There are several datasets available via WRDS (see access details) that include ESG ratings.
- 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 riskdata 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.
- MSCI - Historical data from 1991 to 2019. Contains variables related to categories such ascommunity, corporate governance, diversity, employee relations, environment andhuman rights. Choose MSCIas your dataset, then MSCIESG KLD Stats.
Sustainalytics data and information are also available within PitchBook. When viewing a company profile, click on the Sustainability tab in the top menu to find historical ESG Risk Rating scores, scores related to that company's exposure to, and management of, different ESG issues, peers analysis, and a listing of the top ESG issues and controversies surrounding the company.
ESGAUGE is dedicated to tracking ESG issues among companies worldwide. Choose your ESG topic of interest - executive compensation, board practices, and more - from the top gray menu.
Bloomberg (seeaccess details) collects data on specific companiesand 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.
