Methodology Change | Several Solactive ILIM Indices | Effective Date 06/11/2025
Today, on 24th October 2025, Solactive announces the following changes to the methodology of the following index (the ‘Affected Index‘):
|
Index |
Index RIC |
ISIN |
|
Solactive ILIM Global Thematic Equity Index NTR |
.SOILGTEN |
DE000SL0GLL5 |
|
Solactive ILIM Global Thematic Equity Index NTR |
.SOILGTEP |
DE000SL0GLK7 |
|
Solactive ILIM Global Thematic Equity Index NTR |
.SOILGTET |
DE000SL0GLM3 |
|
Solactive ILIM Climate Focused Developed Equity Index GTR |
.SOILCFDT |
DE000SL0ETM1 |
|
Solactive ILIM Climate Focused Developed Equity Index NTR |
.SOILCFDN |
DE000SL0ETL3 |
|
Solactive ILIM Climate Focused Developed Equity Index PR |
.SOILCFDP |
DE000SL0ETK5 |
|
Solactive ILIM Low Carbon Equity Income Index GTR |
.SOILLCIT |
DE000SL0FPY1 |
|
Solactive ILIM Low Carbon Equity Income Index NTR |
.SOILLCIN |
DE000SL0FPX3 |
|
Solactive ILIM Low Carbon Equity Income Index PR |
.SOILLCIP |
DE000SL0FPW5 |
|
Solactive ILIM Sustainable Developed Market Equity Index NTR |
.SOILSDMN |
DE000SL0DF87 |
|
Solactive ILIM Sustainable Developed Market Equity Index PR |
.SOILSDMP |
DE000SL0DF79 |
|
Solactive ILIM Sustainable Developed Market Equity Index TR |
.SOILSDMT |
DE000SL0DF95 |
|
Solactive ILIM Sustainable EAFE Equity Index NTR |
.SOILSEAN |
DE000SL0J4T6 |
|
Solactive ILIM Sustainable EAFE Equity Index PR |
.SOILSEAP |
DE000SL0J4S8 |
|
Solactive ILIM Sustainable EAFE Equity Index TR |
.SOILSEAT |
DE000SL0J4U4 |
|
Solactive ILIM Sustainable Emerging Market Equity Index NTR |
.SOILSEMN |
DE000SL0DGB3 |
|
Solactive ILIM Sustainable Emerging Market Equity Index PR |
.SOILSEMP |
DE000SL0DGA5 |
|
Solactive ILIM Sustainable Emerging Market Equity Index TR |
.SOILSEMT |
DE000SL0DGC1 |
|
Solactive ILIM Sustainable Global Market Equity Index NTR |
.SOILSGMN |
DE000SL0DGE7 |
|
Solactive ILIM Sustainable Global Market Equity Index PR |
.SOILSGMP |
DE000SL0DGD9 |
|
Solactive ILIM Sustainable Global Market Equity Index TR |
.SOILSGMT |
DE000SL0DGF4 |
Rationale for Methodology Change
As part of our ongoing review process to ensure the robustness and replicability of our indices, we have
identified two areas(Minimum Constituent Size Criteria & Exclusions List Update) where refinements would bring benefits in terms of trading efficiency, cost
reduction, and methodological consistency.
Changes to the Index Guideline
1. Minimum Constituent Size Criteria
We propose to introduce a minimum holding size of 0.25bps across the following indices:
– New World Developed Markets Index
– New World Emerging Markets Index
– New World Global Markets Index (DM & EM)
– New World Developed Markets excluding North American Index (EAFE)
– Solactive Climate Focused Index
– Solactive Low Carbon Equity Income Index
The rationale for this adjustment is to remove very small positions that create replication challenges,
add unnecessary complexity, and contribute to higher trading costs without materially impacting the
representativeness of the index.
2. Exclusions List Update
We propose simplify the exclusion framework by removing two filters which are either not supported by data providers or are already effectively covered by other exclusion rules:
– Removal of the exclusion criteria relating to Arctic Oil (companies deriving more than 10% of
revenues from Arctic oil and gas exploration and extraction).
– Removal of the exclusion criteria relating to Level Five Controversies (companies classified in the
“Severe Controversy” category).
These adjustments will be applied across the following indices:
– New World Developed Markets Index
– New World Emerging Markets Index
– New World Global Markets Index (DM & EM)
– New World Developed Markets excluding North American Index (EAFE)
– Global Thematic Index Solactive
– Climate Focused Index Solactive Low Carbon Equity Income Inde