Summary
The iSTOXX Europe 600 ESG-X Water Depletion Tilted NR Decrement 4% Index replicates the performance of the net return version of the iSTOXX Europe 600 ESG-X Water Depletion Tilted Index assuming a constant 4% performance deduction per annum. The performance deduction accrues constantly on a daily basis (using an Actual/365 Fixed day count convention). Consequently, due to the percentage of performance deduction, the iSTOXX Europe 600 ESG-X Water Depletion Tilted NR Decrement 4% Index underperforms the iSTOXX Europe 600 ESG-X Water Depletion Tilted Net Return Index.
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