To investigate the impact of ESG factors in credit markets, our analysts carefully constructed high- and low-ESG portfolios using security-level data from Bloomberg Barclays bond indices. The analysis was performed twice, using ESG ratings from two different providers: MSCI ESG Research and Sustainalytics. For a closer look at how we built these portfolios, watch this quick video.
Download the fourth report in the Impact Series from Barclays Research.
Examining E, S and G performance across sector portfolios
Investigation into the performance effect of Environment, Social and Governance (ESG) ratings on sector-specific bond portfolios.
Understanding ESG ratings: What do investors need to know?
Investors are increasingly considering ESG ratings when making investments. But these ratings are complex, so it’s imperative to understand how they are determined before applying them to bond portfolios.