Methodology

ESG is now at the heart of every investment strategy

The amendments to the European Regulation on indices used as benchmarks in financial instruments and financial contracts or to measure the performance of investment funds (the EU BMR) introduced in November 2019 require administrators to explain how key elements of their benchmark methodologies reflect environmental, social and governance (ESG) factors. The ESG factors to be considered are prescribed in the regulation, and the data tables below provide the corresponding metrics for the benchmarks administered by FTSE International Limited that pursue ESG objectives.

We have prepared a Metric Methodology and Calculation Guide in relation to the Sustainable Investment Disclosures. This Guide serves to provide further technical information as to how the ESG metrics in the data tables are constructed.

Values displayed on the SI Metrics page are as at most recent date available. Historical index SI Metrics page data snapshots are available upon request, please contact info@ftserussell.com.