Scientific Beta

ESG Investing: "A new study from Scientific Beta shows large performance disparities across ESG funds invested in US stocks. The study entitled, “From ESG Confusion to Return Dispersion: Fund Selection Risk is a Material Issue for ESG Investors,” has the following findings: Over a six-year period, the difference in annualised returns between the best and worst ESG funds is 6.5% when adjusting for differences in market exposure."

ESG Investing 26/02/2024

"(...) A new study from Scientific Beta shows large performance disparities across ESG funds invested in US stocks. The study entitled, “From ESG Confusion to Return Dispersion: Fund Selection Risk is a Material Issue for ESG Investors,” has the following findings: Over a six-year period, the difference in annualised returns between the best and worst ESG funds is 6.5% when adjusting for differences in market exposure. When removing effects due to differences in industry exposure, the difference remains high at 4.9%. Over single years the dispersion can reach a maximum of 22.5% in terms of returns adjusted for market exposures, and 25.3% in terms of industry-adjusted returns. (...)"