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September 27, 2025IETI Transactions on Data Analysis and Forecasting (iTDAF)Open Access

Market Risk in Sustainable and Traditional Exchange-Traded Funds during Global Uncertainty

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Authors

DVDeimantė VasiliauskaitėVilnius UniversityVŠViltė ŠabaniauskaitėVilnius UniversityDŠDominyka ŠimėnaitėVilnius University

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Overview

This analysis reveals market risk differences between ESG and traditional ETFs in the U.S. and Europe, indicating the importance of regional dynamics.

Key Points

  • Traditional U.S. ETFs achieved the highest returns while exhibiting the best risk-adjusted performance during global uncertainty.
  • European ESG ETFs showed the lowest downside risk, suggesting that geographic factors influence market risk and returns.
  • U.S. ESG ETFs performed comparably to traditional funds, indicating that financial outcomes are not adversely affected by ESG integration.
  • Investor decisions in ESG allocation should consider regional market dynamics to balance sustainability and performance.

Cite This Study

Vasiliauskaitė et al. (2025) studied this question.

synapsesocial.com/papers/68d7be66eebfec0fc5237d46https://doi.org/10.3991/itdaf.v3i3.57359
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