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ESG ETF Liquidity Continues to Warm Alongside Demand

By Jane Street ESG-conscious investing continues to drive headlines, and the data shows that market activity in ESG-related ETFs is increasing. Like most ETFs early in their life-cycle, trading volume for ESG ETFs currently skews “dark” with a high percentage of volume resulting in creations. As they mature, we would expect on-exchange volume to pick up particularly for the products that continue to attract assets. Source: Bloomberg, as of 02/28/2021. ETFs include those categorized as either ESG, socially responsible, environmentally friendly, clean energy, or climate change. ESG OTC and Primary Market Activity Similar to ETFs of Comparable Size and Maturity When compared to overall ETF volumes, a significantly higher portion of ESG ETF trading occurs OTC.  This is likely due to the category of ESG and sustainable ETFs being less established. Slightly more than half of today’s ESG ETFs were launched after 2017 and their median fund size is currently just $111 million. Acti

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