| iBoxx USD Liquid Investment Grade Interest Rate Hedged Index | 32.94% | 14.10% | -2.74% | 1.50% | 0.66% | 1.84% |
| iBoxx MSCI ESG USD FRN Investment Grade Corporates TCA Index | 24.75% | 8.02% | -3.36% | 1.93% | 1.32% | 1.72% |
| Bloomberg US Corporate 0-3 Year Bond Index | 18.35% | 7.15% | -3.43% | 1.74% | 1.23% | 1.60% |
| Bloomberg MSCI US Corporate 0-3 Sustainable SRI Index | 18.05% | 7.01% | -3.44% | 1.71% | 1.20% | 1.58% |
| Bloomberg Global Aggregate Corporate Bond Index 1-3 Year | 16.80% | 7.78% | -3.20% | 1.71% | 1.23% | 1.52% |
| Bloomberg Global Aggregate Corporate Bond Index 1-3 Year | 12.72% | 4.02% | -6.58% | 0.97% | 0.14% | 1.52% |
| Markit iBoxx USD Liquid High Yield 0-5 Capped Index | 29.94% | 14.00% | -1.37% | 1.74% | 1.39% | 1.47% |
| Markit iBoxx USD Liquid Investment Grade 0-5 Index | 16.02% | 7.88% | -3.00% | 1.75% | 1.23% | 1.46% |
| Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select Index | 27.34% | 18.56% | -2.38% | 1.53% | 1.02% | 1.41% |
| ICE BofAML US High Yield Constrained Index | n.a | 18.84% | -1.37% | 1.65% | 1.25% | 1.41% |
|
| Bloomberg USD Corporate bonds 1-5 years Index | n.a | n.a | n.a | 1.74% | 1.28% | 1.40% |
| Bloomberg MSCI ESG Global Corporate A+ 1-5 Year Select Index | n.a | n.a | -3.08% | 1.69% | 1.11% | 1.36% |
| Bloomberg MSCI ESG US Corporate High Yield Select Index | 23.42% | 17.87% | -1.29% | 1.53% | 1.05% | 1.35% |
| Bloomberg US Liquid Corporate 1-5 Year Index | 15.07% | 8.85% | -2.46% | 1.71% | 1.22% | 1.34% |
| Markit iBoxx USD Liquid High Yield Capped Index | 26.43% | 16.60% | -0.97% | 1.75% | 1.35% | 1.30% |
| Bloomberg US Intermediate Corporate Bond Index | 13.98% | 10.48% | -1.84% | 1.78% | 1.29% | 1.24% |
| JP Morgan Global Credit Index (GCI) ESG Investment Grade USD Custom Maturity Index | 9.69% | 9.41% | -2.37% | 1.96% | 1.27% | 1.10% |
| JP Morgan GCI Ultra Short ex Banks 2% Issuer Capped Index | n.a | n.a | -2.36% | 1.23% | 0.87% | 1.07% |
| Bloomberg MSCI ESG US Corporate Select Index | 7.04% | 8.22% | -2.65% | 1.71% | 1.05% | 1.06% |
| Bloomberg US Liquid Corporate Index | 5.96% | 8.59% | -2.30% | 1.81% | 1.04% | 1.06% |
| Bloomberg MSCI US Corporate SRI Sustainable ex Fossil Fuel Bond Index | n.a | n.a | -2.77% | 1.74% | 1.02% | 1.05% |
| Bloomberg MSCI US Corporate SRI Sustainable ex Fossil Fuel Bond Index | n.a | n.a | -2.77% | 1.74% | 1.02% | 1.05% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | 7.20% | 8.32% | -2.58% | 1.73% | 1.08% | 1.04% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | 7.15% | 8.27% | -2.58% | 1.73% | 1.08% | 1.04% |
| Bloomberg SASB US Corporate ESG Ex-Controversies Select Index | 6.80% | 8.30% | -2.30% | 1.86% | 1.19% | 1.03% |
| Bloomberg MSCI USD Liquid Corporate ESG Weighted Bond Index | 7.74% | 8.39% | -2.42% | 1.70% | 0.98% | 1.02% |
| Bloomberg MSCI ESG Euro Corporate Select Index | n.a | 12.18% | -2.57% | 1.94% | 1.08% | 0.96% |
| Markit iBoxx USD Liquid Investment Grade Index | 5.23% | 8.44% | -2.27% | 1.98% | 1.07% | 0.90% |
| Bloomberg US Corporate 10+ Year Index | -2.40% | 6.34% | -3.01% | 2.09% | 1.11% | 0.63% |
| Citi Time-Weighted US Fallen Angel Bond Select Index | 18.78% | 14.73% | -0.78% | 1.37% | 0.33% | 0.46% |
| Markit iBoxx Global Developed Markets Liquid High Yield Capped Index | 21.35% | 19.90% | 1.45% | 1.10% | 1.00% | 0.45% |
| Bloomberg Global Aggregate Corporate Bond Index | 5.21% | 10.93% | -0.89% | 1.39% | 0.99% | 0.44% |
| Bloomberg MSCI Global Liquid Corporate ESG Weighted SRI Bond Index | n.a | n.a | -0.48% | 1.28% | 0.85% | 0.41% |
| Bloomberg Global Corporate ex EM Fallen Angels 3% Issuer Capped Index | 18.93% | 17.69% | 0.81% | 1.41% | 1.17% | 0.34% |
| Bloomberg MSCI Euro FRN Corporate 3% Issuer Cap Bond Sustainable SRI Index | n.a | n.a | n.a | 0.44% | 0.60% | 0.03% |
| iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index | 10.61% | 10.91% | 2.64% | 0.44% | 0.58% | 0.03% |
| Bloomberg MSCI EUR Corporate Interest Rate Hedged ESG SRI Index | 13.39% | 16.49% | 3.12% | 0.33% | 0.48% | -0.03% |
| JP Morgan GCI Ultra Short ex Banks 2% Issuer Capped Index | n.a | n.a | 2.24% | 0.26% | 0.45% | -0.10% |
| Bloomberg MSCI US Corporate 0-3 Sustainable SRI Index | 5.00% | 10.61% | 2.60% | 0.26% | 0.50% | -0.15% |
| Solactive EUR USD IG Corporate Green Bond Index | n.a | 14.25% | 2.13% | 0.80% | 0.69% | -0.15% |
| Bloomberg Sterling Corporate 0-5 Year Bond Index | 12.08% | 21.17% | 1.61% | 0.83% | 1.24% | -0.16% |
| Bloomberg Euro Corporate 0-3 Year Bond Index | 7.93% | 12.24% | 2.77% | 0.30% | 0.42% | -0.20% |
| Bloomberg Euro 0-3 Year Corporate Bond Index | n.a | n.a | 2.76% | 0.30% | 0.42% | -0.20% |
| Bloomberg Global Aggregate Corporate Bond Index 1-3 Year | n.a | n.a | 2.82% | 0.26% | 0.52% | -0.21% |
| Bloomberg MSCI Euro Corp 0-3 ESG SRI Index | n.a | 12.46% | 2.81% | 0.32% | 0.41% | -0.21% |
| Bloomberg MSCI Euro Corp 0-3 ESG SRI Index | 8.08% | 12.44% | 2.81% | 0.31% | 0.41% | -0.21% |
| Markit iBoxx USD Liquid High Yield 0-5 Capped Index | n.a | n.a | n.a | 0.28% | 0.65% | -0.26% |
| Markit iBoxx USD Liquid Investment Grade 0-5 Index | n.a | n.a | 3.02% | 0.29% | 0.52% | -0.26% |
| Markit iBoxx USD Liquid Investment Grade 0-5 Index | n.a | n.a | 3.06% | 0.29% | 0.53% | -0.26% |
| Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select Index | n.a | 22.24% | 3.75% | 0.07% | 0.31% | -0.30% |
| Bloomberg Euro Corporate 500 1-3Y Index | n.a | n.a | n.a | -0.16% | -0.25% | -0.31% |
| Bloomberg Euro Corporate 500 1-3Y Index | n.a | n.a | n.a | 0.27% | 0.36% | -0.31% |
| iBoxx MSCI ESG EUR High Yield Corporates 1-3 TCA Index | 15.44% | 16.98% | 3.99% | 0.37% | 0.62% | -0.31% |
| ICE BofAML US High Yield Constrained Index | n.a | n.a | 4.88% | 0.19% | 0.54% | -0.32% |
| ICE BofAML US High Yield Constrained Index | n.a | n.a | n.a | 0.20% | 0.55% | -0.32% |
| Bloomberg MSCI 1-3 Year Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB Index | 9.70% | 16.43% | 5.90% | 0.24% | 0.33% | -0.37% |
| Bloomberg MSCI US Corporate High Yield ESG SRI Bond Index | 9.62% | 21.81% | 4.80% | 0.12% | 0.46% | -0.38% |
| Bloomberg US Liquid Corporate 1-5 Year EUR Hedged Index | 1.74% | 12.27% | 3.61% | 0.26% | 0.52% | -0.39% |
| Bloomberg MSCI ESG Euro Corporate High Yield Select Index | 3.46% | 21.31% | 4.82% | 0.04% | 0.34% | -0.39% |
| Bloomberg MSCI US Liquid Corporates 1-5 Year Sustainable hedged to EUR Index | n.a | 11.87% | 3.50% | 0.21% | 0.48% | -0.40% |
| Markit iBoxx Global Developed Markets Liquid High Yield Capped Index | 12.78% | 21.05% | 4.50% | 0.39% | 0.69% | -0.41% |
| Markit iBoxx Global Developed Markets Liquid High Yield Capped Index | n.a | n.a | 4.49% | 0.39% | 0.69% | -0.41% |
| Markit iBoxx USD Liquid High Yield Capped Index | 10.89% | 19.92% | 5.22% | 0.28% | 0.63% | -0.43% |
| Markit iBoxx GBP Corporates 0-5 Index | n.a | n.a | 3.63% | 0.19% | 0.36% | -0.48% |
| Bloomberg Liquidity Screened Euro High Yield Bond Index | 13.77% | 22.40% | 3.76% | 0.36% | 0.64% | -0.49% |
| iBoxx EUR Liquid High Yield Index | n.a | n.a | n.a | 0.34% | 0.57% | -0.49% |
| Bloomberg Euro Corporate 1-5 Year Bond Index | n.a | 14.90% | 3.32% | 0.33% | 0.37% | -0.50% |
| Bloomberg Euro Corporate 1-5 Year Bond Index | 5.41% | 14.89% | 3.32% | 0.33% | 0.36% | -0.50% |
| Bloomberg MSCI Euro Corporate High Yield ESG SRI Bond Index | 13.85% | 23.25% | 4.94% | 0.53% | 0.73% | -0.50% |
| iBoxx MSCI ESG EUR High Yield Corporates TCA Index | 10.25% | 21.35% | 4.65% | 0.45% | 0.59% | -0.50% |
| Markit iBoxx Euro Liquid High Yield Index | 14.80% | 21.66% | 3.51% | 0.25% | 0.51% | -0.51% |
| Bloomberg MSCI ESG Euro Corporate 1-5 Year Select Index | 4.98% | 14.56% | 3.20% | 0.30% | 0.33% | -0.51% |
| Bloomberg MSCI Euro Corporate ex-Financials 1-5 Year ESG SRI Index | 3.62% | 12.79% | 2.97% | 0.24% | 0.25% | -0.52% |
| Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel Index | 12.62% | 22.77% | 4.13% | 0.46% | 0.65% | -0.52% |
| Bloomberg MSCI Euro High Yield SRI Sustainable Ex Fossil Fuel Index | 12.62% | 22.77% | 4.13% | 0.46% | 0.65% | -0.52% |
| Bloomberg MSCI ESG Euro Corporate High Yield Select Index | 11.82% | 21.64% | 4.79% | 0.44% | 0.62% | -0.53% |
| Bloomberg Euro Area Liquid Corporate 1-5 Year Index | 5.43% | 15.55% | 3.44% | 0.33% | 0.39% | -0.54% |
| Bloomberg Euro Universal Corporate ex Financials Hybrid Capital Securities 8% Capped Bond Index | 10.79% | 26.83% | 5.01% | 0.53% | 0.64% | -0.62% |
| Bloomberg Euro Universal Corporate ex Financials Hybrid Capital Securities 8% Capped Bond Index | 10.78% | 26.81% | 5.00% | 0.53% | 0.64% | -0.62% |
| JP Morgan ESG Global Credit (GCI) Investment Grade USD Custom Maturity Index | n.a | n.a | 3.71% | 0.49% | 0.56% | -0.62% |
| Bloomberg Global Corporate ex EM Fallen Angels 3% Issuer Capped Index | 8.72% | 19.85% | 5.57% | 0.59% | 0.83% | -0.65% |
| Markit iBoxx Euro Corporates BBB-BB (5% Issuer Cap) Index | 3.12% | 17.91% | 3.83% | 0.51% | 0.53% | -0.66% |
| Bloomberg MSCI US Liquid Corporate Sustainable hedged to EUR Index | -7.79% | 11.13% | 3.56% | 0.22% | 0.23% | -0.67% |
| Bloomberg MSCI ESG US Corporate Select Index | -5.74% | 11.26% | 3.47% | 0.23% | 0.35% | -0.67% |
| Bloomberg US Liquid Corporate EUR Hedged Index | -7.25% | 11.58% | 3.80% | 0.35% | 0.35% | -0.68% |
| Bloomberg MSCI US Corporate ESG SRI Index | n.a | n.a | n.a | 0.28% | 0.39% | -0.69% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | -5.69% | 11.32% | 3.55% | 0.27% | 0.38% | -0.69% |
| Bloomberg MSCI 3-5 Year Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB Index | n.a | 16.67% | 3.71% | 0.35% | 0.37% | -0.71% |
| Bloomberg MSCI 3-5 Year Euro Corporate SRI Sustainable Select Ex Fossil Fuel PAB Index | 5.65% | 20.25% | 6.89% | 0.35% | 0.37% | -0.71% |
| Bloomberg Global Aggregate Corporate Bond Index | n.a | n.a | 3.79% | 0.39% | 0.52% | -0.71% |
| Bloomberg Euro Aggregate Financials Index | 2.41% | 18.23% | 3.82% | 0.47% | 0.45% | -0.72% |
| Bloomberg Global Aggregate Corporate Bond Index | -3.53% | 13.19% | 3.69% | 0.37% | 0.49% | -0.73% |
| Bloomberg Global Aggregate Corporate Bond Index | n.a | n.a | n.a | 0.37% | 0.50% | -0.73% |
| Bloomberg Global Aggregate Corporate Bond Index | -3.74% | 13.13% | 3.67% | 0.36% | 0.48% | -0.74% |
| Markit iBoxx Euro Liquid Corporates Large Cap Index | -1.42% | 15.96% | 3.66% | 0.51% | 0.44% | -0.76% |
| Bloomberg MSCI Euro Corporate ESG SRI Index | 0.16% | 16.38% | 3.60% | 0.46% | 0.40% | -0.76% |
| Bloomberg MSCI Euro Corporate ESG SRI Index | n.a | 16.41% | 3.60% | 0.46% | 0.40% | -0.76% |
| Bloomberg Euro Corporate Bond Index | 0.46% | 16.63% | 3.64% | 0.44% | 0.42% | -0.76% |
| Bloomberg Euro Corporate Bond Index | -2.11% | 13.64% | 0.98% | -0.14% | -0.41% | -0.76% |
| Bloomberg MSCI ESG Euro Corporate Select Index | -0.18% | 16.16% | 3.61% | 0.45% | 0.40% | -0.77% |
