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Robeco launches Quant Credit strategy focused on SDGs and climate

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Coinciding with the company’s 10-year anniversary of factor investing in credits, Robeco has launched RobecoSAM QI Global SDG & Climate Multi-Factor Credits, its first SDG and climate-focused quant fixed income strategy, classified as Article 9 under the SFDR.

While the strategy’s performance is driven by Robeco’s multi-factor credit selection model, which has been applied to client portfolios since 2012, it has sustainability as its primary objective. Committing to carbon footprint reduction, the strategy is measured against the Solactive Paris-Aligned Global Corporate Index, with the portfolio’s average carbon emissions kept below the Paris-aligned credit benchmark. This has 50% lower carbon emissions than the mainstream credit benchmark and decarbonises by 7% each year. 

Additionally, the strategy invests in companies that have a measurable positive contribution to the United Nations Sustainable Development Goals (SDGs), applying Robeco’s proprietary SDG framework. Thanks to its systematic investment process, the strategy also incorporates other sustainability dimensions like reducing ESG risk, water use and waste generation, and excluding companies that do not meet the required standard of sustainability.
  
The new strategy is managed by Robeco’s Quant Fixed Income team, co-headed by Patrick Houweling, a seasoned quant professional with a long-standing track record in academia and the successful management of Robeco’s innovative quantitative credit strategies.

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