• FTSE Russell(富時羅素)2020年調研結果顯示,全球58%的資產所有者預期將採用可持續發展投資和Smart Beta相結合的策略,相較2019年調研結果中44%的比例有所上升 。
  • 目前歐非中東(EMEA)地區仍是Sustainable Smart Beta(智慧可持續發展投資)策略的主導市場,北美緊隨其後。
  • 在可持續發展指標調整投資權重和負面篩選方法之間,資產所有者機構更偏好前者。
  • 正在評估或實施可持續發展投資的資產所有者中,對不同資產類別的興趣比例分別為:股票(85%)、固定收益(58%)和多元資產(31%)。

全球指數、數據和分析結果提供商富時羅素發佈“智慧可持續發展:2020年全球資產所有者調研結果”報告( 英文版本),該調研項目主要針對Smart Beta策略和可持續發展投資的融合。

富時羅素可持續發展投資數據和方法論部門主管Jaakko Kooroshy說:
“四年前我們首次開始有關可持續發展投資問題的調研,很快可持續發展投資這個話題就引起了很多市場興趣,令我們意識到有必要對其進行更深入的分析。在2020年,我們注意到全球資產所有者對將可持續發展要素結合進他們的Smart Beta策略(我們稱之為智慧可持續發展投資)的興趣顯著上升。這一點在我們與客戶的合作中也已體現出來,我們的客戶正在更多地尋求將這些參數納入Smart Beta指數,以作為其投資組合策略的基礎。”

倫敦證券交易所集團可持續發展投資業務部負責人David Harris說:
“2020年上半年,受新冠全球疫情及對社會公平正義持續增加地關注等一系列因素的影響,領先的資產所有者需要重新對投資戰略和優先事項進行評估。這些事件導致投資者對環境和社會因素、國際合作及其對金融市場的影響的關注大大提高。考慮到這些大規模的轉變,將Smart Beta與氣候和可持續發展的優先事項結合起來,將成為資產所有者更大的投資趨勢,正如這份調查報告所顯示。”

全球上升趨勢
目前全球超過七成的資產所有者正在他們2020年的投資戰略中評估和實施可持續發展投資策略。此外,在全球使用和(或)評估Smart Beta策略的投資者中,58%的投資者預期將可持續發展投資要素結合進其Smart Beta策略中,而這一比例在2019年為44%。在預期將這些要素結合進其Smart Beta策略的受訪投資者中,近一半的比例希望在未來一到兩年增加他們在智慧可持續發展投資的配置。

從整個資產管理規模的角度來看,資產所有者對可持續發展要素的評估和採用有所增加,其中大型資產所有者對其興趣明顯更高。在資產管理規模大於/等於100億美元的投資者中,有80%的投資者已經評估或採用了可持續發展投資策略,而2019年這一比例為54%。

歐非中東為主導地區,北美緊隨其後
在2020年,歐非中東(EMEA)地區資產所有者的可持續發展投資評估和採用率(85%)仍高於北美地區(63%)。此外,在將可持續發展投資要素結合進Smart Beta策略方面,歐非中東地區仍處於領先地位,正在評估或已採用Smart Beta的資產所有者中,超過八成預計將採用可持續發展投資和Smart Beta相結合的策略,而去年這一比例為73%。

但是,2019年調研結果中明顯的地區差異已在縮小。在北美,資產所有者的投資組合中對可持續發展投資的評估和應用比前一年增長超過20個百分點,達到了63%。在評估或已採用Smart Beta策略的北美資產所有者中,預期將可持續發展要素與Smart Beta策略相結合的比例顯著上升,從2019年的17%升至2020年的42%。

環境問題佔據關注問題榜單前列,調整投資權重取代負面篩選
氣候風險是2020年資產所有者的一個熱門話題,其中對於預期將可持續發展要素與Smart Beta策略相結合的投資者尤是如此。氣候風險/碳排放是可持續發展主題中被討論最多的主題,達到了64%的關注度,排在第二的是環境因素,關注度達到59%,此外公司治理和社會責任主題也廣為關注,達到55%的關注度。

此外,可持續發展投資資料最常見的應用方式已經轉向調整投資權重,投資者對負面篩選的興趣明顯下降,2019年該比例為64%,而2020年則降到了48%,與此同時,更複雜的、基於可持續發展投資標準調整投資權重的方法熱度上升,從2019年的36%升至2020年的55%。

投資者在多元資產類別的興趣增加
全球範圍內,在評估或採用可持續發展投資的資產所有者中,對不同資產類別的興趣比例分別為:股票(85%)、固定收益(58%)和多元資產(31%)。此前可持續發展投資理念於固定收益資產的應用一直落後於股票市場,但現在在歐非中東地區正在評估或已採用可持續發展要素於固定收益投資在調研物件中的比例高達75%,在北美這一比例為45%。

本次調研在2020年一月和二月進行,共有139名全球資產所有者參與,其中絕大多數參與調研機構位於北美(37%)、歐非中東地區(37%)以及亞太地區(21%),且參與調研機構類型多樣,包括政府組織(28%)、公司或私營企業(18%)、工會或行業養老金計劃(12%)以及非謀利性組織或大學(12%),其它調研對象包括保險公司、主權財富基金、醫療健康機構以及家族財富管理辦公室。

-結束-

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