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Driving change through research

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SmartESG

A Revolutionary Approach to Sustainable Investing​

In this paper, we introduce our 3D-ESG approach – a model that optimises risk, return and impact simultaneously.

We also look at the ESG factors that show consistent market outperformance and how they can be integrated into a model portfolio in a risk-optimised way.

Sovereign Debt

The ESG Impact of Sovereign Debt

The goal of this research report was to understand whether our new, factor-based approach could provide superior ESG insights on impact for fixed-income investors.

The results challenge the conventional wisdom
about how to integrate ESG performance into sovereign debt.

Passive Impact Analysis

The ESG Impact of Passive Funds

We look at the actual ESG impact of popular passive funds.

We find that many ‘sustainable’ funds do not have that much impact, with some having a negative net impact.

Active Impact Analysis

The ESG Impact of Active Funds

Our flagship 25 European Fund analysis introduced our quantitative, factorised approach, and looked at the actual ESG impact of passive funds.

We find that many ‘sustainable’ funds do not have that much impact, with some having a negative net impact.

Measuring Externalities

The Case of Water

This paper presents a framework to measure and manage environmental externalities
in a large investment portfolio of publicly listed equities.

The approach and related
financial modelling can be used to estimate the economic and investment impact of any
environmental externality.

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