The Dow Jones Sustainability Index family tracks the stock performance of the world's leading companies in terms of economic, environmental and social criteria.
The S&P ESG Sovereign Bond Index family offers investors exposure to the same sovereign bonds as standard cap-weighted sovereign bond indices but tilts the country weights towards more sustainable countries, based on RobecoSAM’s Country Sustainability Ranking.
The S&P ESG index family offers investors exposure to the same companies as the underlying benchmark index family, but weights the components according to their ESG profile instead of using free-float market-cap weights. The ESG scores used in the weighting scheme are based on RobecoSAM’s Smart ESG methodology. It is the first global index family to use ESG as a performance factor for smart beta indices.
The family offers investors a similar risk profile and financial performance as the S&P Global LargeMidCap Index and its regional subsets, yet with a significantly higher exposure to sustainability.
The family tracks the performance of companies in the S&P Global 1200 Index and its regional subsets that do not own fossil fuel reserves, while overweighting and underweighting companies based on their levels of carbon emissions.
Each multi-factor index launched by SPDJI and RobecoSAM uses a transparent and robust methodology combining the benefits of the selected financial factors and ESG. One prominent example of how we combine common factors with ESG to construct a multi-factor index is the S&P Long-Term Value Creation Global Index.