Can Equal Weight ESG Indices Pull Their Weight?

Research has shown that equally weighted indices have historically posted long-term outperformance1 over their benchmarks—largely driven by their exposures to small size and value along with associated risk premia, in addition to a healthy dose of concentration reduction.2

With many investors looking to integrate ESG considerations into their portfolios, is it possible to gain the benefits of equal weighting while incorporating ESG criteria? This question raises three sub-questions.

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