ESG Insights Glossary

Below are definitions of terms used in the ESG Insights

Hazardous waste emissions

Definition: Total attributible tons of hazardous waste emitted

Aggregation Method: Total

Water emissions

Definition: Total thousands cubic metres of fresh water used

Aggregation Method: Total

Avoiding water scarcity

Definition: Weighted average (by portfolio holding value) avoiding water scarcity score (0 to 5, 0 is best)

Aggregation Method: Weighted Average

Waste efficiency

Definition: Total tons of waste generated per $M invested

Aggregation Method: Total Intensity (Revenue to Holding Value)

SFDR biodiversity PAI

Definition: Weighted average (by portfolio holding value) proportion of companies that have sites near biosensitive areas where site negatively affects the area

Aggregation Method: Weighted Average

Water efficiency

Definition: Total thousands cubic metres of fresh water used per $M invested

Aggregation Method: Total Intensity (Revenue to Holding Value)

Climate Change - Positive Revenue

Definition: Weighted average (by portfolio holding value) revenue generation that positively affects climate change

Aggregation Method: Weighted Average

Pollution - Positive Revenue

Definition: Weighted average (by portfolio holding value) revenue generation that positively affects pollution

Aggregation Method: Weighted Average

Climate Change - Negative Revenue

Definition: Weighted average (by portfolio holding value) revenue generation that negatively affects climate change

Aggregation Method: Weighted Average

Land & Sea Use Change - Positive Revenue

Definition: Weighted average (by portfolio holding value) revenue generation that positively affects land & sea use change

Aggregation Method: Weighted Average

Land & Sea Use Change - Negative Revenue

Definition: Weighted average (by portfolio holding value) revenue generation that negatively affects land & sea use change

Aggregation Method: Weighted Average

Pollution - Negative Revenue

Definition: Weighted average (by portfolio holding value) revenue generation that negatively affects pollution

Aggregation Method: Weighted Average

Natural Resource Exploitation - Positive Revenue

Definition: Weighted average (by portfolio holding value) revenue generation that positively affects natural resource exploitation

Aggregation Method: Weighted Average

Natural Resource Exploitation - Negative Revenue

Definition: Weighted average (by portfolio holding value) revenue generation that negatively affects natural resource exploitation

Aggregation Method: Weighted Average

SDG 6 Net Revenue Alignment

Definition: Weighted average (by portfolio holding value) % revenue generation aligned with SDG clean water and sanitation targets

Aggregation Method: Weighted Average

SDG 12 Net Revenue Alignment

Definition: Weighted average (by portfolio holding value) % revenue generation aligned with SDG responsible consumption and production targets

Aggregation Method: Weighted Average

SDG 14 Net Revenue Alignment

Definition: Weighted average (by portfolio holding value) % revenue generation aligned with SDG life below water targets

Aggregation Method: Weighted Average

SDG 15 Net Revenue Alignment

Definition: Weighted average (by portfolio holding value) % revenue generation aligned with SDG life on land targets

Aggregation Method: Weighted Average

Scope 1

Definition: Total attributible tons of Scope 1 emissions

Aggregation Method: Total

Scope 2

Definition: Total attributible tons of Scope 2 emissions

Aggregation Method: Total

Scope 3

Definition: Total attributible tons of Scope 3 emissions

Aggregation Method: Total

Scope 3 upstream

Definition: Total attributible tons of Scope 3 upstream emissions

Aggregation Method: Total

Scope 3 downstream

Definition: Total attributible tons of Scope 3 downstream emissions

Aggregation Method: Total

Carbon trend

Definition: Weighted average (by portfolio holding value) annual change in Scope 1 and 2 emissions

Aggregation Method: Weighted Average

Temperature score

Definition: Weighted average (by portfolio holding value) temperature score

Aggregation Method: Weighted Average

Exposure to fossil fuels

Definition: Weighted average (by portfolio holding value) exposure to fossil fuels

Aggregation Method: Weighted Average

Energy consumption intensity

Definition: Total Gwh energy consumed per $M invested

Aggregation Method: Total Intensity (Revenue to Holding Value)

Floods - number of facilities

Definition: Total attributible number of facilities exposed to floods

Aggregation Method: Total

Floods - percentage of facilities

Definition: Weighted average (by portfolio holding value) % of facilities exposed to floods

Aggregation Method: Weighted Average

Floods - economic value

Definition: Total attributible economic value exposed to floods

Aggregation Method: Total

Floods - percentage of economic value

Definition: Weighted average (by portfolio holding value) % of economic value exposed to floods

Aggregation Method: Weighted Average

Drought - number of facilities

Definition: Total attributible number of facilities exposed to drought

Aggregation Method: Total

Drought - percentage of facilities

Definition: Weighted average (by portfolio holding value) % of facilities exposed to drought

Aggregation Method: Weighted Average

Drought - economic value

Definition: Total attributible economic value exposed to drought

Aggregation Method: Total

Drought - percentage of economic value

Definition: Weighted average (by portfolio holding value) % of economic value exposed to drought

Aggregation Method: Weighted Average

Heatwaves - number of facilities

Definition: Total attributible number of facilities exposed to heatwaves

Aggregation Method: Total

Heatwaves - percentage of facilities

Definition: Weighted average (by portfolio holding value) % of facilities exposed to heatwaves

Aggregation Method: Weighted Average

Heatwaves - economic value

Definition: Total attributible economic value exposed to heatwaves

Aggregation Method: Total

Heatwaves - percentage of economic value

Definition: Weighted average (by portfolio holding value) % of economic value exposed to heatwaves

Aggregation Method: Weighted Average

Cyclones - number of facilities

Definition: Total attributible number of facilities exposed to cyclones

Aggregation Method: Total

Cyclones - percentage of facilities

Definition: Weighted average (by portfolio holding value) % of facilities exposed to cyclones

Aggregation Method: Weighted Average

Cyclones - economic value

Definition: Total attributible economic value exposed to cyclones

Aggregation Method: Total

Cyclones - percentage of economic value

Definition: Weighted average (by portfolio holding value) % of economic value exposed to cyclones

Aggregation Method: Weighted Average

Sea level rise - number of facilities

Definition: Total attributible number of facilities exposed to sea

Aggregation Method: Total

Sea level rise - percentage of facilities

Definition: Weighted average (by portfolio holding value) % of facilities exposed to sea

Aggregation Method: Weighted Average

Sea level rise - economic value

Definition: Total attributible economic value exposed to sea

Aggregation Method: Total

Sea level rise - percentage of economic value

Definition: Weighted average (by portfolio holding value) % of economic value exposed to sea

Aggregation Method: Weighted Average

Wildfires - number of facilities

Definition: Total attributible number of facilities exposed to wildfires

Aggregation Method: Total

Wildfires - percentage of facilities

Definition: Weighted average (by portfolio holding value) % of facilities exposed to wildfires

Aggregation Method: Weighted Average

Wildfires - economic value

Definition: Total attributible economic value exposed to wildfires

Aggregation Method: Total

Wildfires - percentage of economic value

Definition: Weighted average (by portfolio holding value) % of economic value exposed to wildfires

Aggregation Method: Weighted Average

Aggregate - number of facilities

Definition: Total attributible number of facilities exposed to risks above

Aggregation Method: Total

Aggregate - percentage of facilities

Definition: Weighted average (by portfolio holding value) % of facilities exposed to risks above

Aggregation Method: Weighted Average

Aggregate - economic value

Definition: Total attributible economic value exposed to risks above

Aggregation Method: Total

Aggregate - percentage of economic value

Definition: Weighted average (by portfolio holding value) % of economic value exposed to risks above

Aggregation Method: Weighted Average

Carbon price exposure

Definition: Weighted average (by portfolio holding value) $ pre-tax profit per tonne of Scope 1&2 emissions

Aggregation Method: Weighted Average

Products & services at risk

Definition: Weighted average (by portfolio holding value) % of revenue from products and services vulnerable to market and technology risk

Aggregation Method: Weighted Average

Renewable energy

Definition: Weighted average (by portfolio holding value) % of total energy from renewable sources

Aggregation Method: Weighted Average

Carbon targets

Definition: Weighted average (by portfolio holding value) % of companies that have SBTi approved targets

Aggregation Method: Weighted Average

Climate impact revenue

Definition: Weighted average (by portfolio holding value) % of revenue from climate impact solutions

Aggregation Method: Weighted Average

EU Taxonomy-aligned revenue

Definition: Weighted average (by portfolio holding value) % of revenue aligned with one of EU taxonomy's climate change objectives

Aggregation Method: Weighted Average

EU Taxonomy-aligned CapEx

Definition: Weighted average (by portfolio holding value) % of CapEx aligned with one of EU taxonomy's climate change objectives

Aggregation Method: Weighted Average

Scope 1 and 2 carbon intensity

Definition: Weighted average (by portfolio holding value) carbon intensity for Scope 1 and 2 emissions

Aggregation Method: Total Intensity (Revenue to Holding Value)

SDG 9. Production based carbon emissions

Definition: Tons of CO2 production based emissions in country attributed to portfolio attributed based on market value of holding / country GDP

Aggregation Method: Sov - SDG 9 - Carbon Emissions

SDG 13. Carbon emissions

Definition: Tons of CO2 consumption based emissions in country attributed to portfolio attributed based on market value of holding / country GDP

Aggregation Method: Sov - SDG 13 - Carbon Emissions

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