Robeco, in close cooperation with RobecoSAM, has expanded its existing factor investing range with the Robeco QI Institutional Global Developed Sustainable Multi-Factor Equities strategy. The strategy invests in stocks in developed countries across the world. Stock selection is based on a proven quantitative model and follows a bottom-up driven investment strategy to gain efficient, well-diversified exposure to the factors value, momentum, low volatility and quality. In addition, the portfolio offers a significantly improved sustainability profile. It was launched on client demand and builds upon Robeco and RobecoSAM’s core strengths: Factor Investing and Sustainability Investing.
This strategy provides diversified exposure to proven factors, all of which have shown strong long-term risk-adjusted return potential. Additionally, Environment, Social and Governance (ESG) factors are systematically integrated into the disciplined and rules-based investment process using RobecoSAM’s Smart ESG scores. The strategy offers a significantly improved ESG profile compared to the MSCI World Index: the average Smart ESG score of the portfolio is at least 20% higher than that of the index, while the environmental footprint is at least 20% lower.
The fund is tax transparent and domiciled in the Netherlands, suitable for institutional investors who are interested in multi-factor investing and sustainability, and available in Robeco’s key markets.
Joop Huij, Head of Factor Investing Equities and Index Research at Robeco: “We’ve been leading the way in factor investing for over 25 years and were one of the first asset managers to see the potential of sustainability to enhance the returns of our clients’ portfolios back in the 1990s. Building upon these core strengths and combining the two aspects makes me believe that we’re well positioned to enable our clients to achieve their financial and sustainability goals by providing superior investment returns and solutions”.
Daniel Wild, Co-CEO, RobecoSAM: ”The beauty and applicability of ESG comes in many different shapes, sizes, and colors. In this latest co-production, we combined our expertise in factor investing, the integration of Smart ESG scores and the creation of positive environmental impact. Needless to say that voting and engagement are applied in this strategy as well, in line with our overarching active ownership program. We have combined all these strengths with only one goal in mind: to deliver cutting edge and impactful SI solutions to our clients.”
