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I mean... isn't it _supposed_ to be? Putting money into something that money would otherwise never be put into because it can't turn a profit? Regardless of whether you agree with the goals or not, ESG (IIUC) was always supposed to be altruistic and not a money maker. Sort of 21st century charitable giving.
The real question is are you better off investing normally and then directing profits to causes.

In theory you should be by using two separate entities one with the goal of making money and with the goal of using the money for good.

The alternative is to put the money in an ESG investment and see it struggle to survive against its unhindered competitors.

If your normal investments are going to further active harm, though, isn't that counterproductive?
The money you spend to buy a stock does not go to the company issuing it (with exception of the IPO), so you're not really helping them in any way.
I think you are. If you buy a stock, you support the value of the company on the stock market. This, in turn, increases the likelihood of the company to raise more money.

(Same as if you’re against killing animals and buy used leather. You support people who want to sell used stuff and, thus, indirectly producers of leather.)

If this were actually true, no company would go to all of the pain and hassle of offering stock in the first place.
All investments will do harm if they are productive. They will be producing emissions, developing land, shipping products etc.

It's the harm cost of the profit that matters.

If that were the case, why not just donate to charity instead?

ExxonMobil turns a significant profit, and it’s infamously a part of the ESG index.

The real problem here is how index funds are directed.

3 firms - Blackrock, State Street and Vanguard, control at least 25% of the board seats in almost every Fortune 500 company because when you put your money into an index fund (which is where most large pools of money end up), you typically give up your vote by proxy to the fund manager.

This leads to 3 companies controlling an enormous chunk of the economy, and they are proponents of ESG. So when you just dump your money into a 401k you are giving them your money and votes to buoy ESG investments.

This is hugely problematic and sorely under discussed
There’s much more to this:

Someone needs to decide on the ESG rating. Usually, these are elaborate sets of rules. The people who decide one these rules have an advantage of buying/selling affected companies before the rules change. Also, I as an investor might not agree with alle the decisions they make.

I don’t see why I should prefer ESG over pure profit-oriented businesses. If a certain behavior would be harmful to society, we should prohibit it by law and not by trying to convince some investors so that other investors make even more profits.

Probably, we don’t prohibit certain things because they aren’t that evil. Alcohol can make you really sick and destroy your family. On the other hand, alcohol can fuel a fun party after weeks of stressful work. Weapons can be really bad in the hands of a criminal. Or life-saving in case you need to defend yourself (or your country).

Still better than Ny Buffett has contributed to.