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Sustainable Indices

High-impact, low-carbon investment solutions

Our expertise in both sustainable and factor investing gives us the unique ability to offer investors more sustainable index solutions without compromising their financial objectives. For example, our Sustainable Indices are a compelling sustainable alternative to passive market-cap indices. Our offering allows our clients to align with positive impact and reduce their carbon footprints. This is underpinned by our intellectual property (IP), well-resourced teams and wealth of experience.

  • Cutting-edge sustainable investing IP

    Some key examples of Robeco’s sustainability IP include our time-tested, proprietary SDG framework; forward-looking fundamental views on carbon footprint reduction from our Climate Strategy team, and our proprietary Climate Risk Indicator (carbon beta).

    Our SDG Framework
  • Transparent and efficient index construction

    Our indices are only transparent to our clients and not the broader public, which mitigates overcrowding risk. The indices can be efficiently implemented as low turnover, liquidity, transactions costs and capacity are key considerations in index construction.

    Hidden costs of public transparency
  • Leading factor investing IP and implementation

    We employ enhanced factor definitions from our award-winning research, allowing us to offer high and balanced multi-factor exposure. Our proprietary index construction algorithm facilitates low turnover. These features aim to improve client risk-return outcomes after costs.

    Factor Investing implementation

State of the art indices

Our Sustainable Index Solutions team has developed state-of-the-art indices for large global asset owners since 2015. In terms of our range of indices, we offer clients Sustainable Equities and Sustainable Multi-Factor Equities solutions.
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Related insights

We regularly publish articles related to sustainability, factors and index construction.

More insights

Related insights

We regularly publish articles related to sustainability, factors and index construction.

More insights
Indices insights: Does climate beta pick up on climate risk?
Indices insights: Does climate beta pick up on climate risk?
Our climate beta measure quantifies how sensitive a stock is to the transition to a low-carbon economy.
13-09-2022 | Insight
Indices insights: Do investors act on shifts in climate concerns?
Indices insights: Do investors act on shifts in climate concerns?
A novel ‘polluting-minus-clean’ portfolio tends to underperform in periods of heightened climate policy uncertainty, and vice versa.
25-08-2022 | Insight
Indices insights: Combing through the climate data forest
Indices insights: Combing through the climate data forest
We unpack the merits of different carbon metrics used to gauge climate risk in portfolios, including a new climate beta measure.
13-07-2022 | Interview
Indices insights: Can carbon emissions data identify leaders and laggards?
Indices insights: Can carbon emissions data identify leaders and laggards?
Carbon emissions do not tell the full story on companies’ climate change awareness.
17-06-2022 | Insight
Indices insights: Does sustainability integration affect factor premiums?
Indices insights: Does sustainability integration affect factor premiums?
In this ‘Indices insights’ article, we analyze the impact of sustainability integration on factor premiums.
17-05-2022 | Insight
Indices insights: Does integrating sustainability reduce opportunities for active investors?
Indices insights: Does integrating sustainability reduce opportunities for active investors?
In this Indices insights article, we show that incorporating sustainability does not constrain the potential for alpha.
12-04-2022 | Insight
‘Carbon beta is an additional climate risk indicator above and beyond traditional carbon data’
‘Carbon beta is an additional climate risk indicator above and beyond traditional carbon data’
Research findings on a novel measure of climate risk – carbon beta – were presented at a prestigious National Bureau of Economic Research (NBER) conference.
05-04-2022 | Interview
Indices insights: Can passive investors integrate sustainability without sacrificing returns or diversification?
Indices insights: Can passive investors integrate sustainability without sacrificing returns or diversification?
In the third article of the Indices insights series, we highlight how sustainability integration is an accessible choice for passive investors.
29-03-2022 | Insight

Robeco introduces innovative Sustainable Index family

Rotterdam, 24 February 2022 – Robeco has launched a Sustainable Index family, the Robeco SDG Low-Carbon Indices. The launch follows the introduction of its Multi-Factor Index range back in 2017.
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Meet the team

Our Sustainable Index Solutions team comprises passionate, independent thinkers who are challenging the status quo. We have incorporated their innovative, award-winning research into our investment process. Our senior members have worked together for more than 10 years, during which they’ve developed and scaled up multiple investment capabilities at Robeco.

Our team is diverse in terms of backgrounds and global experience, and have complementary skillsets with their academic specializations in climate finance, computer science, econometrics and financial economics. Moreover, we are able to recruit some of the best talent in the fields of climate finance and econometrics thanks to our PhD program led by Joop Huij.

  • Do you want to learn more from our experts?

    We believe in sharing knowledge and being transparent with our clients. We typically take the opportunity to do this through our published academic papers, client articles, insight pieces, online learning modules, podcasts and webinars.
    SDG investing Factor Investing
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