FTSE Russell’s custom design team helps pension funds develop benchmarks precisely matched to their asset allocation objectives. This case study focuses on one of the Netherlands’ largest pension funds, selection of a custom FTSE Russell ESG benchmark as the basis of its new €5.8bn developed market passive equity fund managed by BlackRock.
The FTSE Custom Developed ex Korea SDG Aligned Index (“SDG Aligned index”) is a developed market equity benchmark launched in March 2019 that uses adjustments to constituent weights to create alignment with four of the 17 goals within the UN Sustainable Development Goals (SDGs) framework. The objective of the index design was to create a simple, transparent way to align a broad (developed) market portfolio with specific aspects of the SDGs. The approach adopted was based on a detailed mapping exercise of FTSE Russell’s sustainable investment research and the SDG framework.
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