Carbon Intensity
-34%
vs. parent index
SDG-Aligned Holdings
61%
UN SDG positive screening
Board Diversity
36%
Women on boards
Tracking Error
0.9%
Low vs. benchmark
34% reduction in portfolio carbon intensity (2025):
  • Driven by systematic exclusions (fossil fuels, tobacco, weapons, coal)
  • Smart beta overlays (low-carbon, climate-aligned) amplify decarbonization
  • Projected to reach 98% exclusion by 2030, supporting net zero transition
  • Empirical studies show that passive ESG index construction can deliver sustained carbon reduction without significant tracking error penalty[5][6][13]
61% SDG-aligned holdings (2025):
  • Positive screening for UN SDGs (climate, water, health, equality)
  • ESG index providers now offer SDG-mapped benchmarks; custom indices can further increase alignment[5][6][13]
  • SDG tilt is associated with higher impact, but may increase sector concentration and tracking error in some markets
36% board diversity (women):
  • Up from 27% in 2020, driven by regulation and investor stewardship[6]
  • Academic evidence links board diversity to lower volatility and improved ESG scores[8]
  • Factor overlays for diversity now common in smart beta indices
Tracking error under 1% (2025):
  • Confirms passive ESG integration can preserve diversification and cost efficiency
  • Optimized replication and custom index overlays further minimize deviation[5]
  • ESG index licensing costs are higher (by 0.5-1bp), but total expense ratios remain well below active strategies[5]
Portfolio Factor Allocation
Low Carbon (28%) SDG/Impact (22%) Diversity (18%) Market (17%) Other/Smart Beta (15%)
Exclusion Screens Applied
Fossil Fuels
93%
Tobacco
100%
Weapons
100%
Thermal Coal
100%
Factor Overlays
Factor OverlayPortfolio WeightPurposeAcademic Insight
Low Carbon28%Reduce climate risk, Sharpe ratioDecarbonization is robust, but short-term underperformance risk rises in energy rallies[5][6]
Scenario Analysis
ScenarioPortfolio DrawdownTracking ErrorSDG AlignmentCarbon Intensity
Base-8%0.9%61%-34%
Stress-21%1.6%54%-22%
Transition-4%0.7%68%-41%
Insights:
  • Click any KPI for an academically referenced panel.
  • Toggle between 2025 and 2030 projections for factor allocation (donut chart and legend update).
  • Switch factor overlays to see portfolio weight, purpose, and academic findings for each overlay.
  • Use scenario analysis to compare drawdown, tracking error, SDG alignment, and carbon intensity under different market environments.
  • All data and logic reflect current academic research, market analytics, and global ESG index construction best practices[4][5][6][8][9][10][11][12][13][14].

Sustainability-Integrated Passive Equity Investing Dashboard