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ESG

ESG data sources

ESG time series

Source Time series Description 

RepRisk (WRDS)

registration required

15 year data history

ESG and reputational risk data on 195,000+ public & private companies from all sectors and countries.
Risk metrics and underlying scores to assess and benchmark the risk exposure and business conduct of companies.
28 ESG Issues and 73 ESG “hot topics” mapped to all companies.
15+ years of data history, with a daily point-in-time series.

Sustainalytics (WRDS)

registration required

 Current dataset back to 2018. Legacy dataset back to 2009

Sustainalytics' ESG Risk Rating is a measure of unmanaged ESG risk. Focus data provides a summary of the overall ESG performance values. MEI data provides the MEI level attribution details for the rating. Indicator data provides the entire underlying indicator structure for the rating.

 

Trucost (WRDS)

registration required

   Environmental - Measure environmental impact across key dimensions for over 15,000 companies. - Assess environmental costs, identify, and manage environmental and climate risk, as well as conduct peer and portfolio analysis from a climate and environmental perspective.
Climate analytics - Assess exposure through company-level analysis to seven climate-change physical risk indicators. - Analyze exposure to carbon pricing risk under different future climate change scenarios. - Evaluate alignment with the Paris Agreement goal to limit global warming to well below 2 degrees C from pre-industrial levels.
ESG scores - An environmental, social, and governance dataset that provides company level, dimension level, and criteria level scores based on the S&P Global Corporate Sustainability Assessment (CSA) process and publicly available sources. 
 

Datastream
Refinitv ESG
(Formerly Asset4)

2002 - 

Eikon has its own Excel Add in and also the Datastream Excel Add-In. Use Datastream for larger downloads.
Eikon can be accessed in the Finance Suite SO.W2.02 or you can book remote ID to access the system. 
In the Datastream Excel add-in, ESG is included as a Datatype option under the Equities category.

For an overview of coverage use the constituent lists lookup.

Search for LA4CT* In Find Series to get an overview of the ESG constituent lists by country. For example, LA4CTYGB gives the constituents of companies from the UK with Asset4 ESG data.
  LA4GL* gives all the active companies with ESG data.
  LA43* shows all the constituents lists by industries.
  LA43GLC3 gives the constituent companies in the chemicals industry.

EIKON           

        

 2002 -

Eikon access is the Finance Suite SO.W2.02 book a remote ID to access the system. 

Eikon offers ESG data on over 10,000+ companies, active and inactive covering 80% of global market cap across 76 countries.
Search for a company and from the company overview page click on the ESG tab or select from the drop down "Environmental, Social & Governance". Default is 5 years but can go back to 2002.

Bloomberg

Includes Sustainalytics data
 

 10+ years of history 11,800+ companies in 100+ countries, organized into 2000 fields.
 

To find ESG data for a company, enter FA ESG <GO>
An ESG tab has also recently been added to the Equity description function DES<GO>
To compare ESG data for multiple companies, enter RV ESG <GO>
For information on ESG data and functionality, including EQS and Excel templates, enter BESG <GO>

Bloomberg also offers a certification programme for those interested in ESG. See function BCER <GO> for details or contact the library team.

Further sources 

Mergent Online
FTSE Russell Group ESG ratings 

 Irregular coverage. Can be up to 5 years quarterly for ESG plus some annual CSR reports.

A total of 14 individual ESG Themes make up FTSE Russell's ESG Data Model. The applicability of each ESG Theme to companies in the research universe is based on how exposed they are to each Theme. Presented as 3 or 4 page documents

S&P Capital IQ Pro        

ESG module not subscribed.
Go to the ESG tab to view their company coverage.

You can access the excellent ESG news and research and view ESG top performers by GICS sector and average emissions by sector. 
Factset Connect
registration required		 Snapshot of current company rating only.  From 2 sources: Truevalue Labs and Sustainalytics

You can see the current rating and the scores for the different dimensions.
Lists SFDR principal Adverse Impact Indicators
Has an ESG related news stream.

We do not have a subscription to the ESG data in Factset.
Morningstar Direct 2011 -   Via the Analyst’s Rating Fund ESG Commitment Level 
IBISWorld The UK ESG product is an add-on chapter for all UK SIC and Specialised reports. It offers risk ratings and analysis on the environmental, social and governance (ESG) aspects of UK industry operations. The composite ESG risk score for a given industry is a real number between 1.0 and 9.0 inclusive. A score of 1.0 indicates the lowest risk within an industry.All factors included in a scorecard are weighted equally.
Statista Various sources A number of reports and statistics on ESG; company rankings, investor attitudes, socially responsible investing SRI etc.