Methodology Change | Several Wilderhill Indices | Effective Date 13/11/2024
Today, on 07/11/2024, Solactive announces the following changes to the methodology of the following indices (the ‘Affected Indices’):
|
NAME |
ISIN |
RIC |
|
Wilderhill New Energy Global Innovation Index (USD) |
US96811Y1029 |
.NEX |
|
Wilderhill New Energy Global Innovation Index (GBP) |
DE000SLA4668 |
.NEXBP |
|
Wilderhill New Energy Global Innovation Index (GBP Total Return) |
DE000SLA47E7 |
.NEXBPN |
|
Wilderhill New Energy Global Innovation Index (GBP Total Return) |
DE000SLA47A5 |
.NEXBPT |
|
Wilderhill New Energy Global Innovation Index (EUR) |
DE000SLA4650 |
.NEXEU |
|
Wilderhill New Energy Global Innovation Index (EUR) |
DE000SLA4650 |
.NEXEU |
|
Wilderhill New Energy Global Innovation Index (EUR Net Total Return) |
DE000SLA47D9 |
.NEXEUN |
|
Wilderhill New Energy Global Innovation Index (EUR Total Return) |
DE000SLA4692 |
.NEXEUT |
|
Wilderhill New Energy Global Innovation Index (JPY) |
DE000SLA4676 |
.NEXJY |
|
Wilderhill New Energy Global Innovation Index (JPY Net Total Return) |
DE000SLA47F4 |
.NEXJYN |
|
Wilderhill New Energy Global Innovation Index (JPY Total Return) |
DE000SLA47B3 |
.NEXJYT |
|
Wilderhill New Energy Global Innovation Index (USD Net Total Return) |
DE000SLA47C1 |
.NEXUSN |
|
Wilderhill New Energy Global Innovation Index (USD Total Return) |
DE000SLA4684 |
.NEXUST |
|
WilderHill Hydrogen Economy Index (EUR NTR) |
DE000SL0F5H2 |
.H2XEUN |
|
WilderHill Hydrogen Economy Index (EUR TR) |
DE000SL0F5J8 |
.H2XEUT |
|
WilderHill Hydrogen Economy Index (EUR) |
DE000SL0F5G4 |
.H2XEU |
|
WilderHill Hydrogen Economy Index (GBP NTR) |
DE000SL0F732 |
.H2XBPN |
|
WilderHill Hydrogen Economy Index (GBP TR) |
DE000SL0F740 |
.H2XBPT |
|
WilderHill Hydrogen Economy Index (GBP) |
DE000SL0F724 |
.H2XBP |
|
WilderHill Hydrogen Economy Index (JPY NTR) |
DE000SL0F765 |
.H2XJYN |
|
WilderHill Hydrogen Economy Index (JPY TR) |
DE000SL0F773 |
.H2XJYT |
|
WilderHill Hydrogen Economy Index (JPY) |
DE000SL0F757 |
.H2XJY |
|
WilderHill Hydrogen Economy Index (USD NTR) |
DE000SL0F5E9 |
.H2XUSN |
|
WilderHill Hydrogen Economy Index (USD TR) |
DE000SL0F5F6 |
.H2XUST |
|
WilderHill Hydrogen Economy Index (USD) |
DE000SL0F5D1 |
.H2X |
|
WilderHill Wind Energy Index (EUR NTR) |
DE000SL0F450 |
.WNXEUN |
|
WilderHill Wind Energy Index (EUR TR) |
DE000SL0F468 |
.WNXEUT |
|
WilderHill Wind Energy Index (EUR) |
DE000SL0F443 |
.WNXEU |
|
WilderHill Wind Energy Index (GBP NTR) |
DE000SL0F484 |
.WNXBPN |
|
WilderHill Wind Energy Index (GBP TR) |
DE000SL0F492 |
.WNXBPT |
|
WilderHill Wind Energy Index (GBP) |
DE000SL0F476 |
.WNXBP |
|
WilderHill Wind Energy Index (JPY NTR) |
DE000SL0F5B5 |
.WNXJYN |
|
WilderHill Wind Energy Index (JPY TR) |
DE000SL0F5C3 |
.WNXJYT |
|
WilderHill Wind Energy Index (JPY) |
DE000SL0F5A7 |
.WNXJY |
|
WilderHill Wind Energy Index (USD NTR) |
DE000SL0F427 |
.WNXUSN |
|
WilderHill Wind Energy Index (USD TR) |
DE000SL0F435 |
.WNXUST |
|
WilderHill Wind Energy Index (USD) |
DE000SL0F419 |
.WNX |
Rationale for Methodology Change
Solactive has determined that to align with EU Paris-aligned benchmarks, the following changes will be added to align with Article 12 Exclusions with Commission Delegated Regulation (EU) 2020/1818. This is to allow all products that track the index to have a clean energy or sustainable label to maintain attractiveness to investors.
Changes to the Index Guideline
The following Methodology change/(s) is/are proposed in the following point/(s) of the Index Guideline
2.2 Selection of the Index Components
From:
|
Product Involvement screens: (by field name) |
Exclude if |
|
Controversial Weapons Tailor-made and essential-Category of Involvement |
>0% |
|
Controversial Weapons Significant ownership (Tailor-made and essential)- Range Ownership |
≥20% |
|
Controversial Weapons Non tailor-made or non essential-Category of Involvement |
>0% |
|
Controversial Weapons Significant ownership (non tailor-made or non essential)- Range Ownership |
≥20% |
|
Cannabis Production (Recreational Cannabis)-Level of Involvement |
>0% |
|
Cannabis Significant ownership (Production Recreational Cannabis)-Range Ownership |
≥20% |
|
Cannabis Retail (Recreational Cannabis)-Level of Involvement |
>0% |
|
Cannabis Significant ownership (Recreational Cannabis)-Range Ownership |
≥20% |
|
Military Contracting Weapons-Level of Involvement |
>0% |
|
Military Contracting Weapon-related products and/or services-Level of Involvement |
≥5% |
|
Small Arms Civilian customers (Assault weapons)-Level of Involvement |
>0% |
|
Small Arms Military/law enforcement customers-Level of Involvement |
≥5% |
|
Small Arms Key components-Level of Involvement |
≥5% |
|
Small Arms Retail/distribution (Assault weapons)-Level of Involvement |
≥5% |
|
Small Arms Retail/distribution (Non-assault weapons)-Level of Involvement |
≥5% |
|
Small Arms Civilian customers (Non-assault weapons)-Level of Involvement |
>0% |
|
Thermal Coal Extraction-Level of Involvement |
≥5% |
|
Thermal Coal Power Generation- Level of Involvement |
≥5% |
|
Tobacco Products Production-Level of Involvement |
>0% |
|
Tobacco Products Related Products/Services-Level of Involvement |
≥5% |
|
Tobacco Products Retail-Level of Involvement |
≥5% |
|
Oil Sands Extraction-Revenue Level of Involvement |
>0% |
|
Oil Sands Significant ownership (extraction)-Range Ownership |
≥20% |
|
Arctic Oil & Gas Exploration Extraction-Level of Involvement |
>0% |
|
Arctic Oil & Gas Exploration Significant ownership (extraction)-Range Ownership |
≥20% |
|
Shale Energy Extraction-Level of Involvement |
>0% |
|
Shale Energy Significant ownership (extraction)-Range Ownership |
≥20% |
|
ESG Risk Score |
>40 |
To (highlighted):
|
Product Involvement screens: (by field name) |
Exclude if |
|
Controversial Weapons Tailor-made and essential-Category of Involvement |
>0% |
|
Controversial Weapons Significant ownership (Tailor-made and essential)- Range Ownership |
≥20% |
|
Controversial Weapons Non tailor-made or non essential-Category of Involvement |
>0% |
|
Controversial Weapons Significant ownership (non tailor-made or non essential)- Range Ownership |
≥20% |
|
Cannabis Production (Recreational Cannabis)-Level of Involvement |
>0% |
|
Cannabis Significant ownership (Production Recreational Cannabis)-Range Ownership |
≥20% |
|
Cannabis Retail (Recreational Cannabis)-Level of Involvement |
>0% |
|
Cannabis Significant ownership (Recreational Cannabis)-Range Ownership |
≥20% |
|
Military Contracting Weapons-Level of Involvement |
>0% |
|
Military Contracting Weapon-related products and/or services-Level of Involvement |
≥5% |
|
Small Arms Civilian customers (Assault weapons)-Level of Involvement |
>0% |
|
Small Arms Military/law enforcement customers-Level of Involvement |
≥5% |
|
Small Arms Key components-Level of Involvement |
≥5% |
|
Small Arms Retail/distribution (Assault weapons)-Level of Involvement |
≥5% |
|
Small Arms Retail/distribution (Non-assault weapons)-Level of Involvement |
≥5% |
|
Small Arms Civilian customers (Non-assault weapons)-Level of Involvement |
>0% |
|
Thermal Coal Extraction-Level of Involvement |
Sum ≥1% |
|
Thermal Coal Supporting Products/Services-Revenue Percentage |
|
|
Thermal Coal Power Generation- Level of Involvement |
≥5% |
|
Tobacco Products Production-Level of Involvement |
>0% |
|
Tobacco Products Related Products/Services-Level of Involvement |
≥5% |
|
Tobacco Products Retail-Level of Involvement |
≥5% |
|
Oil Sands Extraction-Revenue Level of Involvement |
>0% |
|
Oil Sands Significant ownership (extraction)-Range Ownership |
≥20% |
|
Arctic Oil & Gas Exploration Extraction-Level of Involvement |
>0% |
|
Arctic Oil & Gas Exploration Significant ownership (extraction)-Range Ownership |
≥20% |
|
Shale Energy Extraction-Level of Involvement |
>0% |
|
Shale Energy Significant ownership (extraction)-Range Ownership |
≥20% |
|
ESG Risk Score |
>40 |
|
Oil & Gas Production-Exploration and Production Oil Revenue Percentage |
Sum ≥10% |
|
Oil & Gas Production-Refining Oil Revenue Percentage |
|
|
Oil & Gas Production-Transportation and Storage Oil Revenue Percentage |
|
|
Oil & Gas Supporting Products/Services-Revenue Percentage |
|
|
Oil & Gas Production-Exploration and Production Natural Gas Revenue Percentage |
Sum ≥50% |
|
Oil & Gas Production-Refining Natural Gas Revenue Percentage |
|
|
Oil & Gas Production-Transportation and Storage Natural Gas Revenue Percentage |
|
|
Oil & Gas Supporting Products/Services-Revenue Percentage |
|
|
Thermal Coal Power Generation-Revenue Percentage |
Sum ≥50% |