg Euro Corporate Bond Index | -3.25% | 10.03% | 0.14% | -1.08% | -1.32% | 0.41% |
| Bloomberg Euro Corporate Bond Index | -0.44% | 13.22% | 3.05% | -0.24% | -0.49% | 0.41% |
| Bloomberg MSCI Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB Index | -2.66% | 13.13% | 3.03% | -0.27% | -0.57% | 0.41% |
| Bloomberg MSCI Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB Index | n.a | 13.13% | 3.03% | -0.27% | -0.57% | 0.41% |
| Bloomberg Euro Corporate Bond Index | -0.90% | 13.28% | 3.08% | -0.25% | -0.49% | 0.41% |
| iBoxx SD-KPI EUR Liquid Corporates index | -1.54% | 11.55% | 3.05% | -0.22% | -0.55% | 0.40% |
| Bloomberg Euro Corporate Bond Index | -0.52% | 13.33% | 3.17% | -0.19% | -0.48% | 0.39% |
| Bloomberg MSCI Euro Corporate Paris Aligned Green Tilted Index | -1.48% | 12.63% | 2.87% | -0.28% | -0.58% | 0.39% |
| Bloomberg MSCI Euro Corporate ESG SRI Index | -0.71% | 13.07% | 2.96% | -0.22% | -0.50% | 0.39% |
| Bloomberg MSCI Euro Corporate ESG SRI Index | n.a | 13.10% | 2.96% | -0.22% | -0.51% | 0.39% |
| Bloomberg Euro Area Liquid Corporate 1-5 Year Index | 4.62% | 13.32% | 2.65% | -0.23% | -0.44% | 0.38% |
| JP Morgan ESG Global Credit (GCI) Investment Grade USD Custom Maturity Index | n.a | n.a | 5.00% | -0.19% | -0.32% | 0.37% |
| Bloomberg MSCI ESG Euro Corporate 1-5 Year Select Index | 4.18% | 12.53% | 2.30% | -0.23% | -0.44% | 0.37% |
| Bloomberg Euro Corporate ex-Financials Bond Index | n.a | 11.18% | 2.88% | -0.21% | -0.49% | 0.37% |
| Markit iBoxx Euro Liquid Non-Financials Diversified Index | -4.60% | 10.36% | 3.09% | -0.30% | -0.64% | 0.36% |
| Bloomberg Euro Corporate ex Financials Bond Index | -2.19% | 11.16% | 2.88% | -0.21% | -0.49% | 0.36% |
| Bloomberg Global Aggregate Corporate Bond Index | n.a | n.a | 4.53% | -0.28% | -0.42% | 0.36% |
| Bloomberg Euro Corporate 1-5 Year Bond Index | 4.69% | 12.62% | 2.50% | -0.19% | -0.40% | 0.35% |
| Bloomberg Euro Corporate 1-5 Year Bond Index | n.a | 12.63% | 2.50% | -0.19% | -0.40% | 0.35% |
| Bloomberg MSCI Euro Corporate ex-Financials 1-5 Year ESG SRI Index | 2.98% | 10.08% | 2.04% | -0.22% | -0.40% | 0.35% |
| Bloomberg Global Aggregate Corporate Bond Index | -4.71% | 9.20% | 4.33% | -0.36% | -0.49% | 0.33% |
| Bloomberg Global Aggregate Corporate Bond Index | -4.50% | 9.28% | 4.34% | -0.35% | -0.49% | 0.32% |
| Bloomberg Global Aggregate Corporate Bond Index | n.a | n.a | n.a | -0.35% | -0.48% | 0.32% |
| Markit iBoxx GBP Corporates 0-5 Index | n.a | n.a | 3.18% | -0.37% | -0.68% | 0.32% |
| Bloomberg MSCI 1-3 Year Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB Index | 9.16% | 14.69% | 5.03% | -0.15% | -0.31% | 0.32% |
| Bloomberg MSCI ESG US Corporate Select Index | -6.80% | 6.95% | 4.60% | -0.48% | -0.52% | 0.31% |
| Bloomberg MSCI Global Liquid Corporates Sustainable hedged to EUR Index | -6.88% | 8.62% | 4.24% | -0.42% | -0.54% | 0.31% |
| Bloomberg Euro Corporate 500 1-3Y Index | n.a | n.a | 2.12% | -0.07% | -0.20% | 0.31% |
| Bloomberg Euro Corporate 500 1-3Y Index | n.a | n.a | -0.06% | -0.70% | -0.83% | 0.31% |
| Bloomberg MSCI Global Liquid Corporates Sustainable Bond hedged to EUR Index | n.a | n.a | n.a | -0.43% | -0.54% | 0.31% |
| Bloomberg US Liquid Corporate EUR Hedged Index | -8.63% | 7.02% | 4.95% | -0.34% | -0.36% | 0.27% |
| Bloomberg MSCI US Liquid Corporate Sustainable hedged to EUR Index | -8.98% | 6.53% | 4.56% | -0.48% | -0.48% | 0.25% |
| Bloomberg US Liquid Corporate 1-5 Year EUR Hedged Index | 1.22% | 9.72% | 3.84% | -0.12% | -0.07% | 0.23% |
| Bloomberg Euro 0-3 Year Corporate Bond Index | n.a | n.a | 2.24% | 0.10% | -0.01% | 0.22% |
| Bloomberg Euro Corporate 0-3 Year Bond Index | 7.64% | 11.13% | 2.23% | 0.10% | -0.01% | 0.22% |
| Bloomberg MSCI US Liquid Corporates 1-5 Year Sustainable hedged to EUR Index | n.a | 9.37% | 3.69% | -0.16% | -0.10% | 0.22% |
| Bloomberg Global Corporate ex EM Fallen Angels 3% Issuer Capped Index | 16.84% | 17.99% | 6.14% | 0.70% | -0.43% | 0.16% |
| Markit iBoxx USD Liquid Investment Grade 0-5 Index | n.a | n.a | 3.12% | 0.07% | 0.07% | 0.15% |
| Markit iBoxx USD Liquid Investment Grade 0-5 Index | n.a | n.a | 3.17% | 0.07% | 0.07% | 0.15% |
| Bloomberg Global Aggregate Corporate Bond Index 1-3 Year | n.a | n.a | 2.81% | 0.07% | 0.06% | 0.14% |
| JP Morgan GCI Ultra Short ex Banks 2% Issuer Capped Index | n.a | n.a | 2.09% | 0.23% | 0.20% | 0.12% |
| Bloomberg MSCI US Corporate 0-3 Sustainable SRI Index | 4.95% | 9.54% | 2.64% | 0.18% | 0.18% | 0.09% |
| iBoxx MSCI ESG USD FRN Investment Grade Corporates TCA Index | 11.63% | 12.24% | 3.00% | 0.52% | 0.43% | 0.09% |
| Solactive EUR USD IG Corporate Green Bond Index | n.a | 11.97% | 2.39% | 0.04% | -0.42% | 0.08% |
| Citi Time-Weighted US Fallen Angel Bond Select Index | 16.09% | 16.06% | 4.95% | 0.10% | -1.56% | 0.07% |
| Markit iBoxx Global Developed Markets Liquid High Yield Capped Index | 19.22% | 20.30% | 6.12% | 0.66% | -0.29% | 0.07% |
| iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index | 10.78% | 10.94% | 2.53% | 0.55% | 0.47% | 0.05% |
| Bloomberg MSCI Euro FRN Corporate 3% Issuer Cap Bond Sustainable SRI Index | 11.79% | 11.37% | 2.61% | 0.57% | 0.50% | 0.04% |
| Bloomberg MSCI Euro FRN Corporate 3% Issuer Cap Bond Sustainable SRI Index | n.a | n.a | 2.61% | 0.57% | 0.50% | 0.04% |
| Bloomberg MSCI ESG US Corporate High Yield Select Index | 21.30% | 19.49% | 4.79% | 1.02% | -0.25% | -0.32% |
| Markit iBoxx USD Liquid High Yield Capped Index | 23.95% | 18.40% | 4.72% | 1.31% | -0.02% | -0.36% |
| ICE BofAML US High Yield Constrained Index | n.a | 20.85% | 5.10% | 1.38% | 0.07% | -0.40% |
| Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select Index | 24.44% | 20.27% | 4.37% | 0.76% | -0.62% | -0.57% |
| Markit iBoxx USD Liquid High Yield 0-5 Capped Index | 27.76% | 16.32% | 4.14% | 1.51% | 0.24% | -0.61% |
