The S&P ESG Index family offers investors exposure to companies according to their ESG profile in the context of country-specific and regional indices. The index family is based on S&P DJI ESG Scores, based on the results of the CSA and calculated by SAM.
The family tracks the performance of companies in the S&P Global 1200 Index and its regional subsets that do not own fossil fuel reserves, while overweighting and underweighting companies based on their levels of carbon emissions.
Each multi-factor index launched by SPDJI and SAM uses a transparent and robust methodology combining the benefits of the selected financial factors and ESG. One prominent example of how we combine common factors with ESG to construct a multi-factor index is the S&P Long-Term Value Creation Global Index.