Investing has nowadays become a common and necessary practice. For a long time, the primary objective of investing was to generate profits without considering further consequences, although this trend has recently changed. Alongside financial performance, consumers are concerned about how their investment growth is achieved and how it impacts our society and the planet. That is, they want to know how their investments favour companies that promote inclusion and gender equality (governance), fight extreme poverty (social) or mitigate the effects of climate change (environment). This shift towards sustainable investment has redefined how corporate performance is measured, how financial institutions approach investment products, and how consumers and professionals view the returns and risks associated with investments. Understanding the critical factors that drive, affect and shape sustainable investment decisions is a priority for the financial services sector.