CRSP has designed three sibling ESG indexes in its new CRSP ISS ESG Indexes suite, utilizing the independently-generated ESG Performance scores from ISS (ESG Corporate Rating | ISS) to provide transparent benchmarks to categorize constituents’ ESG performance within the US market. Within each sibling there are 2 indexes (the “pair”) – one comprised of securities that reached or exceeded the applicable ESG threshold (the “ESG” or “Qualifying” index), and the other comprised of securities that that did not (the “Remainder” index). 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 Remainder, allowing for direct comparison of the performance of each category.
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CRSP has designed three sibling ESG indexes in its new CRSP ISS ESG Indexes suite, utilizing the independently-generated ESG Performance scores from ISS (ESG Corporate Rating | ISS) to provide transparent benchmarks to categorize constituents’ ESG performance within the US market. Within each sibling there are 2 indexes (the “pair”) – one comprised of securities that reached or exceeded the applicable ESG threshold (the “ESG” or “Qualifying” index), and the other comprised of securities that that did not (the “Remainder” index). 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 Remainder, allowing for direct comparison of the performance of each category.
CRSP ISS US Large Cap ESG Index Total Return (TR)
CRSP ISS US Large Cap ESG Index Price Return (PR)