Future World Global Multi-Factor Equity Index Fund
SRI Style:
Sustainability Tilt
SDR Labelling:
-
Product:
Pension
Fund Region:
Global
Fund Asset Type:
Equity
Launch Date:
22/02/2017
Last Amended:
Dialshifter (
):
Fund/Portfolio Size:
£3694.20m
(as at: 30/09/2025)
Primary fund last amended:
Information directly from fund manager.
Sustainable, Responsible &/or ESG Policy:
Fund aim
The Fund will aim to replicate the performance of the FTSE AW ex CW Climate and will ensure the fund has similar characteristics as the index whilst not necessarily holding all the constituents of the index. The anticipated annual tracking error, in normal market conditions, relative to the index is +/-0.60% in two years out of three.
FUND CHARACTERISTICS
The fund invests systematically in a globally diversified portfolio of quoted company shares. The index aims to combine climate change considerations with a balanced exposure to equity‑risk factors (Size, Value, Quality, and Low Volatility).
The universe of the index is based on the FTSE All‑World Index. The index then excludes companies which produce controversial weapons and uses revenue‑based thresholds to exclude certain companies in the thermal coal industry. The index then incorporates climate change considerations by tilting exposure away from fossil fuel‑related businesses and toward companies with ‘Green Revenues, which contribute to climate change adaptation, mitigation, and environmental protection.
All exclusions and criteria are based on the index provider’s definitions as set out in the index methodology.
With the tracking deviation the fund may exclude companies listed on LGIM’s Climate Impact Pledge divestment list. This list includes companies, which after a certain period of engagement, continue to: (i) not perform well against LGIM’s climate assessment; (ii) are unresponsive to engagement ecommendations; and/or; fall behind in meeting LGIM’s minimum standards. If the tracking deviation limit is exceeded, holdings of companies that are on the Climate Impact Pledge divestment list may be reduced rather than fully divested. www.lgim.com/climate‑impact‑pledge We follow a pragmatic approach to managing index funds with the fund’s investments. While the investments will closely match the index, not all constituents will be held. The fund may invest directly in the securities of the index, or indirectly through other LGIM funds. The fund may also hold index and single stock futures for efficient portfolio management. Where the fund utilises futures, it may have a small degree of indirect exposure to companies that have been excluded by the index.
The universe of the index is based on the FTSE All‑World Index. The index then excludes companies which produce controversial weapons and uses revenue‑based thresholds to exclude certain companies in the thermal coal industry. The index then incorporates climate change considerations by tilting exposure away from fossil fuel‑related businesses and toward companies with ‘Green Revenues, which contribute to climate change adaptation, mitigation, and environmental protection.
All exclusions and criteria are based on the index provider’s definitions as set out in the index methodology.
With the tracking deviation the fund may exclude companies listed on LGIM’s Climate Impact Pledge divestment list. This list includes companies, which after a certain period of engagement, continue to: (i) not perform well against LGIM’s climate assessment; (ii) are unresponsive to engagement ecommendations; and/or; fall behind in meeting LGIM’s minimum standards. If the tracking deviation limit is exceeded, holdings of companies that are on the Climate Impact Pledge divestment list may be reduced rather than fully divested. www.lgim.com/climate‑impact‑pledge We follow a pragmatic approach to managing index funds with the fund’s investments. While the investments will closely match the index, not all constituents will be held. The fund may invest directly in the securities of the index, or indirectly through other LGIM funds. The fund may also hold index and single stock futures for efficient portfolio management. Where the fund utilises futures, it may have a small degree of indirect exposure to companies that have been excluded by the index.
FUTURE WORLD PHILOSOPHY
The Future World philosophy encapsulates how we identify long‑term themes and opportunities, while managing the risks of a changing world
We use our scale and influence within the market to propel positive change on environmental, social and governance (ESG) issues, at the same time as seeking to achieve financial success
The Future World funds are for clients who want to express a conviction on ESG themes, across a broad array of asset classes and strategies
(Source: L&G website, as at January 2026)
| Fund Name | SRI Style | SDR Labelling | Product | Region | Asset Type | Launch Date | Last Amended |
|
|---|---|---|---|---|---|---|---|---|
Future World Global Multi-Factor Equity Index Fund |
Sustainability Tilt | - | Pension | Global | Equity | 22/02/2017 | ||
|
Fund/Portfolio Size: £3694.20m (as at: 30/09/2025) |
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Information received directly from Fund Manager |
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Please select what you would like to read:
Sustainable, Responsible &/or ESG Policy:Fund aimThe Fund will aim to replicate the performance of the FTSE AW ex CW Climate and will ensure the fund has similar characteristics as the index whilst not necessarily holding all the constituents of the index. The anticipated annual tracking error, in normal market conditions, relative to the index is +/-0.60% in two years out of three.
FUND CHARACTERISTICS
The fund invests systematically in a globally diversified portfolio of quoted company shares. The index aims to combine climate change considerations with a balanced exposure to equity‑risk factors (Size, Value, Quality, and Low Volatility).
The universe of the index is based on the FTSE All‑World Index. The index then excludes companies which produce controversial weapons and uses revenue‑based thresholds to exclude certain companies in the thermal coal industry. The index then incorporates climate change considerations by tilting exposure away from fossil fuel‑related businesses and toward companies with ‘Green Revenues, which contribute to climate change adaptation, mitigation, and environmental protection. All exclusions and criteria are based on the index provider’s definitions as set out in the index methodology. With the tracking deviation the fund may exclude companies listed on LGIM’s Climate Impact Pledge divestment list. This list includes companies, which after a certain period of engagement, continue to: (i) not perform well against LGIM’s climate assessment; (ii) are unresponsive to engagement ecommendations; and/or; fall behind in meeting LGIM’s minimum standards. If the tracking deviation limit is exceeded, holdings of companies that are on the Climate Impact Pledge divestment list may be reduced rather than fully divested. www.lgim.com/climate‑impact‑pledge We follow a pragmatic approach to managing index funds with the fund’s investments. While the investments will closely match the index, not all constituents will be held. The fund may invest directly in the securities of the index, or indirectly through other LGIM funds. The fund may also hold index and single stock futures for efficient portfolio management. Where the fund utilises futures, it may have a small degree of indirect exposure to companies that have been excluded by the index. FUTURE WORLD PHILOSOPHY The Future World philosophy encapsulates how we identify long‑term themes and opportunities, while managing the risks of a changing world
We use our scale and influence within the market to propel positive change on environmental, social and governance (ESG) issues, at the same time as seeking to achieve financial success
The Future World funds are for clients who want to express a conviction on ESG themes, across a broad array of asset classes and strategies
(Source: L&G website, as at January 2026) |
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