ESG index ratings

Environmental, Social and Governance (ESG) Indices

Track the performance of companies with superior ESG index ratings for environmental, social and governance practices.

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Overview

Our Environmental, Social and Governance (ESG) Indices help you mitigate and assess the risk of companies against ESG factors, and help socially responsible investors to navigate around ESG risks.

Thomson Reuters/S-Network ESG Best Practice Indices

The Thomson Reuters/S-Network ESG Best Practices Indices are a suite of indices designed to provide a benchmark of companies exhibiting best corporate social responsibility practices as measured by their superior ratings in the Thomson Reuters/S-Network ESG Best Practices Ratings schema. The ratings rank the constituent companies on Environmental, Social and Governance performance and are powered by “dynamic” S-Net ratings derived from the Thomson Reuters ESG database. The indices represent a comprehensive benchmarking system for impact investors. A universe of over 6,000 companies worldwide are rated in over 400 key indicators of ESG performance.


Visit the S-Network ESG site for more information.


Thomson Reuters / Future Super Australia fossil free indices

We have developed two indices of Australian companies in collaboration with Future Super, Australia's first fossil-free pension fund. Both Indices are based on the Thomson Reuters Australia index.

The Thomson Reuters/Future Super Australia fossil free index has a strict exclusion policy for companies directly or indirectly involved in fossil fuels, or which provide finance to the fossil fuel sector.

 

Thomson Reuters IX Global ESG Equal Weighted Index & Thomson Reuters IX Global ESG High Dividend Low Volatility Equal Weighted Index

The Thomson Reuters IX Global ESG Equal Weighted Index and the Thomson Reuters Global ESG High Dividend Low Volatility Equal Weighted Index are owned and administered by Thomson Reuters.

Thomson Reuters Global ESG Equal Weighted Index is constructed to track companies from the developed world that are derived from their score in ESG factors specific to their peers in a given sector and region. The index is rebalanced on a quarterly basis.

For each Sector and Region, a set of three most discriminative ESG factors are selected. These factors are the ones where there fewest companies in the Sector and Region have a TRESG score above 50 / 100. Only companies where all three such TRESG factor scores are above 50/100 are retained in the index.

The Thomson Reuters IX Global ESG High Dividend Low Volatility Equal Weighted Index further selects companies on the basis of their consensus expected dividends and includes a low volatility enhancement.

 

Thomson Reuters Global Resource Protection Select Index

Thomson Reuters Global Resource Protection Select Index captures the performance of stocks that tend to reduce the use of materials, energy or water, and to find more eco-efficient solutions by improving  supply chain management. The index uses Resource Use Scores under the ESG methodology to capture these criteria.

The index excludes industries like Tobacco and Coal and also excludes companies that are in the business of Unconventional Oil & Gas Production and Drilling or are in the business of Arms & Ammunitions Manufacturing or Manufacturing for Military.

The index tracks the price return of 30 publicly traded equities across the world that display relatively high Resource Use scores, in addition to high dividend and low volatility.

Benefits

Individual ESG pillars or composite - Allows investors with specific CSR requirements or mandates to more accurately benchmark their portfolios.

Based on "dynamic" ratings featuring 400 key indicators of ESG performance - Company ratings are easy to understand and their importance varies depending on the industry, country and regional focus of a company's operations.

Top ESG rated companies - Results in a more diversified, less volatile benchmark, which mirrors the performance of major global indices whilst ensuring investors that all constituents have better than average ESG practises.

Real-time or end-of-day - Can be tracked by listed investment products such as Exchange Traded Funds, as well as for benchmarking purposes.

Download ratings - Allows investment managers, advisors, students and the media an affordable way to rate the ESG performance of a portfolio of stocks.

Environmental, social and governance Indices

ESG indexes, for socially responsible investors

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