FTSE Climate Risk-Adjusted World Government Bond Index [or Climate WGBI] - Accounting for climate risk in sovereign bond portfolios


FTSE Climate Risk-Adjusted World Government Bond Index

The global sovereign debt market is one of the largest asset classes in the world, yet fixed income markets have typically lagged other asset classes in relation to ESG integration activities. Sovereign debt investors are exposed to a range of climate change risks that are typically not well understood or incorporated in the investment process. Part of the challenge has been the lack of sustainable investment products and viable climate data.

The FTSE Climate Risk-Adjusted World Government Bond Index (Climate WGBI) offers investors a solution that they can credibly implement. It measures the performance of fixed rate, local currency, investment grade sovereign bonds incorporating a tilting methodology that adjusts index weights according to each countries’ relative exposure to climate risk, with respect to resilience and preparedness to the risks of climate change.

2019 Smart Beta Survey Results - Live Studio Panel Discussion



With representatives from Merseyside Pension Fund, Ohio Public Employees Retirement System, Legal & General Investment Management and J.P. Morgan Asset Management.

Rolf Agather, Managing Director Research, FTSE Russell was joined by a select panel of investment experts as they examined some of the key findings from the FTSE Russell 2019 Smart Beta survey. This year the panel also discussed the results from FTSE Russell’s special 'Smart Sustainability' report, which looks at the impact of ESG on Smart beta.

FTSE EPRA Nareit Green Indexes


FTSE EPRA Nareit Green Indexes - London Stock Exchange Plc

Climate change poses clear and material risks to real estate assets with the potential to impact return profiles. Listed real estate, has historically lacked appropriate tools to allow investors to assess their exposure to climate risk and to integrate it effectively in their investment strategies. Find out more by watching this 2 minute animation



FTSE Russell webcast channel




European Asset Owner Trends in 2018


ftse russell european asset owner trends in 2018

Henry Odogwu, managing director, head of asset owner group Europe, FTSE Russell highlights key investment trends we have seen within the asset owner community in Europe. He also discusses some of the key challenges faced in an ever changing financial landscape.




Finance Goes Green in 2018 | February 2018



Experts from the field talk about the trends from 2017 and discuss the outlook for 2018.




Small Cap Perspectives: Russell 2000 Index | February 2018



Senior members of the global research team discuss the latest perspective on the US small cap market.




FTSE 250 Index: Excellence in UK mid cap indexing since 1992 | October 2017



Mark Makepeace, CEO, FTSE Russell looks back to 1992 when the FTSE 250 Index was launched and reflects on the role of FTSE Russell in UK capital markets and the growth of indexing.


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What’s new

  • Rock bottom interest rates boost real estate

    Blog | Rock bottom interest rates boost real estate

    White papersThu, 10 Oct 2019

    Since the start of 2018, we have noticed remarkable outperformance of real estate equities. In the last 18 months, the FTSE EPRA Nareit Developed Index has outperformed the aggregate equity index, the FTSE Developed Index, by around 15% 

  • Investing in Listed Real Estate

    Investing in Listed Real Estate

    White papersThu, 10 Oct 2019

    Real estate is a popular asset class. One of the ways to get exposure to it is via listed real estate companies. In this report FTSE Russell looks at practical considerations of investing in listed real estate:

  •  Equity and Fixed Income Country Classification 2019: The headlines

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    White papersTue, 1 Oct 2019

    We have just announced the results of the annual Country Classification Review for countries monitored by its global equity and fixed income indexes. Our approach to country classification is informed by feedback from a broad set of market participants and provides investors with a framework for evaluating and investing across asset classes in global equities and fixed income markets.

  • Falling too far? What sets fallen angels apart

    Blog | Falling too far? What sets fallen angels apart

    White papersFri, 27 Sep 2019

    When US investment grade bonds are downgraded and cross the ratings threshold into high yield territory, they join the sector known as “fallen angels.” And while they’re technically categorized as high yield (HY) bonds, it’s important to note that fallen angels were initially issued as investment grade (IG) credits. This is why they tend to have distinct characteristics that set them apart from the rest of the US HY bond market.

  • Blog: Measuring the benefits of including small caps & REITs in Mexican equity portfolios

    Blog | Measuring the benefits of including small caps & REITs in Mexican equity portfolios

    White papersThu, 26 Sep 2019

    The addition of small-caps and real estate investments trusts, or REITs, to Mexican equity portfolios can help improve diversification for investors.

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