CRSP ISS ESG Indexes

Introducing the
CRSP ISS ESG Indexes

The time has come for a new approach to ESG indexes.

Objective Standards. Unbiased Perspective. Clear and Straightforward Methodology.

Say hello to the relentlessly rational CRSP ISS ESG Indexes.
 

 


The suite is comprised of three ESG index pairs: CRSP ISS ESG Large Cap Prime, CRSP ISS ESG Large Cap, and CRSP ISS ESG Large Cap Industry Balanced. Within each pair are two siblings. One sibling is comprised of “qualifying” securities that meet the applicable ESG threshold. The other sibling is comprised of “remainder” securities that don’t meet that threshold. Taken together, they offer totally transparent, completely neutral view of ESG performance across the entire large cap market. It’s a clearly different—and clearly objective—approach to ESG investing.
 

To learn more, read our White Paper

Properties


CRSP has designed three sibling ESG indexes utilizing the independently-generated ESG Performance scores from ISS (ESG Corporate Rating | ISS).

Index Construction Methodology


The goal of each pair is to give investors a transparent, distinguishable and comparative offering with respect to ESG in which all components of the CRSP Large Cap Index are represented and allocated accordingly to “Qualifying”/ESG or “Non-Qualifying”/Remainder indexes. This construction methodology allows for direct comparison of the performance of each category.

CRSP ISS ESG PRIME

Provides portfolios to compare “Best-in-Class” ESG companies vs. other companies within CRSP US Large Cap. This sub-family uses the ISS “Prime” indicator. Under the ISS ESG framework, Prime status is granted to industry leaders who fulfill the highest performance expectations. Prime rated companies are considered by ISS to be well-positioned to, on the one hand, adequately manage key ESG risks associated with their specific business model, and, on the other hand, capitalize on opportunities offered by transformations towards sustainable development. Prime status is attributed to companies that fulfill ambitious performance requirements regarding the most material topics, taking into account their individual risk exposure.

CRSP ISS ESG

Provides portfolios to compare the respective top half vs. bottom half companies within CRSP US Large Cap based on the ISS ESG Performance Score. ISS ESG Performance Score enables ESG comparison of companies across different sectors. The ESG and Remainder portfolios divide the CRSP US Large Cap index, using relative ESG comparison instead of absolute, as in the case with CRSP ISS ESG Prime. This sub-family allows comparison of ESG and Remainder performance based only on ESG score, regardless of the sector.

CRSP ISS ESG Industry Balanced

Similar to CRSP ISS ESG, except that it provides portfolios of the respective top half vs. bottom half companies in CRSP US Large Cap within each sector based on the ISS ESG Performance Score. CRSP uses FTSE’s Enhanced Industry Classification Benchmark (EICB) for sectors definition. This approach ensures that the ESG portfolio includes companies from each sector in CRSP US Large Cap. Thus sub-family enables comparison of the ESG vs. Remainder when representation of sectors is similar to CRSP US Large Cap.

 

CRSP ISS ESG Indexes Quick Reference Table

Index Description Index Name Index Identifier CUSIP NASDAQ GIDS
Post Date
Inception Date
Open Val = 1000
Bloomberg
Ticker
CRSP ISS ESG Prime CRSP ISS US Large Cap ESG Prime Index (TR) CLESGPT 12657Y205 9/7/2021 9/7/2021 BBG012CHZKD6
CRSP ISS US Large Cap ESG Prime Index (PR) CLESGP 12657Y106 9/7/2021 9/7/2021 BBG012CHZK64
CRSP ISS ESG Non-Prime CRSP ISS US Large Cap ESG Non-Prime Index (TR) CLESGNPT 12658A206 9/7/2021 9/7/2021 BBG012CHZKF4
CRSP ISS US Large Cap ESG Non-Prime Index (PR) CLESGNP 12658A107 9/7/2021 9/7/2021 BBG012CHZK73
CRSP ISS ESG CRSP ISS US Large Cap ESG Index (TR) CLESGT 12658D200 9/7/2021 9/7/2021 BBG012CHZKG3
CRSP ISS US Large Cap ESG Index (PR) CLESG 12658D101 9/7/2021 9/7/2021 BBG012CHZK82
CRSP ISS ESG Remainder CRSP ISS US Large Cap ESG Remainder Index (TR) CLESGRT 12658E208 9/7/2021 9/7/2021 BBG012CHZKH2
CRSP ISS US Large Cap ESG Remainder Index (PR) CLESGR 12658E109 9/7/2021 9/7/2021 BBG012CHZK91
CRSP ISS ESG Industry Balanced CRSP ISS US Large Cap ESG Industry Balanced Index (TR) CLESGBT 12658F205 9/7/2021 9/7/2021 BBG012CHZKJ0
CRSP ISS US Large Cap ESG Industry Balanced Index (PR) CLESGB 12658F106 9/7/2021 9/7/2021 BBG012CHZKB8
CRSP ISS ESG Industry Balanced Remainder CRSP ISS US Large Cap ESG Industry Balanced Remainder Index (TR) CLESGBRT 12658K204 9/7/2021 9/7/2021 BBG012CHZKK8
CRSP ISS US Large Cap ESG Industry Balanced Remainder Index (PR) CLESGBR 12658K105 9/7/2021 9/7/2021 BBG012CHZKC7
 

 

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