Week 3. BlackRock ESG ETF
Challenge 1
#1
There are fewer ESG Funds than Regular Funds and their net assets are less than the net assets of Regular Funds.
#2
On average net assets of ESG Funds are 3.2 times less than the assets of Regular Funds
# A tibble: 2 × 2
is_esg avg_assets
<chr> <dbl>
1 ESG Fund 1.85
2 Regular Fund 5.89
#3
The analysis showed that the biggest ESG Funds are with a global focus. BlackRock World and BlackRock Future Climate are in the Top-10 biggest funds.
# A tibble: 393 × 9
# Groups: is_esg, region [9]
name is_esg region net_a…¹ net_a…² net_a…³ net_a…⁴ net_a…⁵ net_a…⁶
<chr> <chr> <chr> <dbl> <dbl> <dbl> <dbl> <int> <dbl>
1 iShares ESG Aware MSCI… ESG F… Global 6.43 -1.80 1 0 1 3.49e-1
2 iShares Global Clean E… ESG F… Global 5.63 -1.49 2 0.111 1 3.05e-1
3 iShares ESG Aware MSCI… ESG F… Global 4.23 -0.940 3 0.222 2 2.30e-1
4 iShares MSCI ACWI Low … ESG F… Global 0.875 0.381 4 0.333 2 4.75e-2
5 iShares MSCI Global Su… ESG F… Global 0.419 0.561 5 0.444 3 2.27e-2
6 BlackRock World ex U.S… ESG F… Global 0.398 0.569 6 0.556 3 2.16e-2
7 iShares ESG Advanced M… ESG F… Global 0.356 0.585 7 0.667 4 1.93e-2
8 iShares ESG MSCI EM Le… ESG F… Global 0.0601 0.702 8 0.778 4 3.26e-3
9 iShares ESG Advanced M… ESG F… Global 0.0354 0.711 9 0.889 5 1.92e-3
10 BlackRock Future Clima… ESG F… Global 0.00401 0.724 10 1 5 2.17e-4
# … with 383 more rows, and abbreviated variable names ¹net_assets_usd_bn,
# ²net_assets_usd_bn_z_score, ³net_assets_usd_bn_rank, ⁴net_assets_usd_bn_percentile,
# ⁵net_assets_usd_bn_quantile_5, ⁶net_assets_usd_bn_pct_total
Challenge 2
#1
The median (50th percentile) company has approximately 0.1 deviation above the average.
The 25th percentile company has approximately -0.3 deviation below the average.
The 75th percentile company has approximately 0.2 deviation above the average.
The outliers get about -3 to 5 deviation.
#2
#3
