Scientific Beta

Benefits and Pensions Monitor: "A new study by Scientific Beta has examined the performance of sustainable investing using a portfolio of exchange-traded funds (ETFs) following systematic Environmental, Social, and Governance (ESG) strategies in the US equity market. The study found that sustainable investing did not yield higher returns compared to standard index funds."

Benefits and Pensions Monitor 06/10/2023

"(...) A new study by Scientific Beta has examined the performance of sustainable investing using a portfolio of exchange-traded funds (ETFs) following systematic Environmental, Social, and Governance (ESG) strategies in the US equity market. The study found that sustainable investing did not yield higher returns compared to standard index funds. Periods of superior performance, such as in 2020, were largely attributed to industry factors like an inclination towards technology stocks. The study highlights that this short-term boost was a statistical outlier, mainly attributed to sector-specific biases rather than the ESG tilt of sustainable ETFs. (...)"