MSCI EUR High Yield Universal Corporate Bond Index

The MSCI EUR High Yield (HY) ESG Universal Corporate Bond Index is based on the MSCI EUR Corporate Bond Index, its parent index, and includes corporate bonds issued in euros. The index consists of high-yield (HY) bonds, which are rated below investment grade (BB+ or lower but not lower than CCC by S&P and Fitch, or Ba1 or lower but not lower than Caa by Moody’s).
Name of the benchmark administrator
MSCI LIMITED
Does this benchmark pursue ESG objectives?
Yes
Index Code
733221
Inception Date
Aug. 31, 2016
Years to Maturity
8.73
Modified Duration
4.91
Yield to Worst
4.24
Average credit rating
BB
OAS (Option Adjusted Spreads)
234.13
Number of Securities
386
Number of Issuers
180
Index Market Cap
$264.39 B
Data as of Feb. 27, 2026 

ESG metrics

Summary

MSCI EUR High Yield Universal Corporate Bond Index

Implied Temperature Rise
> 2.0°C - < 3.2°C
96.9% coverage

MSCI EUR High Yield Corporate Bond Index

Implied Temperature Rise
> 2.0°C - < 3.2°C
72.0% coverage
MSCI EUR High Yield Universal Corporate Bond Index
Score
Coverage
ESG Score
7.1
100.0%
UN Global Compact Violations % (*)
0.0%
100.0%
Red Flag ESG Controversies % (*)
0.0%
100.0%
MSCI EUR High Yield Corporate Bond Index
Score
Coverage
ESG Score
6.2
65.8%
UN Global Compact Violations % (*)
0.0%
84.4%
Red Flag ESG Controversies % (*)
0.0%
84.4%

(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.

Data available as of Jan. 2026. The information was updated as part of the regular monthly update cycle. Data available as of Jan. 2026. The information was updated as part of the regular monthly update cycle.

MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.

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