The neck-and-neck performances of the Russell 1000 and Russell 2000 in 2020 (up 21% and 20%, respectively) masks the intense swings in leadership between the two indexes as the COVID-19 crisis unfolded.
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In this paper we look at factor, country and industry biases as well as the performance impact of unconstrained ESG tilts. The latter typically preserves the structure of the underlying market capitalization index and deviates less from the underlying benchmark than some other approaches.
An increasing number of investors want to align their portfolios with their investment values and beliefs. One approach to accomplishing this objective is to select issuers based on their impact on society and the environment.
As investors increasingly look to manage the carbon exposure in their portfolios, it is critical that they have the right tools. There are many ways investors can address the carbon exposure in their portfolios, including explicit divestment, tilting, optimisation and shifting assets toward companies that are developing greener solutions.
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