Finding Alpha from ESG2.0™ Factors Beyond the U.S.

Backtest Result October 11, 2018

Finding Alpha from ESG2.0™ Factors Beyond the U.S.

Results for All Country World ex-U.S. Index (ACWX), 2008-2018

The research report demonstrates that Truvalue Labs’ ESG factors enable significant annual outperformance and introduces a new “ESG Activity Signal” for which the top quintile of companies ranked by the factor beat the ACWX by nearly 8 percent annually.

Learn more about the study and its findings on non-US company value that was also additive to smart beta approaches.