2023-05-10-中证指数-2023年4月中证ESG月报_14页_12mb

报告摘要

ESG Performance and ETF Analysis Summary

ESG Index Performance Overview

The provided data includes ESG index performance for years 2019 to 2023, detailing various ESG metrics and Smart Beta factors. Key metrics include percentages for different ESG series, such as ESG, ESG04, ESG06, ESG07, ESG+, and Smart Beta, along with additional indicators like turnover ratio, expense ratio, and net asset value.

Year	ESG (%)	ESG04 (%)	ESG06 (%)	ESG07 (%)	ESG+ (%)	Smart Beta (%)	Turnover Ratio	Expense Ratio	Net Asset Value
2019	36.07	36.64	26.38	27.52	33.71	35.50	0.85	0.91	950.45
2020	27.21	24.80	20.87	20.65	25.79	25.79	0.68	0.77	546.89
2021	-5.20	-6.86	15.58	12.65	-0.76	-1.81	0.68	0.77	48.04
2022	-21.63	-21.48	-20.31	-16.23	-21.32	-20.85	0.75	0.83	52.04
2023	4.07	4.66	6.42	7.20	4.67	4.96	1.66	2.02	201.57

Observations: ESG performance declined sharply in 2021 and 2022 but recovered in 2023, with positive gains. Smart Beta factors showed resilience.

ESG ETF Products Summary

The data lists multiple ESG-themed ETFs across various indices, including 300ESG, 500ESG, and others. Key ETF details such as codes, issue dates, net values, and associated metrics are provided. Major categories include:

300ESG ETFs: Includes codes like 560180, 516830, and 159791, with issue dates ranging from 2015 to 2023 and net values varying widely.
500ESG ETFs: Includes 016680, 159637, and 562880, with performance metrics and dates.
Other ESG ETFs: Covers indices like ESG120 and 3108ETF, with Smart Beta ETFs specified. Unit prices typically range from 0.33 to over 100.

Notable trends: Several ETFs were issued in recent years, with stable or growing net values. For example: