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A portfolio-based analysis of the euro STOXX 50 ESG and the euro STOXX 50- a financial performance comparison
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This study examines the financial performance of ESG stock index in contrast to a standard index by constructing two distinct portfolios, each tracking one of the indices, to serve as a basis for comparison. The difference in financial performance by key metrics such as the
annualized returns and ROE, focusing on their resilience during market crises, namely the COVID-19 pandemic period are compared. The findings suggest that ESG indices outperform standard indices, especially during periods of market stress, indicating upsides of long-term
stability and risk-adjusted returns. Moreover, these results imply significant financial advantages beyond ethical considerations for ESG-based investment strategies.
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ESG index Performance gap Index portfolios Euro STOXX Financial performance Benchmark analysis Europe