The aim of the paper is to describe in detail the environmental (E), social (S) and governance (G) ESG issues that are playing a crucial role in the global financial market, and to analyse how the world's leading investment management corporations build their investment portfolios by basing their decisions on these specific sustainability criteria. Sustainable finance not only places environmental, social and governance considerations at the heart of business and investment decisions, but is also able to generate long-term economic and social value by using both financial and environmental logic in defining capital investment choices. In the vast panorama of financial sustainability, the paper focus has been on ESG themes, which have attracted more attention in recent years especially in the European financial market.