Social Sharing
Extended Viewer
ESG Indexes Through the Slump and Rally of 2020
Mar 19, 2021
Over the last year, we witnessed two stock market regimes: a slump — from Jan. 1, 2020, to March 23, 2020, and a rally — between March 24, 2020, and the end of the second week of 2021. The slump and rally provided a unique window to examine the performance of different ESG strategies. There has been a lot of attention focused on how ESG indexes performed during the worst of the pandemic. But how did they fare for the entire year?
Relative Performance of Select MSCI ESG Indexes vs MSCI ACWI Index
Data from Dec. 31, 2019, to Jan. 15, 2021
Download Report
Research authors
- Yuliya Plyakha Ferenc, Vice President, MSCI Research
Related Content
The Drivers of ESG Returns
In the first half of 2020, as the COVID-19 crisis affected financial markets, all standard MSCI ACWI ESG equity indexes outperformed their market-capitalization benchmarks.
Learn MoreFoundations of ESG Investing: How ESG Affects Equity Valuation, Risk and Performance
The Foundations of ESG Investing research, for both equities and fixed income asset classes, suggests that changes in a company’s ESG characteristics may be a useful financial indicator.
Read MoreBetter Together: Policy Benchmarks, Active Equity and ESG
As we’ve previously demonstrated, incorporating firm-level ESG characteristics into portfolio construction can preserve, and even improve, risk and return relative to the broad market.
Explore More