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Global developed sustainable enhanced indexing equity
Enhanced indexing equities

Global developed sustainable enhanced indexing equity

A sustainable alternative to passive investing

Key points:

  • Delivering advanced sustainability exposure while offering market-like returns after costs
  • Sustainability integration across multiple dimensions: positive and negative screening, environmental footprint reduction as well as voting and engagement
  • Proven track record with information ratio > 0.5 since inception in 2013 

Philosophy

Robeco’s quantitative investment strategies are based on the following beliefs: 

Evidence-based research. Identifying factors that are rewarded with superior risk-adjusted performance. This includes extensive empirical testing over longer periods and in different markets.

Economic rationale. We want to move beyond statistical patterns and understand the economic drivers behind factors. Risks that are not adequately rewarded should be avoided.

Prudent investing. We manage easily explainable portfolios and prevent unnecessary trading costs, and we integrate environmental, social and governance (ESG) factors.

Proven alternative to passive investing

Enhanced Indexing offers all the benefits of passive investing, while compensating for its many disadvantages.

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Process

Robeco's Sustainable Enhanced Indexing offers the advantages of passive investing but also targets a superior sustainability profile and better returns by incorporating 50 years of academic insights. We overweight those index constituents that score highly on sustainability measures and on characteristics proven to deliver superior returns, and slightly underweight those that score poorly. These characteristics are value, quality, momentum and analyst revisions. 

Furthermore, we take into account the following aspects of sustainability:

  • 30% higher sustainability score than the market.
  • 20% reduction of environmental footprint based on impact scores.
  • Exclusion of companies with an controversial business model such as tobacco and firearms.
  • Voting and engagement for portfolio holdings
Quantitative investing
Quantitative investing

We’ve been leading the way in quant investing for over 25 years, turning research into practical solutions.

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Team

The Quant sustainable global equities strategy is managed by the Robeco Quant Equities team: experienced investment professionals within an organization which is fully committed to quantitative investing. The team consists of more than 40 portfolio managers and quantitative researchers dedicated solely to quantitative investing, research and model development. The team closely cooperates with RobecoSAM, the investment specialist focused exclusively on ESG. RobecoSAM provides the stock-specific sustainability information for the strategy.

Get in touch with us

Contact us if you would like to know more about this strategy.

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Disclaimer

Robeco Institutional Asset Management B.V. (Dubai office) is regulated by the Dubai Financial Services Authority (“DFSA”) and only deals with Professional Clients and does not deal with Retail Clients as defined by the DFSA.

Neither information nor any opinion expressed on the website constitutes a solicitation, an offer or a recommendation to buy, sell or dispose of any investment, to engage in any other transaction or to provide any investment advice or service. An investment in a Robeco product should only be made after reading the related legal documents such as management regulations, prospectuses, annual and semi-annual reports, which can be all be obtained free of charge at this website and at the Robeco offices in each country where Robeco has a presence.

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