News & Research

Our analysis shows how an optimized sustainability index can decrease active risk and free up more of the risk budget to be allocated to the desired sustainability metric(s), making the resulting portfolio a suitable replacement for a traditional benchmark.

The real estate sector has a variety of activities that align with the different UN Sustainable Development Goals (SDGs). This holds true both for (affordable) housing, as well as for other types of real estate, such as hospitals and the provision of laboratory space and schools.

On the surface, constructing a sustainable portfolio or index may seem relatively straightforward. After all, it’s just about excluding and reweighting – or is it?

As the sustainability landscape continues to grow and change, there is a pressing need for evolving data that helps investors to better understand the sustainability outcomes associated with their investments. The SDI AOP has set out to address this, with continuously growing datasets updated quarterly, to assess companies’ contributions to the UN Sustainable Development Goals. James Leaton, Research Director of the SDI AOP, discusses the latest platform developments led by its asset-owner led community.

A new Qontigo article revisits the concept of tracking error, a metric that’s gaining even more attention amid the growth of sustainable portfolios. Hamish Seegopaul, Global Head for Index Product Innovation at Qontigo, addresses some key questions, including: How should the various degrees of tracking error be interpreted? Does the metric tell us much in terms of the future? And can we control this?

This article provides a high-level refresher of what tracking error means, and how we can embed it directly into portfolio construction.

A new whitepaper from Qontigo’s research team explores the benefits of constructing an exclusions portfolio with an optimizer, which helps limit active risk and frees up capital to allocate towards sustainability or performance objectives.

The Sustainable Development Investments Asset Owner Platform (SDI AOP) and Qontigo, its exclusive distribution partner, have announced the launch of the SDI Dashboard. The new tool allows investors to upload their investment portfolios and analyse them across a range of SDG-related parameters.

Our analysis shows how an optimized sustainability index can decrease active risk and free up more of the risk budget to be allocated to the desired sustainability metric(s), making the resulting portfolio a suitable replacement for a traditional benchmark.

Fourth quarter 2022 insights from Qontigo, revealed that the ESG segment of the total global passive ETF market is just 4.7 per cent but accounted for more than 10 per cent of all net new assets across the industry in 2022.

As more investments are channeled into the UN’s Sustainable Development Goals (SDGs), a Qontigo whitepaper examines what the strategies may mean in terms of returns. The study uses a new, forward-looking analysis from the Sustainable Development Investments Asset Owner Platform (SDI AOP) on companies’ patents aligned with the SDGs, and finds that a high patent/SDG score can be an alpha-generating signal.