FTSE ESG Government Bond Index Series

Our FTSE ESG Government Bond Index Series incorporates a methodology that adjusts index weights according to a country’s relative ESG performance.

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  1. Overview
  2. Key resources
  3. Research and Insights
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The FTSE ESG Government Bond Index Series measures the performance of fixed-rate, local currency, investment-grade sovereign bonds while incorporating a tilting methodology that adjusts index weights according to each country’s relative Environmental, Social and Governance (ESG) performance. The series comprises of:

  • FTSE ESG World Government Bond Index (FTSE ESG WGBI)
  • FTSE ESG European Monetary Union (EMU) Government Bond Index (FTSE ESG EGBI)
  • FTSE ESG Emerging Markets US Dollar Government Bond Index (ESG EMUSDGBI)
  • FTSE ESG Emerging Markets Government Bond Capped Index (ESG EMGBI-Capped)

The FTSE ESG Government Bond Index Series weights each country based on the market capitalisation of its index eligible debt, as well as its relative ESG performance, measured across three distinct pillars: Environmental, Social & Governance.

The unique ESG performance assessment that underpins the FTSE ESG Government Bond Index Series is designed to achieve improved ESG performance scores for the sovereign bond asset class utilising innovative geometric tilts on Environmental, Social & Governance pillars. The ESG pillars are based on ESG factors developed by LSEG’s sovereign sustainability solutions as part of the Sovereign Risk Monitor (SRM) model.

Useful link

Key resources

Index announcements

Stay up-to-date and read the latest index change notices and announcements.

View all index announcements

Research and Insights

Research

Applying ESG to Government bond indices

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Research

Rewarding ESG disclosures

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