RELATED PRODUCTS
FTSE Climate Collective Transition EMU Broad Government Bond Index
The FTSE Climate Collective Transition EMU Broad Government Bond Index is a sovereign bond index that reallocates capital based on countries’ climate performance. Built on the ASCOR dataset and developed by FTSE Russell, the index:
- Doubles the weight of verified green bonds, amplifying exposure to climate-positive investments.
- Reweights non-green sovereign bonds using a country’s climate score, which reflects ambition, policy, and evidence of decarbonization.
- Applies governance screens and capping rules to ensure diversification and risk control.
This index enables investors to tilt portfolios toward climate leaders while maintaining liquidity, credit quality, and duration characteristics. It’s a transparent, rules-based solution that integrates sustainability into sovereign debt investing.
Robeco Climate Euro Government Bond UCITS ETF
The Robeco Climate Euro Government Bond UCITS ETF is an actively managed fund that tracks the Climate Index while optimizing for risk and return. It:
- Meets the green bond exposure and average climate score of the Climate Index.
- Uses quantitative management to align with the risk-return profile of traditional benchmarks.
- Adjusts exposures (e.g., bond maturities) to manage interest rate and credit risks effectively.
This ETF offers investors a liquid, scalable, and climate-aligned solution for sovereign bond investing. It supports the transition to net zero while preserving financial performance—and serves as a platform for sovereign engagement with governments lagging in climate action.
ASCOR: The climate data backbone
The ASCOR (Assessing Sovereign Climate-related Opportunities and Risks) dataset is the foundation of the Climate Collective Transition Index. ASCOR is an investor-led initiative. The TPI Global Climate Transition Centre at the London School of Economics and Political Science is ASCOR’s academic expert and produces an annual dataset based on a science-based, globally recognized framework for evaluating sovereign climate performance.
The ASCOR framework assesses countries across three pillars:
The Emissions Pathways pillar examines the historical and projected decarbonisation journeys of countries.
The Climate Policies pillar assesses countries on whether they have adopted laws and instruments that will drive forward mitigation, adaptation and a just transition.
The Climate Finance pillar provides a holistic, backward- and forward-looking perspective on climate finance at the international and domestic levels.