Net Zero and Broad ESG in One Index

Over the year since the launch of the S&P PACT Indices, the market has pushed for an index methodology evolution: the addition of an S&P DJI ESG Score improvement, further exclusions, a buffer rule, and revised stock capping (see Exhibit 1). 

In this paper, we outline how these methodology enhancements modify the index composition and the differences between the S&P CT and PA Indices, compare to the previous methodology, and provide a brief analysis of exposures and historical performance.

You can now read the full whitepaper at the link below