Methodology Change | Several Solactive Indices | Effective Date 04/04/2024
Today, on 04/04/2023, Solactive announces the following changes to the methodology of the following indices (the ‘Affected Indices’):
|
NAME |
RIC |
ISIN |
|
Solactive TRSP L&G Targeted SDG Enhancement Developed Equity USD Index PR Solactive TRSP L&G Targeted SDG Enhancement Developed Equity USD Index NTR Solactive TRSP L&G Targeted SDG Enhancement Developed Equity USD Index TR Solactive TRSP L&G Targeted SDG Enhancement Developed Equity GBP Index PR Solactive TRSP L&G Targeted SDG Enhancement Developed Equity GBP Index NTR Solactive TRSP L&G Targeted SDG Enhancement Developed Equity GBP Index TR |
.SOLTSDUP .SOLTSDUN .SOLTSDUT .SOLTSDGP .SOLTSDGN .SOLTSDGT |
DE000SL0E156 DE000SL0E164 DE000SL0E172 DE000SL0E2C1 DE000SL0E2D9 DE000SL0E2E7 |
Rationale for Methodology Change
Solactive has determined in order enhance the current exclusion criteria, and align with other Solactive L&G indices, an additional exclusion filter based on the Future World Protection List (FWPL) provided by L&G Investment Management will be incorporated into the selection process. This adjustment will contribute to a more robust index.
Changes to the Index Guideline
The following Methodology changes will be implemented in the following points of the Index Guideline:
2.2. SELECTION OF THE INDEX COMPONENTS
Addition:
Additionally, SOLACTIVE evaluates all companies in the respective INDEX UNIVERSE based on the criteria outlined in the Future World Protection List (the “FWPL”) produced by ESG DATA PROVIDER. Any company listed on the FWPL are then excluded. The FWPL is reconstituted on a semiannual basis in March and September. The methodology by reference to which the FWPL is constructed is available here: https://www.lgim.com/landg-assets/lgim/_document-library/capabilities/future-world-protection-listpublic-methodology.pdf