| Citi Time-Weighted US Fallen Angel Bond Select Index | 13.77% | 12.94% | 6.31% | 3.14% | 1.56% | 0.74% |
| Bloomberg US Liquid Corporate EUR Hedged Index | -13.05% | 4.65% | 3.07% | 2.22% | 0.53% | 0.43% |
| J.P. Morgan ESG Global Credit (GCI) Investment Grade USD Custom Maturity Index | n.a | n.a | n.a | 1.97% | 0.50% | 0.41% |
| Bloomberg MSCI Global Corporate Fallen Angels Paris-Aligned Index | n.a | n.a | 4.64% | 2.46% | 1.12% | 0.39% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | -10.08% | 4.88% | 2.98% | 2.05% | 0.50% | 0.38% |
| Markit iBoxx USD Liquid High Yield Capped Index | 13.86% | 17.89% | 7.41% | 3.07% | 1.54% | 0.36% |
| Bloomberg Global Aggregate Corporate Bond EUR Hedged Index | -6.12% | 7.49% | 3.86% | 1.88% | 0.84% | 0.26% |
| Bloomberg Global Aggregate Corporate Bond Index | n.a | n.a | 3.87% | 1.92% | 0.88% | 0.26% |
| Bloomberg MSCI US Liquid Corporates 1-5 Year Sustainable hedged to EUR Index | n.a | 7.47% | 4.43% | 2.22% | 1.06% | 0.24% |
| J.P. Morgan CEMBI Broad Diversified Core Index | 1.48% | 11.77% | 4.47% | 2.12% | 0.32% | 0.18% |
|
| Markit iBoxx USD Liquid Investment Grade 0-5 Index | n.a | n.a | 4.16% | 1.79% | 0.92% | 0.15% |
| Markit iBoxx USD Liquid Investment Grade 0-5 Index | n.a | n.a | n.a | 1.79% | 0.88% | 0.14% |
| Bloomberg Global Aggregate Corporate Bond Index 1-3 Year | n.a | n.a | 4.24% | 1.65% | 0.77% | 0.12% |
| Markit iBoxx GBP Corporates 0-5 Index | n.a | n.a | 4.56% | 2.05% | 1.26% | 0.12% |
| Bloomberg MSCI US Corporate 0-3 Sustainable SRI Index | 3.19% | 7.64% | 3.89% | 1.47% | 0.72% | 0.09% |
| Markit iBoxx Global Developed Markets Liquid High Yield Capped Index | 17.11% | 21.02% | 7.25% | 2.60% | 1.60% | 0.08% |
| Markit iBoxx Global Developed Markets Liquid High Yield Capped Index | n.a | n.a | 7.25% | 2.58% | 1.60% | 0.08% |
| iBoxx MSCI ESG EUR FRN Investment Grade Corporates TCA Index | 9.50% | 9.76% | 3.46% | 1.32% | 0.68% | 0.06% |
| Bloomberg Euro Universal Corporate ex Financials Hybrid Capital Securities 8% Capped Bond Index | n.a | 24.14% | 9.76% | 2.45% | 2.14% | 0.06% |
| J.P. Morgan GCI Ultra Short ex Banks 2% Issuer Capped Index | n.a | n.a | n.a | 1.34% | 0.67% | 0.06% |
| iBoxx MSCI ESG USD FRN Investment Grade Corporates TCA Index | 10.07% | 11.24% | 3.67% | 1.28% | 0.57% | 0.05% |
| Bloomberg Euro Universal Corporate ex Financials Hybrid Capital Securities 8% Capped Bond Index | n.a | 24.13% | 9.77% | 2.45% | 2.13% | 0.05% |
| Bloomberg MSCI US Corporate High Yield Sustainable BB+ SRI Bond Index | n.a | 18.94% | 7.45% | 2.52% | 1.50% | 0.03% |
| Bloomberg Euro Corporate 0-3 Year Bond Index | 7.31% | 10.04% | 4.67% | 1.66% | 1.07% | 0.02% |
| Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select Index | n.a | 22.33% | 7.96% | 2.26% | 1.20% | 0.02% |
| Bloomberg MSCI US Corporate High Yield SRI Sustainable Hedged to EUR Index | 0.11% | 18.41% | 7.68% | 2.72% | 1.57% | 0.02% |
| Bloomberg MSCI Euro Corporate 1-5 Year ESG Sustainability SRI Index | 6.08% | 12.18% | 5.66% | 1.86% | 1.50% | 0.00% |
| Bloomberg MSCI EUR Corporate Interest Rate Hedged Sustainable SRI Index | 13.99% | 17.00% | 5.73% | 1.89% | 0.65% | 0.00% |
| Bloomberg Euro Aggregate Financials Index | 3.54% | 15.05% | 6.60% | 1.98% | 1.99% | -0.01% |
| Bloomberg MSCI Euro Corporate Paris Aligned Green Tilted Index | 0.34% | 12.35% | 5.69% | 1.48% | 1.88% | -0.01% |
| Bloomberg MSCI Euro Corporate Climate Paris Aligned ESG Select Index | n.a | 13.16% | 5.96% | 1.63% | 1.98% | -0.02% |
| Bloomberg Euro Corporate Bond Index | 1.44% | 13.40% | 5.96% | 1.66% | 1.96% | -0.02% |
| Bloomberg Euro Corporate Bond Index | 0.92% | 13.19% | 5.93% | 1.64% | 1.95% | -0.03% |
| Bloomberg Euro Corporate Bond Index | 0.92% | 13.19% | 5.93% | 1.64% | 1.95% | -0.03% |
| Bloomberg Euro Corporate Bond Index | 1.15% | 13.23% | 5.94% | 1.69% | 1.96% | -0.03% |
| Bloomberg Euro Corporate Bond Index | 1.44% | 13.03% | 5.57% | 1.36% | 1.63% | -0.03% |
| Bloomberg Euro Corporate Bond Index | 1.75% | 13.38% | 5.90% | 1.67% | 1.95% | -0.03% |
| Bloomberg MSCI Euro Corporate ESG Sustainability SRI Index | 0.84% | 12.68% | 5.87% | 1.61% | 1.94% | -0.03% |
| Bloomberg MSCI Euro Corporate ESG Sustainability SRI Index | 0.84% | 12.68% | 5.87% | 1.61% | 1.94% | -0.03% |
| Bloomberg MSCI Euro Corporate ESG Sustainability SRI Index | 0.02% | 12.64% | 5.87% | 1.61% | 1.94% | -0.03% |
| Bloomberg MSCI Euro Corporate Sustainable SRI Index | 1.15% | 13.05% | 5.94% | 1.64% | 1.94% | -0.03% |
| Bloomberg MSCI Euro Corporate Sustainable SRI Index | n.a | 13.08% | 5.94% | 1.64% | 1.94% | -0.03% |
| Bloomberg Euro Corporate ex-Financials Bond Index | n.a | 12.12% | 5.35% | 1.34% | 1.89% | -0.04% |
| Bloomberg Euro Corporate ex Financials Bond Index | -0.13% | 12.10% | 5.35% | 1.34% | 1.89% | -0.04% |
| Bloomberg MSCI Euro Corporate High Yield Sustainable BB+ SRI Bond Index | 18.23% | 23.56% | 8.25% | 2.65% | 1.98% | -0.04% |
| Markit iBoxx EUR Liquid Non-Financials Diversified Index | -2.61% | 11.24% | 5.26% | 1.33% | 2.16% | -0.05% |
| Bloomberg MSCI Euro Liquid Corporate ESG Weighted Bond Index | 1.16% | 13.01% | 5.89% | 1.69% | 1.95% | -0.05% |
| iBoxx SD-KPI EUR Liquid Corporates index | -0.09% | 12.43% | 5.35% | 1.34% | 2.22% | -0.06% |
| Bloomberg Barclays MSCI Euro Corporate High Yield SRI Sustainable Index | 15.62% | 21.15% | 7.88% | 2.46% | 2.00% | -0.07% |
| Markit iBoxx EUR Liquid Corporates Diversified Index | -0.31% | 12.32% | 5.87% | 1.70% | 2.14% | -0.08% |
| Bloomberg MSCI 7-10 Year Euro Corporate SRI Sustainable Selet Ex Fossil Fuel Index | n.a | n.a | 5.88% | 1.06% | 2.55% | -0.09% |
| Bloomberg MSCI 7-10 Year Euro Corporate SRI Sustainable Selet Ex Fossil Fuel Index | n.a | n.a | 5.88% | 1.06% | 2.55% | -0.09% |
| Bloomberg Liquidity Screened Euro High Yield Bond Index | 19.26% | 24.78% | 7.85% | 2.65% | 1.93% | -0.11% |
| Citi Time-Weighted US Fallen Angel Bond Select Index | 22.04% | 10.05% | 0.50% | -6.59% | -3.78% | -0.42% |
| Bloomberg Sterling Corporate Bond Index | -1.67% | 8.39% | 4.27% | 0.04% | 0.64% | -0.47% |
| Bloomberg US Corporate 10+ Year Index | -14.76% | -2.93% | -5.64% | -8.51% | -6.18% | -0.53% |
| Bloomberg Sterling Corporate 0-5 Year Bond Index | 16.82% | 15.15% | 5.53% | 0.16% | 0.32% | -0.56% |
| Markit iBoxx Global Developed Markets Liquid High Yield Capped Index | 21.33% | 19.80% | 4.36% | -1.26% | -0.96% | -0.62% |
| Bloomberg MSCI Global Liquid Corporate ESG Weighted SRI Bond Index | n.a | n.a | 0.12% | -4.35% | -2.52% | -0.64% |
| Bloomberg US Liquid Corporate Index | -6.76% | 1.72% | -2.75% | -7.42% | -4.71% | -0.72% |
| J.P. Morgan Global Credit Index (GCI) ESG Investment Grade USD Custom Maturity Index | n.a | 3.22% | -2.44% | -7.57% | -4.70% | -0.73% |
| Markit iBoxx USD Liquid Investment Grade Index | -6.78% | 1.25% | -3.28% | -7.58% | -4.97% | -0.74% |
| Bloomberg SASB US Corporate ESG Ex-Controversies Select Index | n.a | 1.28% | -3.06% | -7.68% | -4.86% | -0.75% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | -4.26% | 1.79% | -2.82% | -7.59% | -4.81% | -0.76% |
| Bloomberg MSCI US Corporate Sustainable SRI Index | -4.21% | 1.84% | -2.81% | -7.58% | -4.80% | -0.76% |
| Bloomberg MSCI USD Liquid Corporate ESG Weighted Bond Index | -3.89% | 2.05% | -2.63% | -7.42% | -4.62% | -0.77% |
| Markit iBoxx USD Liquid High Yield Capped Index | 21.81% | 14.47% | 1.27% | -6.68% | -3.85% | -0.78% |
| Bloomberg US Intermediate Corporate Bond Index | 3.78% | 4.91% | -1.28% | -7.13% | -4.12% | -0.82% |
| J.P. Morgan GCI Ultra Short ex Banks 2% Issuer Capped Index | n.a | n.a | n.a | -5.62% | -3.26% | -0.86% |
| J.P. Morgan CEMBI Broad Diversified Core Index | 8.30% | 8.61% | -1.41% | -7.47% | -4.95% | -0.96% |
| Markit iBoxx USD Liquid Investment Grade 0-5 Index | 6.67% | 3.90% | -1.73% | -7.75% | -4.37% | -0.99% |
| Bloomberg Global Aggregate Corporate Bond Index 1-3 Year | 8.11% | 3.84% | -1.67% | -7.88% | -4.47% | -1.02% |
| Bloomberg Global Aggregate Corporate Bond Index 1-3 Year | 7.61% | 3.36% | -2.12% | -8.30% | -4.91% | -1.02% |
| Bloomberg MSCI Global Corporate ESG Sustainability SRI 1-5 Year Index | n.a | n.a | -1.38% | -7.64% | -4.17% | -1.04% |
| Bloomberg US Corporate 0-3 Year Bond Index | 9.00% | 3.84% | -2.01% | -8.03% | -4.55% | -1.05% |
| Bloomberg MSCI US Corporate 0-3 Sustainable SRI Index | 8.63% | 3.68% | -2.02% | -8.04% | -4.54% | -1.05% |
| iBoxx MSCI ESG USD FRN Investment Grade Corporates TCA Index | 15.49% | 6.81% | -2.34% | -8.27% | -4.72% | -1.10% |
| Bloomberg SASB US Corporate High Yield ESG Ex-Controversies Select Index | 25.11% | 18.06% | 1.74% | -7.44% | -4.13% | -1.12% |
| Bloomberg MSCI US Corporate High Yield SRI Sustainable Index | 20.03% | 14.70% | 1.51% | -6.96% | -3.73% | -1.13% |
| Bloomberg MSCI Euro Corporate ESG Sustainability SRI Index | n.a | 8.40% | -0.29% | -7.99% | -3.36% | -1.18% |
