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The Ethical Value Your Portfolio Is Most Likely Failing On

climate investingportfolio ethicsindex funds
June 5, 2026

The Value Your Portfolio Is Most Likely Failing On (It's Climate)

We track 11 ethical values across 5,300+ companies. Each has a different failure rate. One stands far above the rest.


The Ranking


What This Means

Three values have failure rates above 90%. If you hold a broad index fund, the vast majority of companies in your portfolio score negative on climate, weapons, and waste.

Planet-Friendly Business has both the highest failure rate (91%) and the worst average score (-14.9). No other value comes close to that combination.

Only one value averages positive: Respect for Cultures & Communities at +0.9. Even that is barely above zero.


The Maths for Index Fund Holders

If 91% of companies score negative on climate and you hold 500 of them, roughly 455 are failing on that dimension. Diversification does not fix this. You cannot diversify away from a 91% failure rate.

The same applies to weapons (91%) and waste (90%). These are systemic failures, not outlier problems.


What You Can Do

The data is not hopeless. 528 companies score positive on climate. They exist. But you need to actively find them rather than passively accept what an index gives you.

Audit your portfolio to see where your holdings stand on each of the 11 values.