A Stoxx research paper on the Euro Stoxx 50 ESG Index analyzes its profile and characteristics.
The study uncovers some interesting findings. Among them:
• The EURO STOXX 50 ESG maintains a similar composition to its benchmark yet increases its ESG score.
• Both the replacement of excluded securities and subsequent weighting redistributions have added to the portfolio’s overall ESG score.
• ESG integration over the full observation period has added to returns while negative exclusions have been a drag.