
Outperformance Through Use of the ISS ESG Prime Standard
APRIL 9, 2020
During the period from May 31, 2006 to December 31, 2019, i.e., over a time period of approximately 13.5 years, the ISS ESG Prime Portfolio Large Caps (PPLC), weighted by market capitalization, achieved a continuous outperformance (with the exception of two months in 2009) in comparison to the benchmark index.
On an aggregated base, the PPLC achieved a cumulative return on investment of 216.49 percent. Over the same period, the cumulative return for the Solactive GBS LM EUR TR came to 193.44 percent. During the period under consideration, the ISS ESG PPLC’s return of 8.85 percent per annum was thus higher than that of the conventional benchmark index, which stood at 8.25 percent per annum – or an annualized outperformance of 60 basis points.