Technology & Data

Bloomberg Offers Green Tilted Fixed Income Indices

New green-tilted fixed income indices from Bloomberg Index Services seek to increase weighting to green bonds in the firm’s Global Aggregate, Treasury and Corporate Indices. According to the firm, the ‘tilted’ indices incorporate research from Bloomberg’s ESG and fixed income data teams and help investors to incorporate and increase exposure to sustainable products while maintaining similar characteristics to the parent benchmark. The year-to-date return for the Bloomberg Global Aggregate 20% Green Bond Index is 0.75% above that of the parent benchmark, it added. Bloomberg’s suite of Global Aggregate Green, Social, Sustainability Bond Indices now includes more than 70 benchmarks, with comprehensive maturity and sector outs, including, but not limited to, corporates, treasury and government. The indices can be further customised to meet specific individual investor needs using additional fields such as business involvement exclusions, EU Taxonomy inputs, regulatory screens, and even custom sector weightings, among others. A custom Bloomberg Euro Treasury Green Bond Tilted Index has been licensed to Amundi, the largest European headquartered ETF provider, for the launch of a UCITS ETF in Europe.

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