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What are we looking for?

Canadian-listed ETFs with sustainable investment objectives

The screen

Despite the negative, sometimes politicized, views on sustainable (or ESG) investing, it might come as no surprise that to the average investor, the topic is far less polarized. Morningstar’s behavioural science team recently analyzed 26,000 Reddit posts around the topic of ESG, and found that most (about 69 per cent) of posts had a neutral sentiment. In other words, most Reddit posters do not have a particular stance on sustainable investing. Because the topic is rife with jargon, it can be challenging for even motivated investors to find investment fund products that have a core focus on sustainability.

Luckily in Canada, our regulators recently updated their guidance to investment fund managers on what must be disclosed in prospectus documents for funds that say they have an ESG core focus. In the guidance, regulators point to the concept of “ESG objective” funds, or those that have a sustainability-related investment objective alongside financial objectives described quite clearly in regulatory documents.

Investment objectives are an important core element of a fund’s disclosure because they define the purpose of the fund and outline features that make the fund unique from other funds. The statements made in the investment objective also set the bar for the degree and nature of regulatory scrutiny placed on the fund’s claims (particularly in the ESG space). This said, the universe of funds that consider ESG-related information in the investment process is much larger, but only a few (about 350 of approximately 4,000 unique investment funds, based on Morningstar’s data) funds have ESG-related investment objectives.

Today, we look for ideas within this space, using the Canadian Investment Funds Standards Committee’s responsible investing framework, which identifies mutual funds and ETFs that have a sustainability-related investment objective. To ensure ideas are indeed reasonable, I screened the Canadian ETF universe on two additional parameters:

  1. ETFs that have received a four- or five-star Morningstar Rating for Funds (also known as the “star” rating), indicating that the fund has historically outperformed respective category peers after fees, on a risk-adjusted basis, and
  2. ETFs that have received Morningstar Medalist Rating of gold, silver or bronze, highlighting funds that Morningstar believes will produce excess after-fee returns in the future, based on our analysis of people (quality of the management team), parent (stewardship of the fund company) and process (robustness of investment decision making).

What we found

Funds with a sustainability-related investment objective

NameMorningstar CategoryTickerMER (%)Morningstar Rating for FundsMorningstar Medalist RatingTotal Ret YTD (%)Total Ret 1 Yr (%)Total Ret Annlzd 3 Yr (%)Total Ret Annlzd 5 Yr (%)Inception Date
Desjardins RI Can MF Net-Zero EmissionsCanadian EquityDRFC-T0.474 StarsGold6.416.811.010.19/27/2018
NBI Sustainable Canadian Equity ETFCanadian EquityNSCE-T0.695 StarsBronze8.315.69.91/23/2020
Desjardins RI Em Mkts MF NetZremissionsEmerging Markets EquityDRFE-T0.754 StarsGold14.221.05.26.83/7/2019
AGF Systematic Global ESG Factors ETFGlobal EquityQEF-NE0.454 StarsBronze11.623.88.611.22/12/2018
CI MSCI Wld ESG Ipt Idx ETF CommGlobal EquityCESG-NE0.394 StarsSilver6.420.310.09/12/2019
iShares ESG Equity ETF PortfolioGlobal EquityGEQT-T0.254 StarsSilver12.625.29.69/2/2020
Fidelity Sustainable World ETFGlobal EquityFCSW-NE0.625 StarsGold16.627.211.05/31/2019
BMO MSCI Global ESG Leaders ETFGlobal EquityESGG-T0.285 StarsBronze14.426.212.11/15/2020
iShares ESG Aware MSCI EAFE ETFInternational EquityXSEA-T0.284 StarsSilver11.416.37.18.13/18/2019
Desjardins RI Dev exUS/CnNet-ZrEmissionsInternational EquityDRMD-T0.294 StarsGold10.515.66.95/1/2020
Wealthsimple North America Scy Rsp ETFNorth American EquityWSRI-T0.225 StarsSilver7.516.410.16/16/2020
Desjardins RI USA Net-Zero Emissions ETFUS EquityDRMU-T0.234 StarsSilver14.325.112.715.39/27/2018
iShares ESG Aware MSCI USA ETFUS EquityXSUS-T0.224 StarsSilver15.027.012.215.13/18/2019
iShares ESG Advanced MSCI USA ETFUS EquityXUSR-T0.234 StarsSilver18.634.714.54/15/2020
TD Morningstar ESG U.S. Equity ETFUS EquityTMEU-T0.174 StarsGold14.825.712.811/24/2020
BMO MSCI USA ESG Leaders ETFUS EquityESGY-T0.235 StarsBronze16.330.914.71/15/2020
Invesco S&P 500 ESG ETFUS EquityESG-T0.175 StarsBronze16.027.815.53/5/2020
iShares ESG Growth ETF PortfolioGlobal Equity BalancedGGRO-T0.254 StarsSilver9.920.77.59/2/2020
iShares ESG Conservative Bal ETF PortGlobal Fixed Income BalancedGCNS-T0.255 StarsSilver4.612.03.39/2/2020
iShares ESG Balanced ETF PortfolioGlobal Neutral BalancedGBAL-T0.254 StarsSilver7.416.55.49/2/2020

Source: Morningstar Direct | Data as of May 28, 2024

The ETFs that qualified in the screen are listed in the table accompanying this article, alongside categories, MERs, trailing performance, inception dates and ratings. The list is sorted first by category, then by the star rating. Investors are urged to first look at the category to which each fund belongs, given that Morningstar’s ratings are meant to measure performance against category peers.

This article does not constitute financial advice. It is always recommended to conduct one’s own independent research before buying or selling any of the funds or ETFs mentioned in this article.

Ian Tam, CFA, is director of investment research for Morningstar Canada.

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Tickers mentioned in this story

Study and track financial data on any traded entity: click to open the full quote page. Data updated as of 13/11/24 11:03am EST.

SymbolName% changeLast
GBAL-T
Ishares ESG Balanced ETF
-0.06%51.62
GCNS-T
Ishares ESG Conservative Balanced ETF
0%44.91
GGRO-T
Ishares ESG Growth ETF
-0.14%58.04
ESG-T
Invesco S&P 500 ESG Index ETF
-0.16%44.1
ESGY-T
BMO MSCI USA ESG Leaders Index ETF
-0.6%59.5
XUSR-T
Ishares ESG Advanced MSCI USA Index ETF
-0.21%93.18
XSUS-T
Ishares ESG MSCI USA Index ETF
-0.18%44.45
DRMU-T
Desjardins RI USA Low Co2 Index ETF
-0.42%44.58
WSRI-T
Wealthsimple Na Socially Resp Index ETF
+0.07%44.48
DRMD-T
Desjardins RI Dev Exusa Exca Low Co2 ETF
-0.72%24.75
XSEA-T
Ishares ESG MSCI EAFE Index ETF
+0.74%25.88
ESGG-T
BMO MSCI Global ESG Leaders Index ETF
-0.16%50.3
FCSW-NE
Fidelity Sustainable World ETF
-0.36%47.62
GEQT-T
Ishares ESG Equity ETF
-0.18%64.83
CESG-NE
CI MSCI World ESG Impact ETF
+0.54%31.51
QEF-NE
AGF Systemic Global ESG Factors ETF
-0.09%44.74
DRFE-T
Desjardins Emerging Mkts Low Co2 ETF
+0.04%22.9
NSCE-T
NBI Sustainable Canadian Equity ETF
-0.86%43.69
DRFC-T
Desjardins RI Cda Multi Low Co2 ETF
+0.58%32.73

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