The indices founded to investigate, measure and promote company to embrade a social responsibility agenda, currently the 2500 largest from Dow Jones Global Total Stock Market Index (DJGTSMI).
It covers the top-ten percent of these companies in terms of economic, environmental, and social criteria which equals about 300 companies. The DJSI World has two subset indexes, which are the Dow Jones Sustainability Index World 80 (DJSI World 80) and the Dow Jones Sustainability Index World ex US 80 (DJSI World ex US 80) (wikipedia)
Companies are consequently invited to join the "DJSI family".
The DJSI is based on corporate economic, environmental and social performance criteria, containing corporate governance, green agenda, social agenda etc.
The DJSI is managed by S&P Dow Jones Indices and RobecoSAM* (sustainability asset management)
The main Index is DJSI world
An overview of the DJSI family (linked from http://www.sustainability-indices.com)
Options on sustainability and sustainability indices:
Datastream contains an ESG Asset4 database providing sustainability information, and data about CSR (Company Social Responsibility)
Wharton/ Compustat doesn't contain any sustainability data (ESG related)
Reprisk** does.
Neither Wharton (Compustat Index Constituent), Compustat Global Index Constituent nor Datastream constituent lists from indexes result in company lists.
Dow Jones Global Total Stock Market aggregated index is available in Datastream
As far as I can see, Wharton databases don't.
According to Datastream (static search djsi > constituent lists)
the index meniotned (ex tobacco) Clicking the rule mentiones constituent for three indexes. > so I called the three indexes:
1. Dow Jones Sustainability Indices World Excluding Tobacco (Dollar)
2. Dow Jones Sustainability Indices World Excluding Tobacco (Euro)
3. Dow Jones Sustainability Indices World Excluding Tobacco (Swiss Franc)
1: Three constituent lists > No data, no constituents
DJSI World Composite (LDJSWDCE) > Constituent list >
EITHER SEARCH: results in NA (not available)
Sources for companies:
http://djindexes.com/sustainability/?go=literature
* RobecoSAM > this company deals with sustainability specifically.
(water, energy, climate, agriculture, and liveability )
** Reprisk:
https://www.reprisk.com/
DJSI family:
Dow Jones Sustainability World Index
Dow Jones Sustainability Europe Index
Dow Jones Sustainability North America Index
Dow Jones Sustainability Asia Pacific Index
Dow Jones Sustainability Korea Index
CONCLUSION:
Idealy it would be easy to retrieve the companies composing those indices. But it isn't.
As for the companies constituing the index: the list impossible to retireve anywhere. The only resolve is to contact RobecoSAM (Academic requests: http://www.sustainability-indices.com/academic-request.jsp
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