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MSCI ESG Fund Metrics

MSCI ESG Research leverages our MSCI ESG Ratings and research coverage to create ESG scores and metrics for approximately 28,000 multi-asset class Mutual Funds and ETFs globally. MSCI ESG Fund Metrics aims to provide fund-level transparency to help clients better understand and measure the environmental, social and governance characteristics of a portfolio, and rank or screen funds based on a diverse set of ESG exposure categories.

Each fund in the coverage universe will receive an overall Fund ESG Quality Score (0-10) as well as an Environmental, Social and Governance score (0-10). The overall Fund ESG Quality Score aggregates issuer-level ESG scores to provide investors with an indication of the overall ESG quality of a fund’s underlying holdings. The ESG Quality Score measures the ability of underlying holdings to manage key medium to long-term risks and opportunities arising from environmental, social, and governance factors.

MSCI ESG Fund Metrics offers over 100 Fund Metrics for evaluating the ESG attributes of a portfolio. These metrics fall into three categories: sustainable impact, values alignment and exposure to ESG risk.

  • Sustainable Impact: metrics to help investors measure fund exposure to publicly traded companies addressing core environmental and social challenges. May be used by impact-based investors with a preference to capture measurable social returns per dollar invested including clean technology exposure, community building, or access to healthcare.
  • Values alignment: metrics help investors screen for investments that align with ethical, religious, or political value. May be used by values-based investors with a preference to avoid businesses involved in tobacco, weapons manufacturing, or human rights violations.
  • Exposure to ESG Risks: metrics to help investors understand fund exposure to ESG-related risks. May be used by long-horizon investors with a goal of limiting potential financial costs connected with issues like water scarcity, or carbon regulations.

Key Features and Coverage on RIMES

For this data source, RIMES hosts approximately 12200 companies and 4 MSCI ESG indices, including: Carbon Portfolio, Government Ratings Portfolio, Impact Portfolio and Ratings Portfolio.

Some of the data items available include:

  • Carbon Emissions – Scope, Year, Score, Weight, Company Summary, Country Code, Environmental-Governance Pillar Score/ Weight, ESG Rating/ Score, Evidence of (Oil Shale, Tar Sands, Reserves), Fossil Fuel Reserves, ISIN Code, Last Price Date/ Updated Date, Low Carbon Reduction, Owner of Metallurgical Coal Reserves, Owner of Thermal Coal Reserves, Sedol Code, Potential Emissions (MtCO2), Reserves Volume (mmboe), Social Pillar Score/ Weight, Total Coal/ Gas/ Oil – Potential Emissions/ Reserves Volume, etc.

Learn more

Visit msci.com to download MSCI ESG Research’s latest issue briefs and white papers, including the top five 2016 ESG Trends to Watch.

For more information on MSCI data on RIMES, please contact us.

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