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Jul 26, 2023

Energy Transition Progression in H1 2023

As we kick off the second half of 2023, we wanted to review some of the key developments from the first half of the year in the clean energy space and review the results of the S&P Global Clean Energy Index Series rebalance from April. Key Developments Government Spending in Clean Energy Space Continues in…

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Jul 20, 2023

iBoxx Sovereign Debt Indexing with ESG Scores and Green Bonds

The iBoxx Sovereign Debt Indices span developed and emerging markets, including the iBoxx Global Government Index (GGI), iBoxx Eurozone, iBoxx USD Emerging Markets Sovereigns and iBoxx Global Emerging Market Index (GMEX) series. Interest in government debt has increased since last year, following the “run-to-quality” amid the 2022 markets’ rout and the shift to a higher…

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Jul 19, 2023

Follow the ESG Leaders

The S&P 500® ESG Leaders Index is constructed using securities from the S&P 500 ESG Index that meet stricter sustainability criteria, while maintaining similar overall industry group weights as the S&P 500.1 The S&P 500 ESG Leaders Index takes its underlying index up a notch by applying additional exclusionary screenings based on business activities such…

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Jun 21, 2023

Sustainability within the Modern Commodity Allocation – The S&P GSCI Light Energy Climate Aware Is Launched

After extensive market outreach, S&P Dow Jones Indices launched the S&P GSCI Light Energy Climate Aware to satisfy a need for a benchmark tied to sustainability and the energy transition, but with a lighter energy weighting than the new S&P GSCI Climate Aware. As can be seen in Exhibit 1, the S&P GSCI Light Energy…

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Jun 6, 2023

How Does the S&P 500 ESG Index Work?

Look under the hood of the sustainability-focused version of the S&P 500 and discover how index design influences diversification and performance.

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Jun 6, 2023

Where’s Your Carbon Gone? How the S&P PACT Indices Decarbonize

As the world aims to decarbonize toward a net zero future, the importance of tracking the carbon footprint of portfolios is becoming a primary focus for many investors; specifically, to measure and understand whether portfolios emulate the emission reduction targets needed globally to help mitigate the impacts of climate change. For investors, tracking an EU…

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May 31, 2023

Cutting Carbon without Changing Course: Net Zero Fixed Income Indices

S&P DJI recently expanded its range of S&P PACT™ Indices (S&P Paris-Aligned & Climate Transition Indices) to go beyond equity to now cover fixed income. Within these indices, the differences between the two asset classes in terms of the balance between cost (tracking error) and reward (sustainability profile) are material and highly thought-provoking. As shown…

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May 18, 2023

Explaining Optimized Weights

Transparency is commonly seen as a key principal of sustainable investing,1 helping investors understand companies’ sustainability profile and sustainable investment strategies, as well as potentially contributing to investor impact.2 Sustainability is also multifaceted, illustrated by the differences in many of the Sustainable Development Goals (e.g., no poverty and life below water represent very different goals)…

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May 18, 2023

Combining Sectors and Sustainability

What happens to index performance and diversification when sectors and sustainability are combined? S&P DJI’s Stephanie Rowton and Invesco’s Chris Mellor discuss how new index-based tools are helping market participants track a diverse mix of companies with strong sustainability credentials.

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May 1, 2023

The Best of Both Worlds: Sustainability in Sectors

Sector-based approaches have historically shown they can be valuable for diversification, among other investor goals, but, until now, sustainability-inclined investors have been presented with limited options. With the recent creation of the S&P ESG Enhanced Sector Indices and the subsequent licensing of the Information Technology, Energy, Financials, and Health Care indices for a select range…

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