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๐Ÿ“ˆ ESG Investing
What is ESG Investing?Lesson 3 of 47 min read2021-Chapter2.pdf, Section 2

The ESG Market in Numbers

It is one thing to describe ESG investing in conceptual terms, it is another to appreciate its sheer scale. ESG investing is no longer a niche practice. It now represents trillions of dollars of professionally managed assets across every major region of the world, and its share of total managed assets has grown dramatically over the past decade.

The Global Picture

ESG investing is no longer a niche practice. It now represents trillions of dollars of professionally managed assets across the world.

The Global Sustainable Investment Alliance (GSIA) is the gold standard for measuring this market. According to their 2018 benchmark data, sustainable investing assets across five major markets (Europe, USA, Japan, Canada, Australia/New Zealand) reached US$30.7 trillion.

To put US$30.7 trillion in perspective: in 2018, total global GDP was roughly US$85 trillion. ESG assets under management represented more than one-third of the entire world's economic output.

Regional Breakdown

The distribution of ESG assets is not uniform around the world. Europe and the USA together account for the overwhelming majority of global sustainable investment assets.

Region2012 (US$bn)2014 (US$bn)2016 (US$bn)2018 (US$bn)
Europe8,75810,77512,04014,075
USA3,7406,5728,72311,995
JapanN/A74742,180
Canada5897291,0861,699
Australia/New Zealand134148516734
Total13,26118,27622,89130,683

Source: GSIA

In absolute terms, Europe (46% of global ESG assets) and the USA (39%) lead the field. But the fastest growth in recent years has come from markets that started from a much lower base, most dramatically Japan, which grew from just US$7 billion in 2014 to US$2.18 trillion by 2018, driven by commitments from the Government Pension Investment Fund (GPIF), one of the world's largest asset owners.

Proportion of Total Managed Assets

Looking at ESG assets as a proportion of total professionally managed assets tells an important supplementary story. In Canada and Australia/New Zealand, responsible investing assets now make up most of all assets under professional management.

Europe is the outlier here: despite having the largest absolute pool of ESG assets, its proportion of ESG to total managed assets actually fell after 2014. The reason is definitional tightening, not retreat. As European investors adopted more rigorous standards for what counts as genuinely sustainable investment, a significant volume of assets that had previously been labelled ESG no longer qualified under the stricter criteria, so the denominator shrank relative to the total. Put simply: the bar rose, and some funds that had coasted on loose definitions could no longer clear it.

Think of the European ESG market as having raised its own bar. The declining percentage share doesn't mean ESG is shrinking, total assets are still growing substantially. It means European investors are applying more rigorous definitions of what counts as genuinely responsible investment. In some ways, a falling percentage with rising absolutes is a sign of maturity rather than retreat.

ESG Strategies by Popularity

ESG investing encompasses a wide range of strategies. As of 2018, the most dominant approaches were:

1. Negative Screening (~$19.8 trillion): The largest strategy globally. This is values-based investing (e.g. refusing to buy tobacco or weapons stocks). It is especially popular in Europe.

2. ESG Integration (~$17.5 trillion): The fastest-growing major strategy. This means systematically incorporating ESG data into traditional financial analysis alongside P&E ratios and cash flow projections. It is dominant in the USA and Canada.

3. Corporate Engagement & Shareholder Action: Using ownership stakes to force company management to improve ESG practices. This strategy dominates the Japanese ESG market.

Shareholder action in practice, Engine No. 1 vs ExxonMobil (2021): The abstract category of "corporate engagement and shareholder action" became strikingly concrete in 2021. Engine No. 1, a small hedge fund holding less than 0.02% of ExxonMobil's shares, argued that ExxonMobil's refusal to plan seriously for the energy transition represented a material financial risk to shareholders. By persuading major institutional investors, including BlackRock and Vanguard, to back its slate of director candidates, Engine No. 1 won three board seats at ExxonMobil's annual general meeting. It was a vivid demonstration that shareholder action, when backed by a credible ESG argument and institutional coalition, can force change at even the largest companies in the world.

Other strategies, including sustainability-themed investing, best-in-class/positive screening, norms-based screening, and impact/community investing, represent smaller but growing pools of capital.

A key distinction to remember: negative screening and ESG integration are fundamentally different in their logic. Negative screening asks "what should we avoid?" ESG integration asks "what material information are we missing if we ignore ESG factors?" The former is primarily values-driven; the latter is primarily risk- and return-driven. Both are legitimate, and many funds combine them.

Institutional vs. Retail

Investments managed by professional asset managers are typically classified as either retail (managed on behalf of individual investors) or institutional (managed on behalf of pension funds, insurance companies, sovereign wealth funds, endowments, and similar organisations).

Institutional investors have traditionally dominated responsible investment:

  • In 2012, institutional investors held 89% of ESG assets; retail investors held just 11%
  • By 2018, the retail portion had grown to 25%, one quarter of total ESG assets

While institutional capital remains dominant, the growth in retail participation is significant. It reflects rising awareness among individual investors, particularly millennials and younger cohorts, who are increasingly interested in aligning their savings with their values.

Asset Class Allocation

ESG investing is no longer confined to equity markets. Responsible investment assets are now allocated across the full range of asset classes found in diversified portfolios.

As of 2018 (across Europe, USA, Japan, and Canada):

  • Public equities: 51% of global ESG assets
  • Fixed income: 36% of global ESG assets
  • Real estate/property: 3%
  • Private equity/venture capital: 3%
  • Other (hedge funds, infrastructure, commodities, cash): 7%

This marks a significant shift from 2016, when (based on a narrower sample of Europe and Canada) fixed income actually dominated, with 64% of ESG assets in bonds versus 33% in equities. The 2018 data, incorporating more regions, paints a clearer picture of the full market.

Why fixed income is catching up: ESG integration began overwhelmingly in listed equities, where shareholder rights and corporate disclosure create natural entry points for ESG analysis. Fixed income lagged because bond investors have different rights and relationships with issuers. But the rise of green bonds, bonds whose proceeds are specifically earmarked for environmental projects, has dramatically expanded ESG's footprint in fixed income. By 2018, a large portion of the methodology developed for ESG equity analysis had been adapted for corporate bonds, and new frameworks were being developed for sovereign and municipal bonds.

The Rise of Passive ESG

One significant growth area that the 2018 GSIA data does not fully capture is passive ESG investing, ESG-screened exchange-traded funds (ETFs) and index funds. The first ESG index, the Domini 400 Social Index (now MSCI KLD 400 Social Index), was launched as far back as 1990. By the mid-2020s, hundreds of ESG ETFs and indices were available to both institutional and retail investors.

Passive ESG matters because it has made ESG investing dramatically more accessible, and lower-cost, for ordinary investors. It has also raised questions: can a fund that simply tracks an index be said to be practising genuine ESG integration? The debate between active ESG (where managers make deliberate ESG-informed security selections) and passive ESG (where portfolios are mechanically constructed from a screened index) remains live and important.

Real estate, private equity, infrastructure, and private credit have been slower to adopt formal ESG integration, partly because these asset classes have less standardised disclosure, and partly because ESG analysis developed later there. However, these asset classes have been particularly important in the development of impact investing, where investors can more directly structure and track the social and environmental outcomes of their capital.

Key Numbers at a Glance

MetricFigure (2018)
Total global ESG assets (5 major markets)US$30.7 trillion
Two-year growth rate34%
Largest regional marketEurope (46% of total)
Second largest regional marketUSA (39% of total)
Largest strategy by AUMNegative screening (~US$19.8tn)
Fastest-growing major strategyESG integration (+69% in 2 years)
Retail share of ESG assets25% (up from 11% in 2012)
Equities share of ESG assets51%
Fixed income share of ESG assets36%

Key Takeaways

  • 1Global ESG assets reached US$30.7 trillion across five major markets by 2018, representing more than a third of global GDP
  • 2Europe leads in absolute ESG assets (46%) while Japan showed the fastest growth, driven by GPIF's commitments
  • 3Negative screening (~US$19.8tn) is the largest strategy globally, but ESG integration (~US$17.5tn) is the fastest-growing approach
  • 4Europe's declining ESG percentage share reflects stricter definitional standards, not retreat - a sign of market maturity
  • 5Retail ESG participation grew from 11% to 25% between 2012 and 2018, driven by millennial interest and passive ESG product growth
  • 6Fixed income ESG integration has expanded rapidly through green bonds, narrowing the historical gap with equity-focused ESG

Knowledge Check

1.According to GSIA data, what was the total value of sustainable investing assets across the five major markets at the start of 2018?

2.In the GSIA 2018 data, which two regions account for the largest shares of global sustainable investment assets?

3.Which of the following correctly describes the trend in ESG assets as a proportion of total professionally managed assets in Europe between 2014 and 2018?

4.As of 2018, what was the largest ESG investment strategy globally by assets under management?

5.In 2018, what was the approximate allocation of global ESG assets to public equities and fixed income respectively?