There are several datasets available via WRDS which include ESG ratings. You will need to create a WRDS account
- MSCI - contains variables related to categories such as community, corporate governance, diversity, employee relations, environment and human rights. Choose MSCI as your dataset, then MSCI ESG KLD Stats.
- Sustainalytics - rates the performance of companies on ESG factors across different sub-industries, as well as their involvement in controversies. Covers 4500 companies worldwide with historical coverage from 2009.
- RepRisk - ESG and reputational risk data on more than 55,000 private and public companies from all countries and sectors with coverage
- from 2007. Captures data from media, stakeholders, and other external sources
Bloomberg (see access details) collects data on specific companies and allows you to screen for companies meeting specific ESG criteria.
To see all ESG factors regarding a specific company:
- Type your company's ticker.
- Then, hit the yellow EQUITY key.
- Type FA ESG and hit the green <GO> key.
To screen for a list of companies:
- Type EQS and hit the green <GO> key.
- Click on the Fields button.
- Then, expand the menu for Fundamentals, then Bloomberg Fundamentals, then ESG to see a list of available variables.
Bloomberg also has a number of analytical templates available by entering ESG and the green <GO> key.
