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After a significant reclassification wave last year, many hesitate to award their funds the highest sustainability label, lacking the commercial upsides of SFDR 9 reporting.

Fidelity in September announced the addition of eight funds to its roster, all falling under SFDR 9. The asset manager’s motive? Addressing the rising customer appetite for «investments in companies that champion and thrive in the shift towards a greener economy.»

Currently, Fidelity remains among the rare few venturing back into SFDR 9 territory after a plethora of funds faced downgrades last year.

«Regulatory bodies Esma and the European Commission clarified the sustainability definition under Article 9 late last year, offering the market a confidence boost to elevate funds,» noted Brunno Maradei, Global Head of Responsible Investment at Aegon AM. «However, only a handful of providers are diving in.»

Challenges in classification

Post major downgrade, why is there hesitation in upward reclassification? Jelena Stamenkova van Rumpt, the Director of Responsible Investment at Anthos Fund & Asset Management, posits that managers might discern they can’t satisfy the occasionally vague reporting standards. They might deliberately avoid offering products to EU clients due to these stringent norms. «With the regulations› ambiguity, some managers might choose to play safe, opting for baseline requirements.»

Maradei observes new funds with sustainability labels, but they aren’t presented as 9 funds. «Possibly, they’re wary of the extensive disclosure demands, fearing another downgrade. It’s a potential reputational risk,» the Aegon AM expert shared.

Questionable disclosures

Maradei believes the sustainability definition under SFDR 9, though gaining consensus, still retains a broad scope. The challenge? Fund providers rely on company disclosures, which are «heavily biased.» «The data from these firms is unreliable. They dictate disclosure significance.»

A potential solution could involve examining revenue streams. However, Maradei finds flaws in this approach. «For instance, examining revenues of food companies suggests they always contribute to eradicating hunger and enhancing food security. But realistically, some of these companies produce unhealthy foods or cater exclusively to the affluent in developed nations. Such nuances aren’t addressed, causing a lumping of companies.»

Consequently, Maradei feels it’s a hurdle for fund providers to confidently assert their portfolio’s universal contribution to sustainability.

Commercial concerns

Moreover, the allure of commercial gains by reporting under SFDR 9 is missing, Maradei asserts. «Under the fresh MiFID regulations, we surveyed our clientele’s sustainability inclinations. The feedback indicated a lukewarm reception towards SFDR 9 sustainable investments.»

Furthermore, Maradei adds that the interest in 9 funds isn’t significant. «Institutional clientele seemed to grasp that a lot of exclusions are needed if one aims to invest solely in top-tier sustainable firms, resulting in a narrow portfolio.»

Portfolio diversity

An MSCI report recently spotlighted the limited variety in SFDR 9 funds, deterring investors from opting for the highest sustainability category. Such investors have greater diversification potential across asset facets, geographies, and sectors with 8 funds.

«Equities and corporate bonds offer abundant choices for green investors. However, high yield options have restrictions, especially as such firms aren’t always eco-friendly,» Maradei said. For private markets, the story isn’t rosy, with data scarcity being a roadblock. «Thorough research is imperative to ascertain if firms align with SFDR 9’s stringent benchmarks.» On the topic of government bonds, he comments on the meagre green government bond market and emphasizes that SFDR 9 disclosures seem to prioritize governance. «Judging a nation solely on this isn’t feasible.»

Future outlook

Stamenkova van Rumpt of Anthos believes that even if the commercial benefits of SFDR 9 reporting remain uncertain, firms that adopt it might have an edge. «My encounters reveal that SFDR 8 or 9 reported funds can swiftly and effortlessly respond to our queries.»

However, she recommends investors not be overly obsessed with SFDR. «Quality impact funds outside the EU may not be SFDR-versed. Impact investment enthusiasts might not overly focus on the fund’s associated article but its genuine impact. SFDR reporting aids transparency but doesn’t stamp a fund’s quality.»

This article originally was published in Dutch on InvestmentOfficer.nl.

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