Table 1: Descriptive statistics. Panel...

Table 1:

Descriptive statistics.

Panel A:ETF Sample - Descriptive Statistics
	Auto Declared Sustainable Strategy				ESG & SRI Strategy
	Mean	Max	Min	St. Dev	Mean	Max	Min	St. Dev
Returns	0.005	0.140	-0.154	0.058	0.001	0.140	-0.154	0.018
Dividend Yield	1.354	11.020	0.000	1.200	1.839	11.020	0.000	1.840
Age	90.214	116.000	2.000	41.877	34.337	116.000	0.000	33.754
Size	0.004	3.024	1.890	0.629	4.557	5.370	0.000	1.684
*Panel B: ETF Sample - Asset Type - Descriptive Statistics*
Equity ETF (1)				Bond ETF (2)				(1)–(2)
	Mean	Max	Min	St. Dev	Mean	Max	Min	St. Dev
Returns	0.006	0.139	-0.153	0.045	0.001	0.039	-0.020	0.007	0.005***
Dividend Yield	1.152	11.020	0.000	1.370	0.522	3.000	0.000	1.080	0.630***
Age	30.360	116.000	0.000	38.140	18.440	93.000	2.000	26.940	11.915***
Size	2.289	5.370	0.000	1.374	2.228	5.370	0.000	1.423	0.0610***

Panel A:ETF Sample - Descriptive Statistics
	Auto Declared Sustainable Strategy				ESG & SRI Strategy
	Mean	Max	Min	St. Dev	Mean	Max	Min	St. Dev
Returns	0.005	0.140	-0.154	0.058	0.001	0.140	-0.154	0.018
Dividend Yield	1.354	11.020	0.000	1.200	1.839	11.020	0.000	1.840
Age	90.214	116.000	2.000	41.877	34.337	116.000	0.000	33.754
Size	0.004	3.024	1.890	0.629	4.557	5.370	0.000	1.684
Panel B: ETF Sample - Asset Type - Descriptive Statistics
Equity ETF (1)				Bond ETF (2)				(1)–(2)
	Mean	Max	Min	St. Dev	Mean	Max	Min	St. Dev
Returns	0.006	0.139	-0.153	0.045	0.001	0.039	-0.020	0.007	0.005***
Dividend Yield	1.152	11.020	0.000	1.370	0.522	3.000	0.000	1.080	0.630***
Age	30.360	116.000	0.000	38.140	18.440	93.000	2.000	26.940	11.915***
Size	2.289	5.370	0.000	1.374	2.228	5.370	0.000	1.423	0.0610***

*Panel C: Natural Disaster Sample - Descriptive Statistics*
	Mean	Max	Min	St.Dev	p25	p75	p90
Total deaths	369	222,570	1	7553	5	45	143
Total affected	1,058,330	134,000,000	1	6,610,290	3562	241,734	1,498,408
Total damage (’000 US$)	1,327,812	210,000,000	2	8,679,864	20,000	600,000	2,000,000

Panel C: Natural Disaster Sample - Descriptive Statistics
	Mean	Max	Min	St.Dev	p25	p75	p90
Total deaths	369	222,570	1	7553	5	45	143
Total affected	1,058,330	134,000,000	1	6,610,290	3562	241,734	1,498,408
Total damage (’000 US$)	1,327,812	210,000,000	2	8,679,864	20,000	600,000	2,000,000

*Panel D: Natural Disaster Sample - Number of Events and Year of Occurrence*
Year	Number of events	Total deaths	Total affected	Total damage (USD th)
2009	72	6122	93,140,958	30,816,621
2010	69	234,722	190,618,784	106,561,220
2011	74	27,619	156,417,664	338,734,766
2012	95	5141	70,918,287	54,642,271
2013	120	17,629	76,525,314	100,948,787
2014	102	3647	63,810,290	56,517,314
2015	97	12,061	22,626,002	47,287,771
2016	97	5412	166,371,463	102,894,918
2017	110	5877	71,268,207	309,245,094
2018	42	5501	17,516,849	18,169,810
Total	878	323,731	929,213,818	1,165,818,572

Panel D: Natural Disaster Sample - Number of Events and Year of Occurrence
Year	Number of events	Total deaths	Total affected	Total damage (USD th)
2009	72	6122	93,140,958	30,816,621
2010	69	234,722	190,618,784	106,561,220
2011	74	27,619	156,417,664	338,734,766
2012	95	5141	70,918,287	54,642,271
2013	120	17,629	76,525,314	100,948,787
2014	102	3647	63,810,290	56,517,314
2015	97	12,061	22,626,002	47,287,771
2016	97	5412	166,371,463	102,894,918
2017	110	5877	71,268,207	309,245,094
2018	42	5501	17,516,849	18,169,810
Total	878	323,731	929,213,818	1,165,818,572

	Total deaths	Total affected	Total damage (USD th)
*Panel E: Natural Disaster Sample - Number of Events by Type and Geographical Areas*
Africa
Flood	1839	12,920,684	3,595,715
Landslide	1132	11,932	58,036
Storm	565	2,045,927	1,186,500
Wildfire	9	5500	420,000
Asia
Extreme temperature	2	4,033,472	281,000
Flood	25,349	563,718,762	224,589,993
Landslide	2473	407,394	1,687,378
Mass movement (dry)	46	2	8000
Storm	17,691	198,500,930	106,418,416
Volcanic activity	39	115,160	186,000
Wildfire	233	32,259	2,271,000
Europe
Flood	641	2,879,505	34,515,728
Storm	148	543,789	10,103,875
Wildfire	142	10,613	1,025,820
North America
Flood	158	376,518	30,417,000
Landslide	64	1516	870,000
Storm	1257	86,531,196	243,976,000
Wildfire	94	51,116	22,497,000
South America
Extreme temperature	3	120,000	500,000
Flood	2827	8,995,016	12,190,716
Landslide	904	130,080	967,000
Storm	1744	15,593,221	107,063,252
Wildfire	24	19,705	784,000
Total	323,731	929,213,818	1,165,818,572

	Total deaths	Total affected	Total damage (USD th)
Panel E: Natural Disaster Sample - Number of Events by Type and Geographical Areas
Africa
Flood	1839	12,920,684	3,595,715
Landslide	1132	11,932	58,036
Storm	565	2,045,927	1,186,500
Wildfire	9	5500	420,000
Asia
Extreme temperature	2	4,033,472	281,000
Flood	25,349	563,718,762	224,589,993
Landslide	2473	407,394	1,687,378
Mass movement (dry)	46	2	8000
Storm	17,691	198,500,930	106,418,416
Volcanic activity	39	115,160	186,000
Wildfire	233	32,259	2,271,000
Europe
Flood	641	2,879,505	34,515,728
Storm	148	543,789	10,103,875
Wildfire	142	10,613	1,025,820
North America
Flood	158	376,518	30,417,000
Landslide	64	1516	870,000
Storm	1257	86,531,196	243,976,000
Wildfire	94	51,116	22,497,000
South America
Extreme temperature	3	120,000	500,000
Flood	2827	8,995,016	12,190,716
Landslide	904	130,080	967,000
Storm	1744	15,593,221	107,063,252
Wildfire	24	19,705	784,000
Total	323,731	929,213,818	1,165,818,572

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