Methodology Change | SOLACTIVE L&G ENHANCED ESG INDEX FAMILY | Effective Date 15/09/2025
Today, on the 01/09/2025, Solactive announces the following changes to the methodology of the following Indices (the ‘Affected Indices’):
|
NAME |
RIC |
ISIN |
|
Solactive L&G Enhanced ESG United Kingdom Index NTR Solactive L&G Enhanced ESG United Kingdom Index PR Solactive L&G Enhanced ESG United Kingdom Index TR Solactive L&G Enhanced ESG Europe ex UK Index NTR Solactive L&G Enhanced ESG Europe ex UK Index PR Solactive L&G Enhanced ESG Europe ex UK Index TR Solactive L&G Enhanced ESG North America Index NTR Solactive L&G Enhanced ESG North America Index PR Solactive L&G Enhanced ESG North America Index TR Solactive L&G Enhanced ESG Japan Index NTR Solactive L&G Enhanced ESG Japan Index PR Solactive L&G Enhanced ESG Japan Index TR Solactive L&G Enhanced ESG APAC ex JP Index NTR Solactive L&G Enhanced ESG APAC ex JP Index PR Solactive L&G Enhanced ESG APAC ex JP Index TR Solactive L&G Enhanced ESG Emerging Markets Index NTR Solactive L&G Enhanced ESG Emerging Markets Index PR Solactive L&G Enhanced ESG Emerging Markets Index TR Solactive L&G Enhanced ESG Developed Markets Index NTR Solactive L&G Enhanced ESG Developed Markets Index PR Solactive L&G Enhanced ESG Developed Markets Index TR |
.SOEESGBN .SOEESGBP .SOEESGBT .SOEESGEN .SOEESGEP .SOEESGET .SOEESGNN .SOEESGNP .SOEESGNT .SOEESGJN .SOEESGJP .SOEESGJT .SOEESGPN .SOEESGPP .SOEESGPT .SOEESGMN .SOEESGMP .SOEESGMT .SOEESGDN .SOEESGDP .SOEESGDT |
DE000SL0BP79 DE000SL0BP61 DE000SL0BP87 DE000SL0EA32 DE000SL0EA24 DE000SL0EA40 DE000SL0DUU4 DE000SL0DUT6 DE000SL0DUV2 DE000SL0EA99 DE000SL0EA81 DE000SL0EBA4 DE000SL0EA65 DE000SL0EA57 DE000SL0EA73 DE000SL0EBC0 DE000SL0EBB2 DE000SL0EBD8 DE000SL0AF31 DE000SL0AF23 DE000SL0AF49 |
Rationale for Methodology Change
Solactive has determined that:
Introduction of sector-specific exclusion criteria based on revenue exposure thresholds to mitigate emerging investment risks. The methodology will exclude companies with >10% revenue exposure to thermal coal operations, adult entertainment, and gambling services. This will make the index more appealing for ESG-oriented financial industry participants.
Changes to the Index Guideline
The following Methodology changes will be implemented in the following points of the Index Guideline
2.2. SELECTION OF THE INDEX UNIVERSE
Old text:
|
1 |
Firearms |
Companies involved in the manufacturing or retail of key components of small arms, small arms for military/law enforcement, or assault and non-assault small arms for civilians
Companies deriving more than 5% of their revenue from the retail and distribution of assault weapons.
Companies deriving more than 10% of their revenue from the retail and distribution of non-assault weapons
|
Sustainalytics |
|
2 |
Military Contracting |
Companies involved in the manufacturing of military weapon systems and/or integral, tailor-made components.
Companies deriving more than 10% of their revenue from tailor-made products or services that support military weapons
Companies deriving more than 10% of their revenue from non-weapons-related tailor-made products or services to the military |
Sustainalytics |
|
3 |
Tobacco |
Companies involved in production or deriving more than 10% of their revenue from retail of tobacco products and related services |
Sustainalytics |
|
4 |
FWPL |
Companies included on the FWPL |
Legal and General Investment Management |
New Text:
|
1 |
Firearms |
Companies involved in the manufacturing or retail of key components of small arms, small arms for military/law enforcement, or assault and non-assault small arms for civilians
Companies deriving more than 5% of their revenue from the retail and distribution of assault weapons.
Companies deriving more than 10% of their revenue from the retail and distribution of non-assault weapons
|
Sustainalytics |
|
2 |
Military Contracting |
Companies involved in the manufacturing of military weapon systems and/or integral, tailor-made components.
Companies deriving more than 10% of their revenue from tailor-made products or services that support military weapons
Companies deriving more than 10% of their revenue from non-weapons-related tailor-made products or services to the military |
Sustainalytics |
|
3 |
Tobacco |
Companies involved in production or deriving more than 10% of their revenue from retail of tobacco products and related services |
Sustainalytics |
|
4 |
FWPL |
Companies included on the FWPL |
Legal and General Investment Management |
|
5 |
Thermal Coal |
Companies deriving more than 10% of their revenue from extraction of thermal coal
Companies deriving more than 10% of their revenue from generating electricity from thermal coal
|
Sustainalytics |
|
6 |
Adult Entertainment |
Companies deriving more than 10% of their revenue from involvement in the distribution of adult entertainment materials
Companies deriving more than 10% of their revenue from involvement in the production of adult entertainment and/or owning/operating adult entertainment establishments |
Sustainalytics |
|
7 |
Gambling |
Companies deriving more than 10% of their revenue from owning and/or operating a gambling establishment
Companies deriving more than 10% of their revenue from manufacturing specialized equipment used exclusively for gambling
Companies deriving more than 10% of their revenue from providing supporting products/services to gambling operations |
Sustainalytics |
Defined terms used in this announcement, but not defined herein, have the meaning assigned to them in the respective index guideline of the Affected Indices. The amended version of the index guideline will be available on the effective date.