Scientific Beta

Best Execution: "Sustainable investing did not deliver higher returns than standard index funds, according to a new study from Scientific Beta – Sustainability Alpha in the Real World: Evidence from Exchange-Traded Funds (ETFs). The index provider and consultancy, which is linked to France’s EDHEC Business School, assessed the performance of sustainable investing from a value-weighted portfolio of ETFs that follow systematic ESG investing strategies in the US equity market."

Best Execution 09/10/2023

 

"(...) Sustainable investing did not deliver higher returns than standard index funds, according to a new study from Scientific Beta – Sustainability Alpha in the Real World: Evidence from Exchange-Traded Funds (ETFs). The index provider and consultancy, which is linked to France’s EDHEC Business School, assessed the performance of sustainable investing from a value-weighted portfolio of ETFs that follow systematic ESG investing strategies in the US equity market. The study noted that widely commented periods of outperformance, such as the year 2020, can be explained in large part by industry effects, such as a tilt towards technology stocks. (...)"

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