ESG Indices

Overview

With the development of ESG securities and ESG bonds, ESG indices have gradually become a necessary financial product in the market. Although active management is still the main method in ESG investment, the growth of the passive market means that ESG index will play an essential role in asset allocation. 

In addition to index companies and exchanges, some research institutions also launches different types of ESG indices.

ESG Indices Classification

The categories of ESG indices are similar to ESG investment methods, and methods such as negative screening, positive screening, and thematic investment can all be used for index construction.

Exchanges and index companies are the main groups providing ESG indices, which may be used for passive asset allocation in the future and become financial products.

FTSE

FTSE Russell Launches First ESG Risk Adjusted Index

FTSE Russell has launched its first ESG Risk Adjusted Index, which is based on the FTSE UK index series and aims to reflect index trends while improving ESG characteristics and maintaining similar risk return characteristics

SP

S&P Releases the First Climate Aware Index for Commodities

S&P Dow Jones Indices launches the world’s first commodity-based climate index S&P GSCI Climate Aware Index, which aims to maintain the inflation sensitivity of commodities and diversification gains while providing a lower climate footprint than the benchmark S&P GSCI Index

Morningstar

Morningstar Launches Sustainable Activities Involvement Indexes

Morningstar launches the Global Sustainable Activities Involvement Indexes, which combines the United Nations Sustainable Development Goals (SDGs) with the revenue of listed companies to help investors choose investment targets that have more impact on the environment, society, and governance

Euronext ESG Index

Euronext Launched a New ESG Index on Climate Change

Recently, Euronext announced the launch of a new ESG index, named CAC SBT 1.5 °. CAC SBF is an index of 120 stocks prepared by the Paris Stock Exchange. 1.5 ° is the company in line with the emission reduction plan of the Paris Agreement