Aretia Climate
Climate Intelligence
Regulation (EU) 2019/2088 · SFDR

SFDR & Principal Adverse
Impact Reporting

Collect investee-level data, aggregate all 14 mandatory PAI indicators using SFDR RTS methodology, and generate your Annex I disclosure statement — in one workflow.

Start Reporting Request a Consultant
14
Mandatory PAI indicators
5
Aggregation methods
Art 8 & 9
Full product coverage
Annex I
Disclosure-ready output

In Scope

SFDR applies across the financial value chain

Any financial market participant managing or distributing investment products into the EU falls within scope — regardless of where the fund is domiciled or the manager is headquartered.

Asset managers

UCITS management companies and AIFMs managing Article 8 or 9 funds must publish an entity-level PAI statement and disclose product-level PAI indicators in pre-contractual and periodic reports.

Private equity & VC

Alternative Investment Fund Managers with EU investors require PAI disclosure under SFDR RTS regardless of fund domicile. EuVECA and EuSEF registration adds further transparency obligations.

Insurance companies

Insurers offering IBIPs and pension products under Solvency II must apply SFDR at both entity and product level, disclosing how sustainability risks are integrated into investment decisions.

Pension funds

Institutional pension providers (IORPs) with 500+ employees face mandatory entity-level PAI reporting. Smaller schemes must explain why they choose not to consider adverse impacts.

Wealth managers & banks

MiFID portfolio managers offering discretionary mandates are in-scope. From 2025, client suitability assessments must capture sustainability preferences aligned to SFDR product classifications.

Development finance

DFIs and development banks increasingly align to SFDR norms even when not legally required, reflecting LP expectations and the convergence of EU sustainable finance standards globally.

Classification Framework

Three fund classifications. Different obligations.

SFDR classifies investment products by their degree of sustainability integration. Each classification carries specific pre-contractual, website, and periodic reporting requirements.

Article 6

No sustainability integration

The fund does not promote environmental or social characteristics and does not have a sustainable investment objective. PAI disclosure is optional at entity level but increasingly expected by institutional allocators.

Article 8

Promotes ESG characteristics

The fund promotes environmental or social characteristics and must disclose how those characteristics are met, including PAI indicators for Article 8 funds that consider PAIs. Mandatory entity-level PAI statement for firms with 500+ employees.

Article 9

Sustainable investment objective

The fund has sustainable investment as its core objective. All Article 9 funds must make PAI disclosures at product level in pre-contractual documents, on their website, and in annual reports.

The Indicators

All 14 mandatory PAI indicators. All five categories.

SFDR RTS Annex I Table 1 requires disclosure of 14 mandatory indicators. Aretia covers every one — with the correct aggregation method applied automatically per indicator.

Climate & GHG
  • GHG emissions (Scope 1, 2 & 3)
  • Carbon footprint per €M invested
  • GHG intensity of investee revenue
  • Fossil fuel sector exposure
Energy
  • Non-renewable energy share
  • Energy consumption intensity (high-impact sectors)
Environment
  • Biodiversity-sensitive area activities
  • Emissions to water
  • Hazardous waste per €M invested
Social
  • UNGC / OECD violations exposure
  • Absence of UNGC compliance process
  • Gender pay gap
  • Female board representation
Governance
  • Controversial weapons involvement

Methodology

Five aggregation methods. Each indicator gets the right one.

SFDR RTS specifies different calculation methods depending on what each indicator measures. Aretia applies the correct method automatically — no manual formula building.

NAV-weighted sum
GHG Emissions (tCO₂e)Σ (NAV weight × investee Scope 1+2+3)
NAV-weighted average
Gender pay gap (%)Σ (NAV weight × gap) ÷ Σ (NAV weight with data)
Per €M invested
Carbon footprint (tCO₂e/€M)Σ (weight × value) ÷ (NAV / 1,000,000)
Per €M revenue
GHG intensity (tCO₂e/€M rev)Σ (revenue × value) ÷ (total revenue / 1,000,000)
Boolean percentage
Fossil fuel exposure (% NAV)Σ NAV weight of exposed companies × 100

How It Works

Six steps. One Annex I statement.

From fund setup to signed-off disclosure — the full SFDR PAI workflow in a single platform.

01

Create your fund

Register each fund with its Article classification (6, 8, or 9), ISIN, total NAV, currency, and reference period. Multiple funds per organisation, each with independent PAI calculations.

02

Build your portfolio

Add investee companies with NAV weights, investment values, and revenue figures. The platform tracks that NAV weights sum to 100% and flags discrepancies before calculation.

03

Enter PAI data by investee

Input each of the 14 mandatory indicators per company — reported, estimated, or proxy. Boolean indicators (fossil fuel exposure, UNGC violations) use a simple Yes/No toggle. Data source and methodology notes are recorded for audit.

04

Aggregate at fund level

One click runs NAV-weighted aggregation across your entire portfolio. Five aggregation methods — weighted sum, weighted average, per €M invested, per €M revenue, and boolean percentage — applied automatically per SFDR RTS Annex I methodology.

05

Review coverage and quality

The PAI Summary tab shows each indicator's aggregated value alongside data coverage as a percentage of NAV. Low coverage is flagged in amber and red, reflecting actual portfolio data quality rather than masking gaps.

06

Generate the Annex I statement

Export a print-ready SFDR Annex I disclosure table with your fund metadata, PAI results, investee list, and methodology footnotes. JSON export for integration with your website or regulatory filing system.

Data Quality

Coverage tracked per indicator, not hidden in aggregates

Regulators and allocators scrutinise PAI data quality. Aretia shows coverage as a percentage of NAV for each indicator separately — so you know exactly where your data gaps are before you publish.

Reported data72%
Estimated / proxy18%
Not available10%

Example portfolio coverage breakdown. Your figures will vary.

Low coverage flagged

Indicators with under 50% NAV coverage are highlighted in amber — before you calculate, not after you file.

Source tracked per entry

Each investee's data point carries a source label: reported, estimated, proxy, or not available. The disclosure reflects actual data provenance.

Audit trail built in

Every data entry, calculation run, and export is logged with timestamp and user, supporting both internal review and external assurance.

Platform Integration

Investee data from GHG Inventory flows directly into PAI

When an investee company is also an Aretia client measuring their own GHG emissions, their Scope 1, 2 and 3 figures can be shared directly with your fund's PAI data entry — eliminating manual re-entry and improving data quality.

GHG Inventory

Scope 1, 2 & 3 emissions data from the investee's own measurement feeds PAI indicators 1–3 directly.

EU Taxonomy

Taxonomy alignment data identifies high-impact sector activities relevant to PAI indicator 6 (energy intensity).

Science-Based Targets

SBTi commitment status informs narrative disclosure on investee decarbonisation trajectory alongside PAI results.

Connected Platform Modules

Everything SFDR connects to on Aretia

SFDR PAI data is downstream of GHG measurement, EU Taxonomy screening, and science-based target setting. Use the connected modules to source, verify, and contextualise your investee data.

GHG InventoryFeeds PAI indicators 1–3

Investee Scope 1, 2 & 3 emissions flow directly into your fund's carbon footprint and GHG intensity PAI indicators — eliminating manual re-entry.

EU TaxonomyFeeds PAI indicator 6

High-impact sector energy intensity data from taxonomy screening informs PAI indicator 6 (energy consumption intensity in high-impact sectors).

Science-Based TargetsNarrative context

Investee SBTi commitments and validated targets provide narrative context for your PAI statement on decarbonisation trajectory.

Sustainability ReportingIFRS S2 disclosure

GHG data and PAI results flow into your IFRS S2 Metrics & Targets pillar — giving institutional investors a joined-up view.

Physical Risk AssessmentPortfolio context

Physical hazard scores for investee locations give qualitative context to PAI disclosure on environmental adverse impacts.

Request a ConsultantExpert support

Need help with PAI data collection, proxy estimation, or Annex I drafting? Request a consultant with SFDR expertise.

Common Questions

SFDR questions answered

Business Plan

Your 30 June deadline moves fast

Start collecting investee data now. A PAI statement needs a full calendar year of reference data — you can't compress the timeline.

Start Free Talk to an Expert