SD-KPI Standards and the SD-KPInform Database have been successfully applied in equity and corporate bond indices. In backtests and live index applications, SD-KPI-based indices showed long-term outperformance effects compared with conventional benchmark indices. The SD-KPIndex family systematically integrates SD-KPIntegration Scores into conventional market-capitalisation-weighted indices through a rules-based overweighting and underweighting of index constituents. The objective is to improve the long-term risk-return profile while taking financially material ESG KPIs into account.
References for equity indices include: iSTOXX Europe 600 SD-KPI (asset owner: pension fund, asset manager: SSgA, > EUR 250 million), EURO iSTOXX 50 SD-KPI, iSTOXX Europe 50 SD-KPI and S&P 500 SD-KPI (backtest).
References for corporate bond indices include the iBoxx SD-KPI Corporates Indices by S&P Dow Jones Indices (see table).
The VanEck iBoxx EUR Corporates UCITS ETF provides direct investment exposure to the iBoxx SD-KPI EUR Liquid Corporates Index.
| ISIN: GB00BL098328 | Index Name: iBoxx SD-KPI EUR Corporates | BBG Ticker: |
| ISIN: GB00BL09G169 | Index Name: iBoxx SD-KPI EUR Financials | BBG Ticker: IBXXKEFT |
| ISIN: GB00BNP85G00 | Index Name: iBoxx SD-KPI EUR Liquid Corporates | BBG Ticker: IBXXELTR |
| ISIN: GB00BL09G383 | Index Name: iBoxx SD-KPI EUR Non-Financials | BBG Ticker: IBXXKENT |
| ISIN: GB00BL098104 | Index Name: iBoxx SD-KPI GBP Corporates | BBG Ticker: |
| ISIN: GB00BL09FX14 | Index Name: iBoxx SD-KPI GBP Financials | BBG Ticker: IBXXKGFT |
| ISIN: GB00BL09FZ38 | Index Name: iBoxx SD-KPI GBP Non-Financials | BBG Ticker: IBXXKGNT |
| ISIN: GB00BL098542 | Index Name: iBoxx SD-KPI USD Corporates | BBG Ticker: |
| ISIN: GB00BL09G508 | Index Name: iBoxx SD-KPI USD Financials | BBG Ticker: IBXXKUFT |
| ISIN: GB00BL09G722 | Index Name: iBoxx SD-KPI USD Non-Financials | BBG Ticker: IBXXKUNT |